Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS)
ABCS is a passive ETF by Alpha Architect tracking the investment results of the BNY Mellon ABC Index. ABCS launched on Dec 18, 2023 and has a 0.27% expense ratio.
ETF Info
Dec 18, 2023
North America (U.S.)
1x
BNY Mellon ABC Index
Mid-Cap
Value
Expense Ratio
ABCS has an expense ratio of 0.27%, which is considered low.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alpha Blue Capital US Small-Mid Cap Dynamic ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Alpha Blue Capital US Small-Mid Cap Dynamic ETF had a return of -10.02% year-to-date (YTD) and 1.99% in the last 12 months.
ABCS
-10.02%
-7.93%
-10.21%
1.99%
N/A
N/A
^GSPC (Benchmark)
-10.18%
-6.71%
-9.92%
6.35%
13.40%
9.65%
Monthly Returns
The table below presents the monthly returns of ABCS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.81% | -2.36% | -4.32% | -7.22% | -10.02% | ||||||||
| 2024 | -1.79% | 3.72% | 6.30% | -6.17% | 3.49% | -1.89% | 6.72% | 1.24% | 1.43% | -0.61% | 8.56% | -6.16% | 14.47% |
| 2023 | 1.97% | 1.97% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ABCS is 39, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Alpha Blue Capital US Small-Mid Cap Dynamic ETF provided a 1.47% dividend yield over the last twelve months, with an annual payout of $0.38 per share.
| Period | TTM | 2024 | 2023 |
|---|---|---|---|
| Dividend | $0.38 | $0.40 | $0.01 |
Dividend yield | 1.47% | 1.39% | 0.02% |
Monthly Dividends
The table displays the monthly dividend distributions for Alpha Blue Capital US Small-Mid Cap Dynamic ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.05 | ||||||||
| 2024 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.15 | $0.40 |
| 2023 | $0.01 | $0.01 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Alpha Blue Capital US Small-Mid Cap Dynamic ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Alpha Blue Capital US Small-Mid Cap Dynamic ETF was 20.52%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Alpha Blue Capital US Small-Mid Cap Dynamic ETF drawdown is 16.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.52% | Nov 26, 2024 | 90 | Apr 8, 2025 | — | — | — |
| -7.54% | Apr 1, 2024 | 13 | Apr 17, 2024 | 61 | Jul 16, 2024 | 74 |
| -6.63% | Aug 1, 2024 | 3 | Aug 5, 2024 | 14 | Aug 23, 2024 | 17 |
| -6.3% | Sep 3, 2024 | 1 | Sep 3, 2024 | 12 | Sep 19, 2024 | 13 |
| -4.01% | Dec 29, 2023 | 12 | Jan 17, 2024 | 18 | Feb 12, 2024 | 30 |
Volatility
Volatility Chart
The current Alpha Blue Capital US Small-Mid Cap Dynamic ETF volatility is 13.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.