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TGLB vs. FYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. FYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Global Equity ETF (TGLB) and Cambria Foreign Shareholder Yield ETF (FYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TGLB achieves a 8.79% return, which is significantly lower than FYLD's 17.49% return.


TGLB

1D
-3.09%
1M
0.39%
YTD
8.79%
6M
8.19%
1Y
3Y*
5Y*
10Y*

FYLD

1D
-1.58%
1M
-1.09%
YTD
17.49%
6M
18.85%
1Y
38.98%
3Y*
21.82%
5Y*
11.19%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. FYLD - Yearly Performance Comparison


Correlation

The correlation between TGLB and FYLD is 0.52, 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 27, 2025

0.52

TGLB vs. FYLD - Sectors Allocation Comparison


Sectors
TGLB
FYLD

Technology

32.3%
4.2%

Financial Services

15.7%
18.9%

Communication Services

9.0%
4.1%

Consumer Cyclical

8.4%
7.3%

Industrials

6.5%
16.1%

Basic Materials

6.0%
9.4%

Energy

3.5%
32.7%

Healthcare

3.1%

-

Consumer Defensive

1.1%
5.7%

Utilities

0.9%
1.8%

Real Estate

-

-

Technology

TGLB
32.3%
FYLD
4.2%

Financial Services

TGLB
15.7%
FYLD
18.9%

Communication Services

TGLB
9.0%
FYLD
4.1%

Consumer Cyclical

TGLB
8.4%
FYLD
7.3%

Industrials

TGLB
6.5%
FYLD
16.1%

Basic Materials

TGLB
6.0%
FYLD
9.4%

Energy

TGLB
3.5%
FYLD
32.7%

Healthcare

TGLB
3.1%
FYLD

-

Consumer Defensive

TGLB
1.1%
FYLD
5.7%

Utilities

TGLB
0.9%
FYLD
1.8%

Real Estate

TGLB

-

FYLD

-

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Return for Risk

TGLB vs. FYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TGLB

FYLD
FYLD Risk / Return Rank: 9393
Overall Rank
FYLD Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FYLD Sortino Ratio Rank: 9393
Sortino Ratio Rank
FYLD Omega Ratio Rank: 9292
Omega Ratio Rank
FYLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
FYLD Martin Ratio Rank: 9494
Martin Ratio Rank
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.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TGLB vs. FYLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TGLBFYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.45

+0.50

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


TGLBFYLDDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-44.55%

+34.77%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

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 Drawdown

Current decline from peak

-3.48%

-2.38%

-1.10%

Average Drawdown

Average peak-to-trough decline

-1.80%

-8.83%

+7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

Volatility

TGLB vs. FYLD - Volatility Comparison


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Volatility by Period


TGLBFYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

11.62%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

16.24%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.06%

18.04%

-3.98%

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 3.68% yield.


PositionTTM20252024202320222021202020192018201720162015
FYLD
Cambria Foreign Shareholder Yield ETF
3.68%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 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

TGLB is cheaper with a 0.46% expense ratio, compared with 0.59% for FYLD.

FYLD has the higher dividend yield at 3.68%, 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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