GVAL vs FXZ

Comparison between CAMBRIA GLOBAL VALUE ETF (GVAL, ETF) and FIRST TRUST MATERIALS ALPHADEX FUND (FXZ, ETF).

5-Year PerformanceGVAL has outperformed FXZ, delivering a return of +14.7% compared to +9.6%

GVAL vs FXZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GVAL(ETF)	FXZ(ETF)
Net Assets	$444M	$443M
Expense Ratio	0.66%	0.64%
Max Drawdown	50.58%	65.99%
Sharpe Ratio	2.21	1.72
5Y Beta	0.67	0.99
P/E Ratio	N/A	48.53
Forward P/E	N/A	18.01
PEG Ratio	N/A	0.73
5Y Dividends CAGR	20.07%	9.90%
5Y EPS CAGR	N/A	12.18%
Debt to Equity	N/A	32.42%
P/S Ratio	N/A	1.58
P/B Ratio	N/A	2.58

Net Assets

Winner

GVAL

$444M

FXZ

$443M

Expense Ratio

GVAL

0.66%

Winner

FXZ

0.64%

Max Drawdown

Winner

GVAL

50.58%

FXZ

65.99%

Sharpe Ratio

Winner

GVAL

2.21

FXZ

1.72

5Y Beta

Winner

GVAL

0.67

FXZ

0.99

P/E Ratio

GVAL

N/A

FXZ

48.53

Forward P/E

GVAL

N/A

FXZ

18.01

PEG Ratio

GVAL

N/A

FXZ

0.73

5Y Dividends CAGR

Winner

GVAL

20.07%

FXZ

9.90%

5Y EPS CAGR

GVAL

N/A

FXZ

12.18%

Debt to Equity

GVAL

N/A

FXZ

32.42%

P/S Ratio

GVAL

N/A

FXZ

1.58

P/B Ratio

GVAL

N/A

FXZ

2.58

GVAL vs FXZ - Holdings Comparison

GVAL and FXZ have 1 common holdings. Overlap is -0.49%

GVAL's top 25 holdings weight is 39.03%. FXZ's top 25 holdings weight is 86.22%.

Rank	GVAL	FXZ
#1	n/a (n/a) - 5.64%	STEEL DYNAMICS INC (STLD) - 6.15%
#2	MONETA MONEY BANK AS (n/a) - 3.02%	NEWMARKET CORP (NEU) - 5.25%
#3	FIRST AMERICAN TREASURY OBLIGS X (FXFXX) - 2.54%	RBC BEARINGS INC (RBC) - 4.75%
#4	KOMERCNI BANKA AS (n/a) - 1.82%	ANGLOGOLD ASHANTI PLC (AU) - 4.42%
#5	KGHM POLSKA MIEDZ SA (n/a) - 1.77%	NUCOR CORP (NUE) - 4.40%
#6	MINEROS SA (MNSAF) - 1.73%	EASTMAN CHEMICAL CO (EMN) - 4.31%
#7	CEZ AS (n/a) - 1.70%	CF INDUSTRIES HOLDINGS INC (CF) - 4.06%
#8	GRUPO DE INVERSIONES SURAMERICANA SA (n/a) - 1.42%	THE TIMKEN CO (TKR) - 3.92%
#9	ORLEN SA (n/a) - 1.35%	THE MOSAIC CO (MOS) - 3.92%
#10	VOESTALPINE AG (n/a) - 1.32%	MUELLER INDUSTRIES INC (MLI) - 3.87%
#11	PHILIP MORRIS CR AS (n/a) - 1.29%	RELIANCE INC (RS) - 3.83%
#12	RAIFFEISEN BANK INTERNATIONAL AG (n/a) - 1.23%	CARPENTER TECHNOLOGY CORP (CRS) - 3.56%
#13	UOL GROUP LTD (n/a) - 1.19%	ALCOA CORP (AA) - 3.48%
#14	ECOPETROL SA (n/a) - 1.15%	NEWMONT CORP (NEM) - 3.19%
#15	ORANGE POLSKA SA (n/a) - 1.13%	SOUTHERN COPPER CORP (SCCO) - 2.96%
#16	GERDAU SA PARTICIPATING PREFERRED (n/a) - 1.12%	SOLSTICE ADVANCED MATERIALS INC (SOLS) - 2.95%
#17	RIO TINTO PLC ORDINARY SHARES (n/a) - 1.12%	LINDE PLC (LIN) - 2.75%
#18	VALE SA (n/a) - 1.12%	OLIN CORP (OLN) - 2.72%
#19	VENTURE CORP LTD (n/a) - 1.09%	FASTENAL CO (FAST) - 2.54%
#20	VODAFONE GROUP PLC (n/a) - 1.07%	ECOLAB INC (ECL) - 2.53%
#21	INTERCONEXION ELECTRICA SA ESP (n/a) - 1.07%	AVERY DENNISON CORP (AVY) - 2.45%
#22	CK HUTCHISON HOLDINGS LTD (n/a) - 1.05%	ROYAL GOLD INC (RGLD) - 2.35%
#23	n/a (n/a) - 1.04%	CLEVELAND-CLIFFS INC (CLF) - 2.19%
#24	ANGLO AMERICAN PLC (n/a) - 1.03%	ELEMENT SOLUTIONS INC (ESI) - 1.96%
#25	BAWAG GROUP AG ORDINARY SHARES (n/a) - 1.02%	HUNTSMAN CORP (HUN) - 1.71%
Total Holdings	125	40

GVAL vs FXZ - Historical Returns

Returns include dividend reinvestment.

