FXZ vs GVAL
Comparison between FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF) and CAMBRIA GLOBAL VALUE ETF (GVAL, ETF).
5-Year PerformanceGVAL has outperformed FXZ, delivering a return of +14.7% compared to +9.6%
FXZ vs GVAL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FXZ
$443M
Winner
GVAL
$444M
Expense Ratio
Winner
FXZ
0.64%
GVAL
0.66%
Max Drawdown
FXZ
65.99%
Winner
GVAL
50.58%
Sharpe Ratio
FXZ
1.72
Winner
GVAL
2.21
5Y Beta
FXZ
0.99
Winner
GVAL
0.67
P/E Ratio
FXZ
48.53
GVAL
N/A
Forward P/E
FXZ
18.01
GVAL
N/A
PEG Ratio
FXZ
0.73
GVAL
N/A
5Y Dividends CAGR
FXZ
9.90%
Winner
GVAL
20.07%
5Y EPS CAGR
FXZ
12.18%
GVAL
N/A
Debt to Equity
FXZ
32.42%
GVAL
N/A
P/S Ratio
FXZ
1.58
GVAL
N/A
P/B Ratio
FXZ
2.58
GVAL
N/A
FXZ vs GVAL - Holdings Comparison
FXZ and GVAL have 1 common holdings. Overlap is -0.49%
FXZ's top 25 holdings weight is 86.22%. GVAL's top 25 holdings weight is 39.03%.
| Rank | FXZ | GVAL |
|---|---|---|
| #1 | STEEL DYNAMICS INC (STLD) - 6.15% | n/a (n/a) - 5.64% |
| #2 | NEWMARKET CORP (NEU) - 5.25% | MONETA MONEY BANK AS (n/a) - 3.02% |
| #3 | RBC BEARINGS INC (RBC) - 4.75% | FIRST AMERICAN TREASURY OBLIGS X (FXFXX) - 2.54% |
| #4 | ANGLOGOLD ASHANTI PLC (AU) - 4.42% | KOMERCNI BANKA AS (n/a) - 1.82% |
| #5 | NUCOR CORP (NUE) - 4.40% | KGHM POLSKA MIEDZ SA (n/a) - 1.77% |
| #6 | EASTMAN CHEMICAL CO (EMN) - 4.31% | MINEROS SA (MNSAF) - 1.73% |
| #7 | CF INDUSTRIES HOLDINGS INC (CF) - 4.06% | CEZ AS (n/a) - 1.70% |
| #8 | THE TIMKEN CO (TKR) - 3.92% | GRUPO DE INVERSIONES SURAMERICANA SA (n/a) - 1.42% |
| #9 | THE MOSAIC CO (MOS) - 3.92% | ORLEN SA (n/a) - 1.35% |
| #10 | MUELLER INDUSTRIES INC (MLI) - 3.87% | VOESTALPINE AG (n/a) - 1.32% |
| #11 | RELIANCE INC (RS) - 3.83% | PHILIP MORRIS CR AS (n/a) - 1.29% |
| #12 | CARPENTER TECHNOLOGY CORP (CRS) - 3.56% | RAIFFEISEN BANK INTERNATIONAL AG (n/a) - 1.23% |
| #13 | ALCOA CORP (AA) - 3.48% | UOL GROUP LTD (n/a) - 1.19% |
| #14 | NEWMONT CORP (NEM) - 3.19% | ECOPETROL SA (n/a) - 1.15% |
| #15 | SOUTHERN COPPER CORP (SCCO) - 2.96% | ORANGE POLSKA SA (n/a) - 1.13% |
| #16 | SOLSTICE ADVANCED MATERIALS INC (SOLS) - 2.95% | GERDAU SA PARTICIPATING PREFERRED (n/a) - 1.12% |
| #17 | LINDE PLC (LIN) - 2.75% | RIO TINTO PLC ORDINARY SHARES (n/a) - 1.12% |
| #18 | OLIN CORP (OLN) - 2.72% | VALE SA (n/a) - 1.12% |
| #19 | FASTENAL CO (FAST) - 2.54% | VENTURE CORP LTD (n/a) - 1.09% |
| #20 | ECOLAB INC (ECL) - 2.53% | VODAFONE GROUP PLC (n/a) - 1.07% |
| #21 | AVERY DENNISON CORP (AVY) - 2.45% | INTERCONEXION ELECTRICA SA ESP (n/a) - 1.07% |
| #22 | ROYAL GOLD INC (RGLD) - 2.35% | CK HUTCHISON HOLDINGS LTD (n/a) - 1.05% |
| #23 | CLEVELAND-CLIFFS INC (CLF) - 2.19% | n/a (n/a) - 1.04% |
| #24 | ELEMENT SOLUTIONS INC (ESI) - 1.96% | ANGLO AMERICAN PLC (n/a) - 1.03% |
| #25 | HUNTSMAN CORP (HUN) - 1.71% | BAWAG GROUP AG ORDINARY SHARES (n/a) - 1.02% |
| Total Holdings | 40 | 125 |
FXZ vs GVAL - Historical Returns
Returns include dividend reinvestment.
