DALI vs VAMO

Comparison between FIRST TRUST DORSEY WRIGHT DALI EQUITY ETF (DALI, ETF) and CAMBRIA VALUE AND MOMENTUM ETF (VAMO, ETF).

5-Year PerformanceVAMO has outperformed DALI, delivering a return of +11.0% compared to +3.2%

DALI vs VAMO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DALI(ETF)	VAMO(ETF)
Net Assets	$106M	$106M
Expense Ratio	0.91%	0.65%
Max Drawdown	36.06%	42.95%
Sharpe Ratio	0.14	1.27
5Y Beta	1.12	0.29
P/E Ratio	N/A	23.00
Forward P/E	N/A	12.41
5Y Dividends CAGR	7.61%	5.92%
5Y EPS CAGR	N/A	10.04%
Debt to Equity	N/A	9.85%
P/S Ratio	N/A	0.59
P/B Ratio	N/A	1.75

Net Assets

DALI

$106M

Winner

VAMO

$106M

Expense Ratio

DALI

0.91%

Winner

VAMO

0.65%

Max Drawdown

Winner

DALI

36.06%

VAMO

42.95%

Sharpe Ratio

DALI

0.14

Winner

VAMO

1.27

5Y Beta

DALI

1.12

Winner

VAMO

0.29

P/E Ratio

DALI

N/A

VAMO

23.00

Forward P/E

DALI

N/A

VAMO

12.41

5Y Dividends CAGR

Winner

DALI

7.61%

VAMO

5.92%

5Y EPS CAGR

DALI

N/A

VAMO

10.04%

Debt to Equity

DALI

N/A

VAMO

9.85%

P/S Ratio

DALI

N/A

VAMO

0.59

P/B Ratio

DALI

N/A

VAMO

1.75

DALI vs VAMO - Holdings Comparison

DALI and VAMO have 0 common holdings. Overlap is 0.00%

DALI's top 25 holdings weight is 99.97%. VAMO's top 25 holdings weight is 32.59%.

Rank	DALI	VAMO
#1	FIRST TRUST DEV MKTS EX-US ALPHADEX® ETF (FDT) - 17.81%	FIRST AMERICAN TREASURY OBLIGS X (FXFXX) - 7.16%
#2	FIRST TRUST EMERGING MRKTS ALPHADEX® ETF (FEM) - 17.49%	OTHER ASSETS AND LIABILITIES (n/a) - 3.27%
#3	FIRST TRUST EUROPE ALPHADEX® ETF (FEP) - 13.57%	TACTILE SYSTEMS TECHNOLOGY INC (TCMD) - 1.01%
#4	FIRST TRUST EUROZONE ALPHADEX® ETF (FEUZ) - 13.45%	NUTEX HEALTH INC (NUTX) - 1.00%
#5	FIRST TRUST GERMANY ALPHADEX® ETF (FGM) - 13.42%	PBF ENERGY INC CLASS A (PBF) - 1.00%
#6	FIRST TRUST INTERNATIONAL EQ OPPS ETF (FPXI) - 12.74%	ZIFF DAVIS INC (ZD) - 0.99%
#7	FIRST TRUST ASIAPAC EX-JPN ALPHADEX® ETF (FPA) - 11.49%	ENOVA INTERNATIONAL INC (ENVA) - 0.98%
#8	N/A	UNITED AIRLINES HOLDINGS INC (UAL) - 0.98%
#9	N/A	PAR PACIFIC HOLDINGS INC (PARR) - 0.98%
#10	N/A	INTERFACE INC (TILE) - 0.97%
#11	N/A	OSHKOSH CORP (OSK) - 0.97%
#12	N/A	VALERO ENERGY CORP (VLO) - 0.96%
#13	N/A	SCHOLASTIC CORP (SCHL) - 0.96%
#14	N/A	CLIMB BIO INC (CLYM) - 0.96%
#15	N/A	SENECA FOODS CORP CLASS A (SENEA) - 0.95%
#16	N/A	OPENLANE INC (OPLN) - 0.95%
#17	N/A	NWPX INFRASTRUCTURE INC (NWPX) - 0.95%
#18	N/A	HF SINCLAIR CORP (DINO) - 0.95%
#19	N/A	TEREX CORP (TEX) - 0.95%
#20	N/A	HEALTHCARE SERVICES GROUP INC (HCSG) - 0.95%
#21	N/A	HAPPEN INC (HAPN) - 0.95%
#22	N/A	CALLAWAY GOLF CO (CALY) - 0.94%
#23	N/A	MGIC INVESTMENT CORP (MTG) - 0.94%
#24	N/A	BLUE BIRD CORP (BLBD) - 0.94%
#25	N/A	EXELIXIS INC (EXEL) - 0.93%
Total Holdings	7	103

DALI vs VAMO - Historical Returns

Returns include dividend reinvestment.

