SYLD vs. VAMO
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and Cambria Value and Momentum ETF (VAMO).
SYLD and VAMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. VAMO is an actively managed fund by Cambria. It was launched on Sep 8, 2015.
Performance
SYLD vs. VAMO - Performance Comparison
Loading graphics...
SYLD vs. VAMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 8.84% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
VAMO Cambria Value and Momentum ETF | 3.84% | 16.51% | 6.11% | 5.58% | 8.55% | 32.16% | -4.92% | -4.63% | -11.43% | 3.82% |
Returns By Period
In the year-to-date period, SYLD achieves a 8.84% return, which is significantly higher than VAMO's 3.84% return. Over the past 10 years, SYLD has outperformed VAMO with an annualized return of 12.42%, while VAMO has yielded a comparatively lower 5.47% annualized return.
SYLD
- 1D
- -0.24%
- 1M
- -0.99%
- YTD
- 8.84%
- 6M
- 10.16%
- 1Y
- 19.64%
- 3Y*
- 10.85%
- 5Y*
- 6.81%
- 10Y*
- 12.42%
VAMO
- 1D
- -0.28%
- 1M
- 0.18%
- YTD
- 3.84%
- 6M
- 6.46%
- 1Y
- 22.03%
- 3Y*
- 13.40%
- 5Y*
- 9.57%
- 10Y*
- 5.47%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SYLD vs. VAMO - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is lower than VAMO's 0.65% expense ratio.
Return for Risk
SYLD vs. VAMO — Risk / Return Rank
SYLD
VAMO
SYLD vs. VAMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and Cambria Value and Momentum ETF (VAMO). 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.
| SYLD | VAMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.94 | -1.03 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.80 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.34 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 4.00 | -2.63 |
Martin ratioReturn relative to average drawdown | 5.33 | 13.00 | -7.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SYLD | VAMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.94 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.54 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.30 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.25 | +0.31 |
Correlation
The correlation between SYLD and VAMO is 0.63, 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.
Dividends
SYLD vs. VAMO - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.95%, more than VAMO's 0.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.95% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
VAMO Cambria Value and Momentum ETF | 0.63% | 1.41% | 0.84% | 1.35% | 1.10% | 1.07% | 1.03% | 1.15% | 1.03% | 0.35% | 0.56% | 0.20% |
Drawdowns
SYLD vs. VAMO - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, which is greater than VAMO's maximum drawdown of -41.84%. Use the drawdown chart below to compare losses from any high point for SYLD and VAMO.
Loading graphics...
Drawdown Indicators
| SYLD | VAMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.36% | -41.84% | -3.52% |
Max Drawdown (1Y)Largest decline over 1 year | -14.90% | -5.55% | -9.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -17.25% | -9.37% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -41.84% | -3.52% |
Current DrawdownCurrent decline from peak | -3.40% | -2.11% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -10.10% | +4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 1.71% | +2.12% |
Volatility
SYLD vs. VAMO - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) has a higher volatility of 4.03% compared to Cambria Value and Momentum ETF (VAMO) at 2.97%. This indicates that SYLD's price experiences larger fluctuations and is considered to be riskier than VAMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SYLD | VAMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 2.97% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 8.76% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.53% | 11.39% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 17.89% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 18.08% | +4.88% |