RAYD vs. GVAL

In the year-to-date period, RAYD achieves a 4.58% return, which is significantly lower than GVAL's 25.55% return.

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RAYD has a 0.80% expense ratio, which is higher than GVAL's 0.71% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Rayliant Quantitative Developed Market Equity ETF (RAYD) 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.

The current RAYD Sharpe Ratio is 1.03, which is comparable to the GVAL Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of RAYD and GVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RAYD's dividend yield for the trailing twelve months is around 0.94%, less than GVAL's 3.70% yield.

The maximum RAYD drawdown since its inception was -21.00%, smaller than the maximum GVAL drawdown of -46.82%. Use the drawdown chart below to compare losses from any high point for RAYD and GVAL. For additional features, visit the drawdowns tool.

Rayliant Quantitative Developed Market Equity ETF (RAYD) has a higher volatility of 7.14% compared to Cambria Global Value ETF (GVAL) at 4.47%. This indicates that RAYD's price experiences larger fluctuations and is considered to be riskier than GVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.