VAMO vs DALI

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

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

VAMO vs DALI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

VAMO

$106M

DALI

$106M

Expense Ratio

Winner

VAMO

0.65%

DALI

0.91%

Max Drawdown

VAMO

42.95%

Winner

DALI

36.06%

Sharpe Ratio

Winner

VAMO

1.27

DALI

0.14

5Y Beta

Winner

VAMO

0.29

DALI

1.12

P/E Ratio

VAMO

23.00

DALI

N/A

Forward P/E

VAMO

12.41

DALI

N/A

5Y Dividends CAGR

VAMO

5.92%

Winner

DALI

7.61%

5Y EPS CAGR

VAMO

10.04%

DALI

N/A

Debt to Equity

VAMO

9.85%

DALI

N/A

P/S Ratio

VAMO

0.59

DALI

N/A

P/B Ratio

VAMO

1.75

DALI

N/A

VAMO vs DALI - Holdings Comparison

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

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

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

VAMO vs DALI - Historical Returns

Returns include dividend reinvestment.

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

Winner

VAMO

+2.23%

DALI

-3.92%

Winner

VAMO

+2.87%

DALI

-5.33%

Winner

VAMO

+3.25%

DALI

-6.44%

Winner

VAMO

+20.48%

DALI

+4.93%

5Y(CAGR)

Winner

VAMO

+11.03%

DALI

+3.23%

10Y(CAGR)

Winner

VAMO

+5.82%

DALI

+5.27%

Max(CAGR)

VAMO

+4.60%

Winner

DALI

+5.27%

VAMO vs DALI - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

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

VAMO vs DALI Drawdown Comparison

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

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

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

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

Correlation

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

0.88

-101

Dividend Comparison (2015 - 2026)

VAMO vs DALI dividend yield comparison.

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