SYLD vs. VFVA

Last updated Aug 2, 2026

SYLD (Cambria Shareholder Yield ETF) and VFVA (Vanguard U.S. Value Factor ETF) are both Mid Cap Value Equities funds. Both are actively managed. Over the past 5 years, SYLD returned 8.69%/yr vs 12.45%/yr for VFVA. Their correlation of 0.94 means they have usually moved in the same direction. SYLD charges 0.59%/yr vs 0.13%/yr for VFVA.

Performance

SYLD vs. VFVA - Performance Comparison

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

Returns By Period

In the year-to-date period, SYLD achieves a 21.09% return, which is significantly higher than VFVA's 19.47% return.

SYLD

• 1D: -0.62%
• 1M: 3.76%
• 6M: 14.53%
• YTD: 21.09%
• 1Y: 33.00%
• 3Y*: 11.24%
• 5Y*: 8.69%
• 10Y*: 13.60%
• ALL TIME*: 12.50%

VFVA

• 1D: -0.14%
• 1M: 4.08%
• 6M: 14.51%
• YTD: 19.47%
• 1Y: 37.96%
• 3Y*: 16.39%
• 5Y*: 12.45%
• 10Y*: —
• ALL TIME*: 10.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SYLD Cambria Shareholder Yield ETF	$2.75M	$2.44M	$3.15M
VFVA Vanguard U.S. Value Factor ETF	$2.76M	$2.45M	$1.67M

SYLD vs. VFVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SYLD Cambria Shareholder Yield ETF	21.09%	3.94%	3.37%	16.46%	-6.14%	48.59%	13.61%	26.98%	-13.92%
VFVA Vanguard U.S. Value Factor ETF	19.47%	14.77%	7.67%	17.37%	-3.96%	36.94%	2.28%	25.42%	-18.90%

Correlation

The correlation between SYLD and VFVA is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (5Y) Shows whether the relationship held over a longer period.	0.95
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018	0.94

The correlation between SYLD and VFVA has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

SYLD vs. VFVA - Sectors Allocation Comparison

Sectors	SYLD	VFVA
Consumer Cyclical	23.9%	13.1%
Financial Services	22.2%	25.7%
Energy	13.1%	7.3%
Consumer Defensive	8.8%	7.1%
Industrials	8.0%	7.6%
Basic Materials	7.8%	3.3%
Communication Services	7.2%	6.2%
Healthcare	6.0%	14.9%
Technology	3.1%	14.5%
Real Estate	-	0.4%
Utilities	-	-

Return for Risk

SYLD vs. VFVA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SYLD

SYLD Risk / Return Rank: 88
SYLD Sharpe Ratio Rank: 87
SYLD Sortino Ratio Rank: 90
SYLD Omega Ratio Rank: 84
SYLD Calmar Ratio Rank: 93
SYLD Martin Ratio Rank: 88

VFVA

VFVA Risk / Return Rank: 92
VFVA Sharpe Ratio Rank: 92
VFVA Sortino Ratio Rank: 93
VFVA Omega Ratio Rank: 90
VFVA Calmar Ratio Rank: 92
VFVA Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SYLD vs. VFVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and Vanguard U.S. Value Factor ETF (VFVA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SYLD	VFVA	Difference
Sharpe ratio: Return per unit of total volatility	2.07	2.40	-0.34
Sortino ratio: Return per unit of downside risk	3.13	3.49	-0.37
Omega ratio: Gain probability vs. loss probability	1.36	1.42	-0.07
Calmar ratio: Return relative to maximum drawdown	4.46	4.19	+0.28
Martin ratio: Return relative to average drawdown	13.19	14.15	-0.96

SYLD vs. VFVA - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 2.07, which is comparable to the VFVA Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SYLD and VFVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SYLD vs. VFVA - Drawdown Comparison

The maximum SYLD drawdown since its inception was -45.36%, smaller than the maximum VFVA drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for SYLD and VFVA.

Drawdown Indicators

	SYLD	VFVA	Difference
Max Drawdown Largest peak-to-trough decline	-45.36%	-48.58%	+3.22%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-8.55%	+1.62%
Max Drawdown (3Y) Largest decline over 3 years	-26.62%	-24.07%	-2.55%
Max Drawdown (5Y) Largest decline over 5 years	-26.62%	-24.07%	-2.55%
Max Drawdown (10Y) Largest decline over 10 years	-45.36%	—	—
Current Drawdown Current decline from peak	-1.86%	-1.29%	-0.57%
Average Drawdown Average peak-to-trough decline	-5.61%	-7.24%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	2.52%	-0.18%

Volatility

SYLD vs. VFVA - Volatility Comparison

The current volatility for Cambria Shareholder Yield ETF (SYLD) is 3.97%, while Vanguard U.S. Value Factor ETF (VFVA) has a volatility of 4.31%. This indicates that SYLD experiences smaller price fluctuations and is considered to be less risky than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SYLD	VFVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.97%	4.31%	-0.34%
Volatility (6M) Calculated over the trailing 6-month period	9.26%	10.12%	-0.86%
Volatility (1Y) Calculated over the trailing 1-year period	15.01%	14.96%	+0.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.26%	20.05%	+0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.92%	24.20%	-1.28%

SYLD vs. VFVA - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than VFVA's 0.13% expense ratio.

Dividends

SYLD vs. VFVA - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.83%, more than VFVA's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SYLD Cambria Shareholder Yield ETF	1.83%	2.25%	2.04%	1.92%	2.20%	2.37%	1.99%	2.08%	2.52%	1.57%	1.92%	6.93%
VFVA Vanguard U.S. Value Factor ETF	1.77%	2.13%	2.40%	2.45%	2.21%	1.68%	2.04%	2.08%	1.65%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SYLD and VFVA in my portfolio?

SYLD and VFVA have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SYLD or VFVA?

VFVA has higher volatility (4.31%) compared to SYLD (3.97%). In terms of maximum drawdown, SYLD dropped -45.36% vs VFVA's -48.58%.

Which ETF is better, SYLD or VFVA?

On 5-year performance, VFVA leads with 12.45% vs 8.69% for SYLD. On fees, VFVA is cheaper at 0.13% per year. On volatility, SYLD has been the lower-risk option at 3.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SYLD or VFVA?

Over the 5-year period, VFVA has performed better with a 12.45% return vs 8.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SYLD or VFVA?

VFVA is cheaper with a 0.13% expense ratio, compared with 0.59% for SYLD.

Which ETF pays a higher dividend yield, SYLD or VFVA?

SYLD has the higher dividend yield at 1.83%, compared with 1.77% for VFVA.

What is the main difference between SYLD and VFVA?

They also come from different issuers: Cambria and Vanguard. Their fees differ too: 0.59% for SYLD and 0.13% for VFVA.

Which has better risk-adjusted returns?

VFVA currently has the higher Sharpe Ratio (2.40 vs 2.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.