Period	GVAL	FXZ
1 month	+7.01%	+6.46%
3 months	+12.81%	+11.61%
6 months	+21.99%	+30.16%
1 year	+44.83%	+50.22%
5 years(CAGR)	+14.70%	+9.62%
10 years(CAGR)	+11.45%	+11.71%
Max(CAGR)	+6.95%	+9.38%

Winner

GVAL

+7.01%

FXZ

+6.46%

Winner

GVAL

+12.81%

FXZ

+11.61%

GVAL

+21.99%

Winner

FXZ

+30.16%

GVAL

+44.83%

Winner

FXZ

+50.22%

5Y(CAGR)

Winner

GVAL

+14.70%

FXZ

+9.62%

10Y(CAGR)

GVAL

+11.45%

Winner

FXZ

+11.71%

Max(CAGR)

GVAL

+6.95%

Winner

FXZ

+9.38%

GVAL vs FXZ - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	GVAL	FXZ
2026	+17.99%	+25.81%
2025	+57.23%	+17.64%
2024	+3.68%	-16.23%
2023	+14.39%	+16.19%
2022	-8.72%	-0.61%
2021	+10.00%	+32.14%
2020	-9.89%	+23.28%
2019	+15.47%	+21.08%
2018	-15.91%	-24.45%
2017	+27.73%	+22.38%
2016	+18.62%	+30.33%
2015	-8.38%	-9.94%
2014	-19.20%	-0.28%
2013	N/A	+23.25%
2012	N/A	+22.00%
2011	N/A	-11.56%
2010	N/A	+24.41%
2009	N/A	+53.09%
2008	N/A	-43.60%
2007	N/A	+10.42%

GVAL vs FXZ Drawdown Comparison

The maximum drawdown for GVAL was -46.84%, occurring on Mar 18, 2020. Recovery took 1581 trading sessions.

The maximum drawdown for FXZ was -65.46%, occurring on Mar 6, 2009. Recovery took 648 trading sessions.

The current GVAL drawdown is -0.82%. The current FXZ drawdown is -1.86%.

Rank	GVAL	FXZ
#1	-46.84% Jan 26, 2018 - May 9, 2024	-65.46% May 16, 2008 - Dec 10, 2010
#2	-37.79% Jun 10, 2014 - Jul 18, 2017	-49.41% Jan 26, 2018 - Nov 16, 2020
#3	-15.72% Mar 5, 2025 - May 13, 2025	-33.99% Apr 9, 2024 - Jan 9, 2026
#4	-11.50% Feb 25, 2026 - Apr 14, 2026	-32.59% May 10, 2011 - Dec 18, 2012
#5	-9.45% May 20, 2024 - Sep 24, 2024	-31.20% Apr 20, 2022 - Apr 3, 2024
#6	-9.19% Oct 7, 2024 - Feb 11, 2025	-26.86% Jul 3, 2014 - Jul 11, 2016
#7	-5.19% Sep 11, 2017 - Jan 2, 2018	-18.78% Jul 19, 2007 - Oct 5, 2007
#8	-4.86% Apr 9, 2014 - Jun 6, 2014	-18.28% Oct 29, 2007 - Apr 17, 2008
#9	-4.52% Apr 17, 2026 - Jun 2, 2026	-14.68% Jun 1, 2021 - Nov 11, 2021
#10	-3.69% Jun 2, 2026 - Jun 12, 2026	-12.75% Feb 11, 2026 - Apr 8, 2026
#11	-3.14% Nov 12, 2025 - Dec 2, 2025	-10.88% Nov 12, 2021 - Jan 12, 2022
#12	-3.02% Oct 1, 2025 - Oct 23, 2025	-10.29% Jan 14, 2022 - Feb 16, 2022
#13	-2.63% Jul 25, 2025 - Aug 7, 2025	-10.17% Jan 12, 2021 - Feb 24, 2021
#14	-2.50% Aug 7, 2017 - Aug 25, 2017	-9.01% Feb 17, 2011 - May 10, 2011
#15	-2.03% Jun 12, 2025 - Jun 26, 2025	-8.32% Mar 14, 2013 - May 8, 2013

Correlation

Correlation between GVAL and FXZ is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (2007 - 2026)

GVAL vs FXZ dividend yield comparison.

Year	GVAL	FXZ
2026	0.25%	0.29%
2025	2.93%	1.74%
2024	4.75%	1.81%
2023	6.12%	1.97%
2022	5.05%	1.56%
2021	2.97%	1.11%
2020	1.90%	1.51%
2019	2.84%	1.58%
2018	4.65%	1.38%
2017	2.00%	1.01%
2016	2.53%	1.19%
2015	2.11%	1.26%
2014	2.70%	1.73%
2013	0.00%	0.90%
2012	0.00%	2.81%
2011	0.00%	0.36%
2010	0.00%	1.61%
2009	0.00%	1.32%
2008	0.00%	1.88%
2007	0.00%	0.34%