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TAIL vs BGX

Comparison between CAMBRIA TAIL RISK ETF (TAIL, ETF) and Blackstone Long-Short Credit Income Fund (BGX, ETF).

5-Year PerformanceBGX has outperformed TAIL, delivering a return of +3.3% compared to -8.3%

TAIL vs BGX - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
TAIL
$157M
BGX
$157M
Expense Ratio
TAIL
0.59%
BGX
N/A
Max Drawdown
Winner
TAIL
57.27%
BGX
58.00%
Sharpe Ratio
TAIL
-1.45
Winner
BGX
-0.84
5Y Beta
Winner
TAIL
-0.80
BGX
0.38
5Y Dividends CAGR
Winner
TAIL
40.83%
BGX
0.32%

TAIL vs BGX - Historical Returns

Returns include dividend reinvestment.

1M
TAIL
-1.51%
Winner
BGX
-0.64%
3M
TAIL
-6.99%
Winner
BGX
+2.25%
6M
TAIL
-6.44%
Winner
BGX
-5.14%
1Y
TAIL
-8.79%
Winner
BGX
-3.70%
5Y(CAGR)
TAIL
-8.28%
Winner
BGX
+3.31%
10Y(CAGR)
TAIL
-7.14%
Winner
BGX
+6.14%
Max(CAGR)
TAIL
-7.14%
Winner
BGX
+4.43%

TAIL vs BGX - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

YearTAILBGX
2026-5.57%-4.28%
2025+5.21%+0.63%
2024-9.82%+19.16%
2023-13.63%+17.83%
2022-12.20%-20.46%
2021-13.35%+17.54%
2020+6.87%-5.72%
2019-14.24%+22.67%
2018+4.21%-4.44%
2017-7.70%+7.68%
2016N/A+30.00%
2015N/A-6.69%
2014N/A-6.32%
2013N/A+1.40%
2012N/A+16.66%
2011N/A-9.62%

TAIL vs BGX Drawdown Comparison

The maximum drawdown for TAIL was -52.36%, occurring on Jan 23, 2025. This drawdown has not yet recovered.

The maximum drawdown for BGX was -47.40%, occurring on Mar 18, 2020. Recovery took 331 trading sessions.

The current TAIL drawdown is -51.30%. The current BGX drawdown is -8.50%.

RankTAILBGX
#1-52.36%
Apr 2, 2020 - Jan 23, 2025
-47.40%
Feb 20, 2020 - Jun 14, 2021
#2-20.50%
Dec 24, 2018 - Mar 12, 2020
-25.94%
Nov 16, 2021 - Mar 21, 2024
#3-18.52%
Jun 14, 2017 - Dec 24, 2018
-24.82%
Apr 17, 2013 - Sep 30, 2016
#4-6.16%
Mar 23, 2020 - Apr 2, 2020
-16.56%
Aug 28, 2018 - Apr 10, 2019
#5-4.24%
Mar 12, 2020 - Mar 16, 2020
-16.23%
May 18, 2011 - Aug 2, 2012
#6-2.28%
Mar 16, 2020 - Mar 20, 2020
-14.10%
Dec 13, 2024 - Jul 14, 2025
#7N/A-12.43%
Sep 5, 2025 - Mar 6, 2026
#8N/A-8.29%
Oct 22, 2012 - Feb 1, 2013
#9N/A-7.51%
Sep 11, 2019 - Jan 10, 2020
#10N/A-6.25%
Jul 7, 2021 - Sep 29, 2021
#11N/A-4.68%
May 6, 2019 - Jun 12, 2019
#12N/A-4.57%
Oct 23, 2017 - Jan 26, 2018
#13N/A-4.12%
Oct 26, 2016 - Nov 25, 2016
#14N/A-3.99%
Jul 24, 2019 - Aug 20, 2019
#15N/A-3.91%
Aug 1, 2024 - Aug 15, 2024

Correlation

Correlation between TAIL and BGX is -0.83 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.83
-101

Dividend Comparison (2011 - 2026)

TAIL vs BGX dividend yield comparison.

YearTAILBGX
20260.72%2.80%
20252.88%8.87%
20243.48%9.89%
20233.74%11.71%
20221.49%8.15%
20210.49%7.01%
20200.36%8.76%
20191.58%9.35%
20181.52%11.74%
20170.91%7.12%
20160.00%9.01%
20150.00%8.72%
20140.00%7.70%
20130.00%7.53%
20120.00%6.91%
20110.00%6.33%

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