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
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Returns By Period
Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) returned -1.94% year-to-date (YTD) and 8.98% over the past 12 months.
ABCS
-1.94%
4.58%
-7.92%
8.98%
N/A
N/A
N/A
^GSPC (Benchmark)
0.52%
6.32%
-1.44%
12.25%
12.45%
14.20%
10.84%
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% | -3.65% | 4.93% | -1.94% | |||||||
| 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 35, 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.
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Dividends
Dividend History
Alpha Blue Capital US Small-Mid Cap Dynamic ETF provided a 1.35% 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 | 1.35% | 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 | $0.00 | $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.
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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 8.47%.
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 chart below shows the rolling one-month volatility.
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