VAMO vs. MYLD

Last updated Jun 4, 2026

VAMO (Cambria Value and Momentum ETF) and MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) are both exchange-traded funds - VAMO is a Momentum fund actively managed by Cambria, while MYLD is a Small Cap Value Equities fund actively managed by Cambria. Both are actively managed. Over the past year, VAMO returned 18.13% vs 36.15% for MYLD. A 0.75 correlation means they provide meaningful diversification when combined. VAMO charges 0.65%/yr vs 0.59%/yr for MYLD.

Performance

VAMO vs. MYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Value and Momentum ETF (VAMO) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VAMO achieves a 3.15% return, which is significantly lower than MYLD's 13.45% return.

VAMO

• 1D: 0.04%
• 1M: -1.08%
• YTD: 3.15%
• 6M: 4.57%
• 1Y: 18.13%
• 3Y*: 13.91%
• 5Y*: 8.12%
• 10Y*: 5.64%

MYLD

• 1D: -1.42%
• 1M: 1.39%
• YTD: 13.45%
• 6M: 13.96%
• 1Y: 36.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VAMO vs. MYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
VAMO Cambria Value and Momentum ETF	3.15%	16.51%	7.26%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	13.45%	10.48%	6.95%

Correlation

The correlation between VAMO and MYLD is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024	0.75

The correlation between VAMO and MYLD has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

Return for Risk

VAMO vs. MYLD — Risk / Return Rank

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

VAMO

VAMO Risk / Return Rank: 52
VAMO Sharpe Ratio Rank: 46
VAMO Sortino Ratio Rank: 49
VAMO Omega Ratio Rank: 44
VAMO Calmar Ratio Rank: 66
VAMO Martin Ratio Rank: 55

MYLD

MYLD Risk / Return Rank: 63
MYLD Sharpe Ratio Rank: 60
MYLD Sortino Ratio Rank: 64
MYLD Omega Ratio Rank: 59
MYLD Calmar Ratio Rank: 73
MYLD Martin Ratio Rank: 61

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.

VAMO vs. MYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Value and Momentum ETF (VAMO) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). 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.

	VAMO	MYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.63	2.00	-0.37
Sortino ratio: Return per unit of downside risk	2.40	2.95	-0.55
Omega ratio: Gain probability vs. loss probability	1.28	1.36	-0.08
Calmar ratio: Return relative to maximum drawdown	3.28	3.66	-0.38
Martin ratio: Return relative to average drawdown	9.47	10.64	-1.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VAMO vs. MYLD - Sharpe Ratio Comparison

The current VAMO Sharpe Ratio is 1.63, which is comparable to the MYLD Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of VAMO and MYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VAMO	MYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.63	2.00	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.65	-0.41

Drawdowns

VAMO vs. MYLD - Drawdown Comparison

The maximum VAMO drawdown since its inception was -41.84%, which is greater than MYLD's maximum drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for VAMO and MYLD.

Drawdown Indicators

	VAMO	MYLD	Difference
Max Drawdown Largest peak-to-trough decline	-41.84%	-28.23%	-13.61%
Max Drawdown (1Y) Largest decline over 1 year	-5.55%	-9.92%	+4.37%
Max Drawdown (3Y) Largest decline over 3 years	-11.61%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.25%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.84%	—	—
Current Drawdown Current decline from peak	-2.76%	-1.42%	-1.34%
Average Drawdown Average peak-to-trough decline	-9.98%	-6.00%	-3.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	3.41%	-1.49%

Volatility

VAMO vs. MYLD - Volatility Comparison

The current volatility for Cambria Value and Momentum ETF (VAMO) is 2.97%, while Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a volatility of 4.76%. This indicates that VAMO experiences smaller price fluctuations and is considered to be less risky than MYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VAMO	MYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	4.76%	-1.79%
Volatility (6M) Calculated over the trailing 6-month period	7.66%	11.94%	-4.28%
Volatility (1Y) Calculated over the trailing 1-year period	11.19%	18.22%	-7.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.34%	19.95%	-2.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.09%	19.95%	-1.86%

VAMO vs. MYLD - Expense Ratio Comparison

VAMO has a 0.65% expense ratio, which is higher than MYLD's 0.59% expense ratio.

Dividends

VAMO vs. MYLD - Dividend Comparison

VAMO's dividend yield for the trailing twelve months is around 0.63%, less than MYLD's 2.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.10%	6.22%	3.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both VAMO and MYLD in my portfolio?

VAMO and MYLD have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VAMO or MYLD?

MYLD has higher volatility (4.76%) compared to VAMO (2.97%). In terms of maximum drawdown, VAMO dropped -41.84% vs MYLD's -28.23%.

Which ETF is better, VAMO or MYLD?

On 1-year performance, MYLD leads with 36.15% vs 18.13% for VAMO. On fees, MYLD is cheaper at 0.59% per year. On volatility, VAMO has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VAMO or MYLD?

Over the 1-year period, MYLD has performed better with a 36.15% return vs 18.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VAMO or MYLD?

MYLD is cheaper with a 0.59% expense ratio, compared with 0.65% for VAMO.

Which ETF pays a higher dividend yield, VAMO or MYLD?

MYLD has the higher dividend yield at 2.10%, compared with 0.63% for VAMO.

What is the main difference between VAMO and MYLD?

VAMO is categorized as Momentum, while MYLD is Small Cap Value Equities. Their fees differ too: 0.65% for VAMO and 0.59% for MYLD.

Which has better risk-adjusted returns?

MYLD currently has the higher Sharpe Ratio (2.00 vs 1.63), 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.