TGLB vs. FYLD
TGLB (T. Rowe Price Global Equity ETF) and FYLD (Cambria Foreign Shareholder Yield ETF) are both Global Equities funds. Over the past year, TGLB returned 13.13% vs 33.82% for FYLD. A 0.51 correlation means they provide meaningful diversification when combined. TGLB charges 0.46%/yr vs 0.59%/yr for FYLD.
Performance
TGLB vs. FYLD - Performance Comparison
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Returns By Period
In the year-to-date period, TGLB achieves a 8.78% return, which is significantly lower than FYLD's 14.97% return.
TGLB
- 1D
- 0.09%
- 1M
- -1.24%
- YTD
- 8.78%
- 6M
- 7.27%
- 1Y
- 13.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYLD
- 1D
- 0.41%
- 1M
- -3.54%
- YTD
- 14.97%
- 6M
- 14.71%
- 1Y
- 33.82%
- 3Y*
- 21.04%
- 5Y*
- 11.09%
- 10Y*
- 12.10%
TGLB vs. FYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TGLB T. Rowe Price Global Equity ETF | 8.78% | 3.99% |
FYLD Cambria Foreign Shareholder Yield ETF | 14.97% | 16.40% |
Correlation
The correlation between TGLB and FYLD is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.51 |
TGLB vs. FYLD - Sectors Allocation Comparison
Sectors
TGLB
FYLD
Technology
Financial Services
Communication Services
Industrials
Healthcare
-
Consumer Cyclical
Basic Materials
Utilities
Energy
Consumer Defensive
Real Estate
-
-
Technology
TGLB
FYLD
Financial Services
TGLB
FYLD
Communication Services
TGLB
FYLD
Industrials
TGLB
FYLD
Healthcare
TGLB
FYLD
-
Consumer Cyclical
TGLB
FYLD
Basic Materials
TGLB
FYLD
Utilities
TGLB
FYLD
Energy
TGLB
FYLD
Consumer Defensive
TGLB
FYLD
Real Estate
TGLB
-
FYLD
-
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Return for Risk
TGLB vs. FYLD — Risk / Return Rank
TGLB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FYLD
TGLB vs. FYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) and Cambria Foreign Shareholder Yield ETF (FYLD). 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.
| TGLB | FYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.49 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 6.25 | — |
| Martin ratioReturn relative to average drawdown | — | 20.76 | — |
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Drawdowns
TGLB vs. FYLD - Drawdown Comparison
The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for TGLB and FYLD.
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Drawdown Indicators
| TGLB | FYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.78% | -44.55% | +34.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.78% | -5.44% | -4.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.15% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.55% | — |
Current DrawdownCurrent decline from peak | -3.49% | -4.48% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -8.80% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.63% | — |
Volatility
TGLB vs. FYLD - Volatility Comparison
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Volatility by Period
| TGLB | FYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.21% | 12.13% | +2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 16.27% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.21% | 17.83% | -3.62% |
TGLB vs. FYLD - Expense Ratio Comparison
TGLB has a 0.46% expense ratio, which is lower than FYLD's 0.59% expense ratio.
Dividends
TGLB vs. FYLD - Dividend Comparison
TGLB's dividend yield for the trailing twelve months is around 0.18%, less than FYLD's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 3.51% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
TGLB T. Rowe Price Global Equity ETF | 0.18% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TGLB and FYLD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, FYLD leads with 33.82% vs 13.13% for TGLB. On fees, TGLB is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FYLD has performed better with a 33.82% return vs 13.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TGLB is cheaper with a 0.46% expense ratio, compared with 0.59% for FYLD.
FYLD has the higher dividend yield at 3.51%, compared with 0.18% for TGLB.
They also come from different issuers: T. Rowe Price and Cambria. Their fees differ too: 0.46% for TGLB and 0.59% for FYLD.
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