GAA vs SPY

GAA vs SPY

Which is better, GAA or SPY?

Debt-oriented balanced against Large Cap Blend.

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. SPY is less concentrated, with 38.0% of the fund in its ten largest positions against 57.5%.

Lower Fees: SPYHigher Returns: SPYLess Concentrated: SPY

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricGAASPY
Expense Ratio0.40%0.09%Best
AUM$76M$814.4B
Dividend Yield3.48%1.01%
Holdings31505
YTD Return+11.61%+13.78%Best
1Y Return+16.57%+21.44%Best
3Y Return (annualized)+13.74%+21.38%Best
5Y Return (annualized)+6.37%+12.80%Best
Volatility (annualized)9.5%Best15.0%
Max Drawdown-26.6%Best-34.1%
$10,000 over 5 years$13,617$18,262Best
Top 10 Weight57.5%38.0%Best
Fund FamilyCambria Investment ManagementState Street Investment Management
CategoryAllocation/BalancedEquity
StyleDebt-oriented balancedLarge Cap Blend
InceptionDec 9, 2014Jan 22, 1993

Volatility and max drawdown are measured over the window both funds cover: Dec 10, 2014 to Sep 3, 2026 (11.7 years).

GAA vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 11.7 years both funds cover.

GAA vs SPY Performance

Cambria Global Asset Allocation ETF (GAA) is an ETF from Cambria Investment Management and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year GAA returned +16.57% while SPY returned +21.44%. Year to date, GAA is up 11.61% versus a gain of 13.78% for SPY.

Over three years, GAA compounded at +13.74% per year against +21.38% for SPY; over five years the annualized figures are +6.37% and +12.80% respectively. Across the full 12-year window we track, SPY has the edge at +12.78% annualized vs +6.68%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.0% compared with 9.5% for GAA. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -26.6% for GAA and -34.1% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.81. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

GAA charges 0.40% per year while SPY charges 0.09%. On a $10,000 position that is $40 vs $9 annually, a gap of $31 per year that compounds over a long holding period. On income, GAA currently yields 3.48% against 1.01% for SPY.

Holdings Overlap

We hold position weights for 30 holdings in GAA and 504 in SPY, totalling 99.9% and 100.0% of the two funds. The two books name no position in common, so there is no overlap percentage to show.

0 positions in common, counted across the 30 positions we hold weights for in GAA and 504 in SPY, against full books of 31 and 505.

What only one of them owns

Our book lists 496 positions for SPY that do not appear in our book for GAA (99.5% of the fund), and 29 for GAA that do not appear in SPY (92.8%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

You are not choosing between two funds in isolation.

Whichever of GAA and SPY you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

GAASPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, GAA or SPY?

GAA has an expense ratio of 0.40% while SPY charges 0.09%. SPY is the cheaper option, by $31 a year on a $10,000 investment.

Which performed better, GAA or SPY?

Over the past year GAA returned +16.57% vs +21.44% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (12 years), GAA annualized +6.68% vs +12.78% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, GAA or SPY?

SPY has been the more volatile fund at 15.0% annualized versus 9.5% for GAA. Worst drawdown: GAA -26.6% vs SPY -34.1%.

Should I hold both GAA and SPY?

GAA and SPY have a monthly-return correlation of 0.81, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

Which pays a higher dividend, GAA or SPY?

GAA yields 3.48% while SPY yields 1.01%, so GAA currently pays the higher dividend yield.

Is SPY better than GAA?

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. SPY is less concentrated, with 38.0% of the fund in its ten largest positions against 57.5%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.