Correlation
The correlation between RULE and GAA is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
RULE vs. GAA
Compare and contrast key facts about Adaptive Core ETF (RULE) and Cambria Global Asset Allocation ETF (GAA).
RULE and GAA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RULE is an actively managed fund by Mohr Funds. It was launched on Nov 2, 2021. 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: RULE or GAA.
Performance
RULE vs. GAA - Performance Comparison
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Key characteristics
RULE:
0.02
GAA:
0.72
RULE:
0.06
GAA:
0.97
RULE:
1.01
GAA:
1.13
RULE:
-0.03
GAA:
0.96
RULE:
-0.10
GAA:
3.18
RULE:
6.80%
GAA:
2.17%
RULE:
17.00%
GAA:
10.26%
RULE:
-30.48%
GAA:
-26.57%
RULE:
-13.28%
GAA:
-0.15%
Returns By Period
In the year-to-date period, RULE achieves a -0.80% return, which is significantly lower than GAA's 5.13% return.
RULE
-0.80%
5.08%
-7.39%
0.37%
1.79%
N/A
N/A
GAA
5.13%
2.97%
2.70%
7.39%
4.70%
7.70%
5.32%
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RULE vs. GAA - Expense Ratio Comparison
RULE has a 1.10% expense ratio, which is higher than GAA's 0.41% expense ratio.
Risk-Adjusted Performance
RULE vs. GAA — Risk-Adjusted Performance Rank
RULE
GAA
RULE vs. GAA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adaptive Core ETF (RULE) 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
RULE vs. GAA - Dividend Comparison
RULE has not paid dividends to shareholders, while GAA's dividend yield for the trailing twelve months is around 4.07%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RULE Adaptive Core ETF | 0.00% | 0.00% | 2.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAA Cambria Global Asset Allocation ETF | 4.07% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.00% | 2.35% | 2.81% | 2.49% | 0.57% |
Drawdowns
RULE vs. GAA - Drawdown Comparison
The maximum RULE drawdown since its inception was -30.48%, which is greater than GAA's maximum drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for RULE and GAA.
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Volatility
RULE vs. GAA - Volatility Comparison
Adaptive Core ETF (RULE) has a higher volatility of 3.43% compared to Cambria Global Asset Allocation ETF (GAA) at 1.89%. This indicates that RULE's price experiences larger fluctuations and is considered to be riskier than GAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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