- Issuer
- Alpha Architect
- Inception Date
- Dec 18, 2023
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- BNY Mellon ABC Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
- Assets Under Management
- $11M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
ABCS Performance Chart
Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) is up 9.5% since the beginning of the year. ABCS is currently trading at $33 per share.
Loading charts...
Returns By Period
Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has returned 9.46% so far this year and 18.85% over the past 12 months.
Alpha Blue Capital US Small-Mid Cap Dynamic ETF
- 1D
- 1.04%
- 1M
- 4.90%
- YTD
- 9.46%
- 6M
- 8.36%
- 1Y
- 18.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.50%
- 1M
- -0.17%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 22.93%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
ABCS Monthly Returns History
Based on dividend-adjusted daily data since Dec 20, 2023, ABCS's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2024 with a return of +8.6%, while the worst month was Apr 2024 at -6.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ABCS closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Sep 3, 2024 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.80% | 1.63% | -5.12% | 7.59% | 0.91% | 2.70% | 9.46% | ||||||
| 2025 | 3.81% | -2.36% | -4.32% | -3.65% | 4.89% | 3.24% | 0.23% | 5.85% | -0.96% | -2.52% | 2.77% | 1.33% | 7.95% |
| 2024 | -1.79% | 3.72% | 6.31% | -6.17% | 3.49% | -1.89% | 6.72% | 1.24% | 1.43% | -0.61% | 8.55% | -6.17% | 14.47% |
| 2023 | -0.06% | -0.06% |
Benchmark Metrics
Alpha Blue Capital US Small-Mid Cap Dynamic ETF has an annualized alpha of -3.01%, beta of 0.87, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since December 20, 2023.
- This ETF participated in 98.11% of S&P 500 Index downside but only 75.00% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -3.01% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.87 and R2 of 0.63, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -3.01%
- Beta
- 0.87
- R²
- 0.63
- Upside Capture
- 75.00%
- Downside Capture
- 98.11%
Expense Ratio
ABCS has an expense ratio of 0.27%, which is considered low.
Return for Risk
Risk / Return Rank
ABCS ranks 45 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ABCS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 2.53 | -0.26 |
| Martin ratioReturn relative to average drawdown | 7.16 | 11.37 | -4.22 |
Dividends
Dividend History
Alpha Blue Capital US Small-Mid Cap Dynamic ETF provided a 1.23% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.41 | $0.42 | $0.40 | $0.01 |
Dividend yield | 1.23% | 1.37% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.00 | $0.04 | ||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.16 | $0.42 |
| 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.
Loading charts...
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. Recovery took 94 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -20.52%Apr 2025 | 4mo 13d | 4mo 16d | 8mo 29dNov 2024 - Aug 2025 |
2026 pullback2026 | -8.33%Mar 2026 | 1mo 9d | 28d | 2mo 7dFeb 2026 - Apr 2026 |
2024 pullback2024 | -7.54%Apr 2024 | 16d | 3mo | 3mo 16dApr 2024 - Jul 2024 |
2025 pullback2025 | -7.02%Nov 2025 | 2mo 9d | 20d | 2mo 29dSep 2025 - Dec 2025 |
2024 pullback2024 | -6.63%Aug 2024 | 4d | 18d | 22dAug 2024 - Aug 2024 |
Drawdown Indicators
| ABCS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -56.78% | +36.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -9.10% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.34% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -10.72% | +7.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.02% | +0.62% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ABCS
Add Alpha Blue Capital US Small-Mid Cap Dynamic ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ABCS