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SYLD vs. FOVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SYLD vs. FOVL

Last updated Jun 4, 2026

SYLD (Cambria Shareholder Yield ETF) and FOVL (iShares Focused Value Factor ETF) are both Mid Cap Value Equities funds. SYLD is actively managed, while FOVL is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. SYLD charges 0.59%/yr vs 0.25%/yr for FOVL.

Performance

SYLD vs. FOVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Shareholder Yield ETF (SYLD) and iShares Focused Value Factor ETF (FOVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

SYLD

1D
-0.53%
1M
0.34%
YTD
13.63%
6M
12.35%
1Y
25.51%
3Y*
13.47%
5Y*
5.75%
10Y*
12.98%

FOVL

1D
—
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SYLD vs. FOVL - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SYLD
Cambria Shareholder Yield ETF		13.63%3.94%3.37%16.46%-6.14%48.59%13.61%13.01%
FOVL
iShares Focused Value Factor ETF		0.00%6.43%22.87%17.72%-9.39%40.14%-13.20%6.22%

Correlation

The correlation between SYLD and FOVL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2019

0.86

Over the past year, the correlation between SYLD and FOVL has dropped to 0.34 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

SYLD vs. FOVL - Sectors Allocation Comparison

Sectors
SYLD
FOVL

Consumer Cyclical

22.9%
5.2%

Financial Services

22.7%
44.6%

Energy

17.7%
7.7%

Industrials

8.1%
12.8%

Basic Materials

7.9%

-

Consumer Defensive

6.8%
5.0%

Communication Services

6.0%
4.7%

Healthcare

5.6%
4.9%

Technology

2.3%
5.0%

Real Estate

-

2.6%

Utilities

-

7.5%

Consumer Cyclical

SYLD
22.9%
FOVL
5.2%

Financial Services

SYLD
22.7%
FOVL
44.6%

Energy

SYLD
17.7%
FOVL
7.7%

Industrials

SYLD
8.1%
FOVL
12.8%

Basic Materials

SYLD
7.9%
FOVL

-

Consumer Defensive

SYLD
6.8%
FOVL
5.0%

Communication Services

SYLD
6.0%
FOVL
4.7%

Healthcare

SYLD
5.6%
FOVL
4.9%

Technology

SYLD
2.3%
FOVL
5.0%

Real Estate

SYLD

-

FOVL
2.6%

Utilities

SYLD

-

FOVL
7.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Cambria Shareholder Yield ETF

iShares Focused Value Factor ETF

Often compared with SYLD:
SYLD vs. SCHDSYLD vs. SDYSYLD vs. COWZSYLD vs. FVSYLD vs. PKWSYLD vs. LCSSXSYLD vs. XMVM
Often compared with FOVL:
FOVL vs. VOOFOVL vs. VTVFOVL vs. QVALFOVL vs. FELVFOVL vs. FRTYFOVL vs. DONFOVL vs. IMCV

Return for Risk

SYLD vs. FOVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SYLD
SYLD Risk / Return Rank: 5555
Overall Rank
SYLD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 5151
Sortino Ratio Rank
SYLD Omega Ratio Rank: 4545
Omega Ratio Rank
SYLD Calmar Ratio Rank: 7373
Calmar Ratio Rank
SYLD Martin Ratio Rank: 5757
Martin Ratio Rank
FOVL
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.

SYLD vs. FOVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and iShares Focused Value Factor ETF (FOVL). 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.

SYLDFOVLDifference
Sharpe ratioReturn per unit of total volatility
1.65

—

—

Sortino ratioReturn per unit of downside risk
2.54

—

—

Omega ratioGain probability vs. loss probability

1.29

—

—

Calmar ratioReturn relative to maximum drawdown

3.70

—

—

Martin ratioReturn relative to average drawdown

10.02

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SYLD vs. FOVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

SYLDFOVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

—

—

Drawdowns

SYLD vs. FOVL - Drawdown Comparison

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Drawdown Indicators

SYLDFOVLDifference

Max Drawdown

Largest peak-to-trough decline

-45.36%

—

—

Max Drawdown (1Y)

Largest decline over 1 year

-6.93%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-26.62%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

—

—

Current Drawdown

Current decline from peak

-1.31%

—

—

Average Drawdown

Average peak-to-trough decline

-5.66%

—

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

—

—

Volatility

SYLD vs. FOVL - Volatility Comparison

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Volatility by Period

SYLDFOVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

—

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.62%

—

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

—

—

SYLD vs. FOVL - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than FOVL's 0.25% expense ratio.

Dividends

SYLD vs. FOVL - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.86%, more than FOVL's 0.55% yield.

PositionTTM20252024202320222021202020192018201720162015
FOVL
iShares Focused Value Factor ETF		0.55%1.36%2.08%2.59%3.38%2.80%2.88%2.09%0.00%0.00%0.00%0.00%
SYLD
Cambria Shareholder Yield ETF		1.86%2.25%2.04%1.92%2.20%2.37%1.99%2.08%2.52%1.57%1.92%6.93%

Frequently Asked Questions

SYLD and FOVL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FOVL is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FOVL is cheaper with a 0.25% expense ratio, compared with 0.59% for SYLD.

SYLD has the higher dividend yield at 1.86%, compared with 0.55% for FOVL.

They also come from different issuers: Cambria and iShares. Their fees differ too: 0.59% for SYLD and 0.25% for FOVL.

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