Cambria Foreign Shareholder Yield ETF (FYLD) Performance
FYLD total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +25.4% since Dec 31, 2025
- 1 year
- +32.1% total return
- 5 years
- +13.1% a year
- 10 years
- +11.6% a year
- Since first price
- +8.4% a year since 2013
FYLD trailing returns vs SPY, QQQ, AGG
| Period | FYLD total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.1% | −0.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +4.9% | +4.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +7.4% | +5.7% | +7.8% | +8.4% | −1.5% |
| YTD | +25.4% | +23.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +32.1% | +27.9% | +14.4% | +15.9% | −1.1% |
| 3 years | +94.8%+24.9%/yr | +72.4% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +85.4%+13.1%/yr | +45.1% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +200.8%+11.6%/yr | +91.1% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionDec 3, 2013 | +182.2%+8.4%/yr | +60.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: FYLD vs SPY
From Dec 3, 2013: FYLD grew to $28,219, SPY to $52,599.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
FYLD returns by calendar year
8 of 12 full years positive. Best 2025 (+34.5%), worst 2018 (−14.5%). 2026 is year to date.
FYLD annual returns table
| Year | FYLD | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +25.4% | −5.7% | +12.3% | +15.1% | −1.0% |
| 2025 | +34.5% | −15.2% | +17.7% | +20.8% | +7.2% |
| 2024 | +3.0% | −10.7% | +24.9% | +25.6% | +1.3% |
| 2023 | +13.2% | −9.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −5.5% | −25.1% | −18.2% | −32.6% | −13.0% |
| 2021 | +18.7% | −7.8% | +28.7% | +27.4% | −1.8% |
| 2020 | +4.2% | −42.6% | +18.3% | +48.6% | +7.5% |
| 2019 | +17.8% | −12.2% | +31.2% | +39.0% | +8.5% |
| 2018 | −14.5% | −21.5% | −4.6% | −0.1% | +0.1% |
| 2017 | +29.8% | −2.8% | +21.7% | +32.7% | +3.6% |
| 2016 | +7.7% | −11.1% | +12.0% | +7.1% | +2.4% |
| 2015 | −7.3% | −18.7% | +1.2% | +9.4% | +0.5% |
| 2014 | −9.9% | −19.0% | +13.5% | +19.2% | +6.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
FYLD largest drawdowns
Now 2.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 26, 2018 | −44.6% | Mar 23, 2020 | Dec 17, 2020 | 2.2 years | 2.9 years |
| Jul 3, 2014 | −30.1% | Feb 11, 2016 | Jul 19, 2017 | 1.6 years | 3.0 years |
| Jan 14, 2022 | −25.1% | Sep 27, 2022 | Dec 19, 2023 | 8 months | 1.9 years |
| Mar 19, 2025 | −15.2% | Apr 8, 2025 | May 13, 2025 | 20 days | 55 days |
| Sep 26, 2024 | −10.7% | Dec 19, 2024 | Mar 19, 2025 | 3 months | 6 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
FYLD risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2013 |
|---|---|---|---|---|
| Annualized return | +23.0% | +13.4% | +11.5% | +8.0% |
| Volatility (annualized) | 11.7% | 15.8% | 16.8% | 16.1% |
| Sharpe ratio | 1.47 | 0.65 | 0.60 | 0.45 |
| Sortino ratio | 3.11 | 1.03 | 0.90 | 0.67 |
| Best month | +8.9% | +14.3% | +16.2% | +16.2% |
| Worst month | −5.0% | −11.6% | −20.5% | −20.5% |
| Best 12 months | +52.2% | +52.2% | +72.4% | +72.4% |
| Worst 12 months | +3.0% | −19.3% | −26.8% | −26.8% |
| Positive months | 69% | 62% | 62% | 58% |
| Beta vs S&P 500 | 0.30 | 0.60 | 0.79 | — |
| Correlation with S&P 500 | 0.32 | 0.60 | 0.72 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
FYLD rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 143 | −26.8% | +7.1% | +72.4% | 64% |
| 3-year (a year) | 119 | −6.4% | +7.4% | +24.4% | 87% |
| 5-year (a year) | 95 | −2.7% | +7.7% | +16.5% | 95% |
| 10-year (a year) | 35 | +4.5% | +6.6% | +12.3% | 100% |
Every holding period starting at a month-end since 2013. Returns for 3 years and longer are annualized.
FYLD performance overview
Cambria Foreign Shareholder Yield ETF (FYLD) returned +32.1% over the past year and +11.6% a year over ten years, with distributions reinvested. Since its first recorded price in 2013 it has returned +8.4% a year, turning $10,000 into about $28,219. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −44.6%, from Jan 26, 2018 to Mar 23, 2020, and it took 9 months to get back to the old high. FYLD finished 8 of its 12 full calendar years with a gain; the best year was 2025 (+34.5%) and the worst 2018 (−14.5%). Volatility has been 16.1% a year.
Related: FYLD chart, FYLD holdings, FYLD dividends. See the FYLD overview for the latest quote and fund facts.
FYLD performance FAQ
What is the FYLD return over the past year?
FYLD returned +32.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 27.9%.
What is the average annual return of FYLD?
FYLD has returned +13.1% a year over 5 years, +11.6% a year over 10 years, +8.4% a year since December 3, 2013 (total return, distributions reinvested).
How much would $10,000 invested in FYLD be worth?
$10,000 invested in FYLD at its first recorded close on December 3, 2013 would be worth about $28,219 on October 23, 2026 with distributions reinvested.
What was the worst year for FYLD?
The worst calendar year was 2018, with a total return of −14.5%. The best was 2025 at +34.5%.
What is the biggest drawdown of FYLD?
The largest peak-to-trough decline was −44.6% between January 26, 2018 and March 23, 2020. It recovered to the old high on December 17, 2020, 9 months after the bottom.
How volatile is FYLD?
Over the past 3 years FYLD had an annualized volatility of 11.7% and a Sharpe ratio of 1.47 (excess return over 1–3 month T-bills per unit of risk).