1M
FXZ
+6.46%
Winner
GVAL
+7.01%
3M
FXZ
+11.61%
Winner
GVAL
+12.81%
6M
Winner
FXZ
+30.16%
GVAL
+21.99%
1Y
Winner
FXZ
+50.22%
GVAL
+44.83%
5Y(CAGR)
FXZ
+9.62%
Winner
GVAL
+14.70%
10Y(CAGR)
Winner
FXZ
+11.71%
GVAL
+11.45%
Max(CAGR)
Winner
FXZ
+9.38%
GVAL
+6.95%
FXZ vs GVAL - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | FXZ | GVAL |
|---|---|---|
| 2026 | +25.81% | +17.99% |
| 2025 | +17.64% | +57.23% |
| 2024 | -16.23% | +3.68% |
| 2023 | +16.19% | +14.39% |
| 2022 | -0.61% | -8.72% |
| 2021 | +32.14% | +10.00% |
| 2020 | +23.28% | -9.89% |
| 2019 | +21.08% | +15.47% |
| 2018 | -24.45% | -15.91% |
| 2017 | +22.38% | +27.73% |
| 2016 | +30.33% | +18.62% |
| 2015 | -9.94% | -8.38% |
| 2014 | -0.28% | -19.20% |
| 2013 | +23.25% | N/A |
| 2012 | +22.00% | N/A |
| 2011 | -11.56% | N/A |
| 2010 | +24.41% | N/A |
| 2009 | +53.09% | N/A |
| 2008 | -43.60% | N/A |
| 2007 | +10.42% | N/A |
FXZ vs GVAL Drawdown Comparison
The maximum drawdown for FXZ was -65.46%, occurring on Mar 6, 2009. Recovery took 648 trading sessions.
The maximum drawdown for GVAL was -46.84%, occurring on Mar 18, 2020. Recovery took 1581 trading sessions.
The current FXZ drawdown is -1.86%. The current GVAL drawdown is -0.82%.
| Rank | FXZ | GVAL |
|---|---|---|
| #1 | -65.46% May 16, 2008 - Dec 10, 2010 | -46.84% Jan 26, 2018 - May 9, 2024 |
| #2 | -49.41% Jan 26, 2018 - Nov 16, 2020 | -37.79% Jun 10, 2014 - Jul 18, 2017 |
| #3 | -33.99% Apr 9, 2024 - Jan 9, 2026 | -15.72% Mar 5, 2025 - May 13, 2025 |
| #4 | -32.59% May 10, 2011 - Dec 18, 2012 | -11.50% Feb 25, 2026 - Apr 14, 2026 |
| #5 | -31.20% Apr 20, 2022 - Apr 3, 2024 | -9.45% May 20, 2024 - Sep 24, 2024 |
| #6 | -26.86% Jul 3, 2014 - Jul 11, 2016 | -9.19% Oct 7, 2024 - Feb 11, 2025 |
| #7 | -18.78% Jul 19, 2007 - Oct 5, 2007 | -5.19% Sep 11, 2017 - Jan 2, 2018 |
| #8 | -18.28% Oct 29, 2007 - Apr 17, 2008 | -4.86% Apr 9, 2014 - Jun 6, 2014 |
| #9 | -14.68% Jun 1, 2021 - Nov 11, 2021 | -4.52% Apr 17, 2026 - Jun 2, 2026 |
| #10 | -12.75% Feb 11, 2026 - Apr 8, 2026 | -3.69% Jun 2, 2026 - Jun 12, 2026 |
| #11 | -10.88% Nov 12, 2021 - Jan 12, 2022 | -3.14% Nov 12, 2025 - Dec 2, 2025 |
| #12 | -10.29% Jan 14, 2022 - Feb 16, 2022 | -3.02% Oct 1, 2025 - Oct 23, 2025 |
| #13 | -10.17% Jan 12, 2021 - Feb 24, 2021 | -2.63% Jul 25, 2025 - Aug 7, 2025 |
| #14 | -9.01% Feb 17, 2011 - May 10, 2011 | -2.50% Aug 7, 2017 - Aug 25, 2017 |
| #15 | -8.32% Mar 14, 2013 - May 8, 2013 | -2.03% Jun 12, 2025 - Jun 26, 2025 |
Correlation
Correlation between FXZ and GVAL is 0.73 which considered as a strong positive correlation - the stocks tend to move together.
0.73
-101
Dividend Comparison (2007 - 2026)
FXZ vs GVAL dividend yield comparison.
| Year | FXZ | GVAL |
|---|---|---|
| 2026 | 0.29% | 0.25% |
| 2025 | 1.74% | 2.93% |
| 2024 | 1.81% | 4.75% |
| 2023 | 1.97% | 6.12% |
| 2022 | 1.56% | 5.05% |
| 2021 | 1.11% | 2.97% |
| 2020 | 1.51% | 1.90% |
| 2019 | 1.58% | 2.84% |
| 2018 | 1.38% | 4.65% |
| 2017 | 1.01% | 2.00% |
| 2016 | 1.19% | 2.53% |
| 2015 | 1.26% | 2.11% |
| 2014 | 1.73% | 2.70% |
| 2013 | 0.90% | 0.00% |
| 2012 | 2.81% | 0.00% |
| 2011 | 0.36% | 0.00% |
| 2010 | 1.61% | 0.00% |
| 2009 | 1.32% | 0.00% |
| 2008 | 1.88% | 0.00% |
| 2007 | 0.34% | 0.00% |
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