Screener
GVAL vs GMOM
Cambria Global Value ETF vs Cambria Global Momentum ETF
Key differences
- GVAL costs 0.35% less per year.
- GVAL is significantly larger than GMOM — larger funds tend to be more liquid and less likely to close.
- GVAL is classified as equity, while GMOM is alternative — different risk/return profiles.
- GVAL follows a active selection strategy; GMOM uses systematic alpha.
- Over the last 3 years, GVAL has delivered higher annualized returns.
Side-by-side comparison
| GVAL | GMOM | |
|---|---|---|
| Annual cost (TER) | 0.66% | 1.01% |
| Fund size (AUM) | $541M | $140M |
| Since | 2014 | 2014 |
| Dividend yield | 2.89% | 1.58% |
| Asset class | equity | alternative |
| Region | — | — |
| Strategy | active selection | systematic alpha |
| CAGR 1Y | +38.5% | +29.0% |
| CAGR 3Y | +25.8% | +13.3% |
| CAGR 5Y | +13.7% | +7.5% |
| Sharpe 3Y | 1.19 | 0.70 |
| Volatility 1Y | 14.49% | 13.59% |
| Max drawdown | -47.79% | -19.93% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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