Period	DALI	VAMO
1 month	-3.92%	+2.23%
3 months	-5.33%	+2.87%
6 months	-6.44%	+3.25%
1 year	+4.93%	+20.48%
5 years(CAGR)	+3.23%	+11.03%
10 years(CAGR)	+5.27%	+5.82%
Max(CAGR)	+5.27%	+4.60%

DALI

-3.92%

Winner

VAMO

+2.23%

DALI

-5.33%

Winner

VAMO

+2.87%

DALI

-6.44%

Winner

VAMO

+3.25%

DALI

+4.93%

Winner

VAMO

+20.48%

5Y(CAGR)

DALI

+3.23%

Winner

VAMO

+11.03%

10Y(CAGR)

DALI

+5.27%

Winner

VAMO

+5.82%

Max(CAGR)

Winner

DALI

+5.27%

VAMO

+4.60%

DALI vs VAMO - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	DALI	VAMO
2026	-2.62%	+6.24%
2025	+11.89%	+16.15%
2024	+20.16%	+6.34%
2023	-7.34%	+8.05%
2022	-8.39%	+7.74%
2021	+24.04%	+32.63%
2020	+4.46%	-5.17%
2019	+25.32%	-5.98%
2018	-14.81%	-12.72%
2017	N/A	+3.90%
2016	N/A	+5.68%
2015	N/A	-7.28%

DALI vs VAMO Drawdown Comparison

The maximum drawdown for DALI was -36.06%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.

The maximum drawdown for VAMO was -41.83%, occurring on Mar 18, 2020. Recovery took 857 trading sessions.

The current DALI drawdown is -9.55%. The current VAMO drawdown is -0.91%.

Rank	DALI	VAMO
#1	-36.06% Feb 19, 2020 - Jan 7, 2021	-41.83% Jun 11, 2018 - Nov 3, 2021
#2	-26.27% Mar 8, 2022 - Oct 24, 2025	-17.24% Nov 7, 2022 - Dec 27, 2023
#3	-25.44% Aug 29, 2018 - Jan 9, 2020	-14.74% Jun 9, 2022 - Nov 7, 2022
#4	-15.21% Nov 16, 2021 - Mar 7, 2022	-13.08% Sep 24, 2015 - Oct 13, 2017
#5	-12.54% Jan 22, 2026 - May 6, 2026	-11.96% Nov 12, 2021 - Mar 2, 2022
#6	-10.47% May 11, 2026 - Jul 20, 2026	-11.61% Nov 25, 2024 - Aug 22, 2025
#7	-8.60% Feb 12, 2021 - Apr 9, 2021	-9.15% Apr 21, 2022 - Jun 3, 2022
#8	-7.62% Oct 27, 2025 - Dec 10, 2025	-8.77% Mar 28, 2024 - Jul 26, 2024
#9	-6.70% Apr 27, 2021 - Jun 8, 2021	-8.61% Mar 2, 2022 - Apr 21, 2022
#10	-5.56% Sep 3, 2021 - Oct 21, 2021	-8.06% Jan 23, 2018 - May 21, 2018
#11	-5.27% Jan 22, 2021 - Feb 5, 2021	-7.18% Jul 31, 2024 - Oct 16, 2024
#12	-5.14% Jun 20, 2018 - Aug 21, 2018	-5.55% Feb 11, 2026 - Jun 26, 2026
#13	-4.99% Jun 29, 2021 - Jul 29, 2021	-4.84% Oct 14, 2025 - Nov 28, 2025
#14	-3.86% Dec 11, 2025 - Dec 24, 2025	-3.69% Oct 16, 2024 - Nov 6, 2024
#15	-3.37% Aug 12, 2021 - Aug 25, 2021	-3.40% Dec 27, 2023 - Feb 12, 2024

Correlation

Correlation between DALI and VAMO is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2015 - 2026)

DALI vs VAMO dividend yield comparison.

Year	DALI	VAMO
2026	0.95%	0.30%
2025	0.38%	1.41%
2024	0.18%	0.84%
2023	3.42%	1.35%
2022	0.50%	1.10%
2021	0.11%	1.07%
2020	1.25%	1.03%
2019	0.45%	1.15%
2018	0.17%	1.03%
2017	0.00%	0.35%
2016	0.00%	0.56%
2015	0.00%	0.20%