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OCIO vs. GAA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

OCIO vs. GAA

Last updated May 12, 2025

Compare and contrast key facts about ClearShares OCIO ETF (OCIO) and Cambria Global Asset Allocation ETF (GAA).

OCIO and GAA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OCIO is an actively managed fund by ClearShares LLC. It was launched on Jun 27, 2017. GAA is an actively managed fund by Cambria. It was launched on Dec 9, 2014.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OCIO or GAA.

Correlation

The correlation between OCIO and GAA is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

OCIO vs. GAA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearShares OCIO ETF (OCIO) and Cambria Global Asset Allocation ETF (GAA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

OCIO:

4.30%

GAA:

7.21%

Max Drawdown

OCIO:

-0.24%

GAA:

-0.41%

Current Drawdown

OCIO:

0.00%

GAA:

0.00%

Returns By Period

OCIO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GAA

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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OCIO vs. GAA - Expense Ratio Comparison

OCIO has a 0.61% expense ratio, which is higher than GAA's 0.41% expense ratio.

OCIO
ClearShares OCIO ETF
GAA
Cambria Global Asset Allocation ETF

Risk-Adjusted Performance

OCIO vs. GAA — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OCIO
The Risk-Adjusted Performance Rank of OCIO is 7474
Overall Rank
The Sharpe Ratio Rank of OCIO is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of OCIO is 7474
Sortino Ratio Rank
The Omega Ratio Rank of OCIO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of OCIO is 7777
Calmar Ratio Rank
The Martin Ratio Rank of OCIO is 7676
Martin Ratio Rank
GAA
The Risk-Adjusted Performance Rank of GAA is 6565
Overall Rank
The Sharpe Ratio Rank of GAA is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of GAA is 5757
Sortino Ratio Rank
The Omega Ratio Rank of GAA is 5454
Omega Ratio Rank
The Calmar Ratio Rank of GAA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of GAA is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

OCIO vs. GAA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearShares OCIO ETF (OCIO) and Cambria Global Asset Allocation ETF (GAA). 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.

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Dividends

OCIO vs. GAA - Dividend Comparison

OCIO has not paid dividends to shareholders, while GAA's dividend yield for the trailing twelve months is around 4.13%.

TTM20242023202220212020201920182017201620152014
OCIO
ClearShares OCIO ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAA
Cambria Global Asset Allocation ETF		4.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OCIO vs. GAA - Drawdown Comparison

The maximum OCIO drawdown since its inception was -0.24%, smaller than the maximum GAA drawdown of -0.41%. Use the drawdown chart below to compare losses from any high point for OCIO and GAA. For additional features, visit the drawdowns tool.

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Volatility

OCIO vs. GAA - Volatility Comparison

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