YALL vs. G

Last updated Apr 2, 2026

Compare and contrast key facts about God Bless America ETF (YALL) and Genpact Limited (G).

YALL is an actively managed fund by Tidal ETFs. It was launched on Oct 10, 2022.

Performance

YALL vs. G - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Genpact Limited (G). The values are adjusted to include any dividend payments, if applicable.

YALL vs. G - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
YALL God Bless America ETF	-2.75%	14.36%	29.99%	40.74%	8.62%
G Genpact Limited	-20.02%	10.56%	25.78%	-23.98%	4.38%

Returns By Period

In the year-to-date period, YALL achieves a -2.75% return, which is significantly higher than G's -20.02% return.

YALL

• 1D: 0.45%
• 1M: -5.70%
• YTD: -2.75%
• 6M: -6.76%
• 1Y: 15.21%
• 3Y*: 21.92%
• 5Y*: —
• 10Y*: —

G

• 1D: -0.05%
• 1M: -6.96%
• YTD: -20.02%
• 6M: -10.25%
• 1Y: -25.14%
• 3Y*: -5.47%
• 5Y*: -1.59%
• 10Y*: 4.15%

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

Return for Risk

YALL vs. G — Risk / Return Rank

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

YALL

YALL Risk / Return Rank: 43
YALL Sharpe Ratio Rank: 39
YALL Sortino Ratio Rank: 43
YALL Omega Ratio Rank: 40
YALL Calmar Ratio Rank: 47
YALL Martin Ratio Rank: 48

G

G Risk / Return Rank: 9
G Sharpe Ratio Rank: 11
G Sortino Ratio Rank: 13
G Omega Ratio Rank: 12
G Calmar Ratio Rank: 7
G Martin Ratio Rank: 5

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.

YALL vs. G - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Genpact Limited (G). 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.

	YALL	G	Difference
Sharpe ratio Return per unit of total volatility	0.78	-0.70	+1.48
Sortino ratio Return per unit of downside risk	1.26	-0.86	+2.12
Omega ratio Gain probability vs. loss probability	1.17	0.88	+0.29
Calmar ratio Return relative to maximum drawdown	1.28	-0.91	+2.19
Martin ratio Return relative to average drawdown	4.84	-1.65	+6.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YALL vs. G - Sharpe Ratio Comparison

The current YALL Sharpe Ratio is 0.78, which is higher than the G Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of YALL and G, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	YALL	G	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	-0.70	+1.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.06	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.15	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.46	0.18	+1.28

Correlation

The correlation between YALL and G is 0.44, 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

YALL vs. G - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.51%, less than G's 1.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
YALL God Bless America ETF	0.51%	0.49%	0.50%	3.51%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%
G Genpact Limited	1.87%	1.45%	1.42%	1.58%	1.08%	0.81%	0.94%	0.81%	1.11%	0.76%

Drawdowns

YALL vs. G - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum G drawdown of -64.14%. Use the drawdown chart below to compare losses from any high point for YALL and G.

Drawdown Indicators

	YALL	G	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-64.14%	+44.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.24%	-27.30%	+15.06%
Max Drawdown (5Y) Largest decline over 5 years	—	-41.31%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-49.47%	—
Current Drawdown Current decline from peak	-7.10%	-31.62%	+24.52%
Average Drawdown Average peak-to-trough decline	-2.91%	-15.29%	+12.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.24%	15.03%	-11.79%

Volatility

YALL vs. G - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 4.92%, while Genpact Limited (G) has a volatility of 7.73%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than G based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YALL	G	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	7.73%	-2.81%
Volatility (6M) Calculated over the trailing 6-month period	10.77%	26.61%	-15.84%
Volatility (1Y) Calculated over the trailing 1-year period	19.66%	35.86%	-16.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.70%	27.87%	-10.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.70%	27.64%	-9.94%