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OAKI vs. GVAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OAKI vs. GVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark International Large Cap ETF (OAKI) and Cambria Global Value ETF (GVAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OAKI achieves a 1.91% return, which is significantly lower than GVAL's 17.72% return.


OAKI

1D
1.50%
1M
1.86%
6M
-1.10%
YTD
1.91%
1Y
3Y*
5Y*
10Y*
ALL TIME*

GVAL

1D
-0.65%
1M
2.72%
6M
6.76%
YTD
17.72%
1Y
33.67%
3Y*
24.66%
5Y*
14.72%
10Y*
10.77%
ALL TIME*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.31M$5.42M$8.17M
$137.71K$198.32K$198.59K

OAKI vs. GVAL - Yearly Performance Comparison


2026 (YTD)2025
OAKI
Oakmark International Large Cap ETF
1.91%0.73%
GVAL
Cambria Global Value ETF
17.72%1.63%

Correlation

The correlation between OAKI and GVAL is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.71

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Return for Risk

OAKI vs. GVAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OAKI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GVAL
GVAL Risk / Return Rank: 8484
Overall Rank
GVAL Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GVAL Sortino Ratio Rank: 8787
Sortino Ratio Rank
GVAL Omega Ratio Rank: 8686
Omega Ratio Rank
GVAL Calmar Ratio Rank: 8080
Calmar Ratio Rank
GVAL Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OAKI vs. GVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark International Large Cap ETF (OAKI) and Cambria Global Value ETF (GVAL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


OAKIGVALDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.94

Martin ratioReturn relative to average drawdown

10.89

OAKI vs. GVAL - Sharpe Ratio Comparison


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Drawdowns

OAKI vs. GVAL - Drawdown Comparison

The maximum OAKI drawdown since its inception was -13.94%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for OAKI and GVAL.


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Drawdown Indicators


OAKIGVALDifference

Max Drawdown

Largest peak-to-trough decline

-13.94%

-46.82%

+32.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

Max Drawdown (3Y)

Largest decline over 3 years

-15.72%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

Max Drawdown (10Y)

Largest decline over 10 years

-46.82%

Current Drawdown

Current decline from peak

-3.29%

-2.04%

-1.25%

Average Drawdown

Average peak-to-trough decline

-4.64%

-13.74%

+9.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

OAKI vs. GVAL - Volatility Comparison


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Volatility by Period


OAKIGVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.95%

15.89%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.95%

18.61%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

18.99%

-1.04%

OAKI vs. GVAL - Expense Ratio Comparison

OAKI has a 0.65% expense ratio, which is lower than GVAL's 0.66% expense ratio.


Dividends

OAKI vs. GVAL - Dividend Comparison

OAKI's dividend yield for the trailing twelve months is around 0.04%, less than GVAL's 2.43% yield.


PositionTTM20252024202320222021202020192018201720162015
GVAL
Cambria Global Value ETF
2.43%2.93%4.75%6.12%5.05%2.97%1.90%2.84%4.65%2.00%2.54%2.11%
OAKI
Oakmark International Large Cap ETF
0.04%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OAKI and GVAL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OAKI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OAKI is cheaper with a 0.65% expense ratio, compared with 0.66% for GVAL.

GVAL has the higher dividend yield at 2.43%, compared with 0.04% for OAKI.

OAKI is categorized as Foreign Large Cap Equities, while GVAL is Global Equities. They also come from different issuers: Oakmark and Cambria. Their fees differ too: 0.65% for OAKI and 0.66% for GVAL.

Portfolio Optimizer

Find the right allocation for OAKI and GVAL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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