- Issuer
- Abacus
- Inception Date
- Sep 27, 2016
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $479M
Share Price Chart
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Performance
ABFL Performance Chart
Abacus FCF Leaders ETF (ABFL) is up 15.9% since the beginning of the year. ABFL is currently trading at $83 per share. Investors who bought $1,000 worth of ABFL shares 5 years ago would now be looking at an investment worth $1,788.
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Returns By Period
Abacus FCF Leaders ETF (ABFL) has returned 15.91% so far this year and 18.29% over the past 12 months.
Abacus FCF Leaders ETF
- 1D
- 1.15%
- 1M
- 1.18%
- YTD
- 15.91%
- 6M
- 15.44%
- 1Y
- 18.29%
- 3Y*
- 17.78%
- 5Y*
- 12.33%
- 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%
ABFL Monthly Returns History
Based on dividend-adjusted daily data since Aug 24, 2017, ABFL's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, an investment would double in approximately 4.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ABFL closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.30% | 1.74% | -3.07% | 10.54% | 5.06% | -0.09% | 15.91% | ||||||
| 2025 | 4.41% | -1.60% | -6.19% | 2.33% | 5.73% | 2.51% | -1.62% | 1.04% | 2.43% | 0.39% | -0.46% | -0.64% | 8.07% |
| 2024 | 1.77% | 3.50% | 1.99% | -5.52% | 3.18% | 2.64% | 2.79% | 2.81% | 1.96% | -0.14% | 7.64% | -5.01% | 18.26% |
| 2023 | 4.39% | -1.61% | 2.68% | 0.52% | 0.91% | 6.13% | 2.74% | -1.40% | -3.53% | -2.29% | 8.04% | 4.98% | 22.97% |
| 2022 | -6.48% | -1.92% | 2.79% | -7.09% | 0.89% | -7.25% | 7.83% | -3.05% | -8.39% | 9.60% | 4.87% | -5.36% | -14.60% |
| 2021 | -1.13% | 3.45% | 4.33% | 4.83% | 0.68% | 2.42% | 3.17% | 3.01% | -4.79% | 6.79% | -0.76% | 5.65% | 30.66% |
Benchmark Metrics
Abacus FCF Leaders ETF has an annualized alpha of 1.64%, beta of 0.94, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since August 24, 2017.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.46%) than losses (92.27%) - typical of diversified or defensive assets.
- With beta of 0.94 and R2 of 0.91, 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
- 1.64%
- Beta
- 0.94
- R²
- 0.91
- Upside Capture
- 96.46%
- Downside Capture
- 92.27%
Expense Ratio
ABFL has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ABFL ranks 42 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 Abacus FCF Leaders ETF (ABFL) 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.
| ABFL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.53 | +0.03 |
| Martin ratioReturn relative to average drawdown | 8.19 | 11.37 | -3.18 |
Dividends
Dividend History
Abacus FCF Leaders ETF provided a 0.54% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.45 | $0.45 | $0.46 | $0.53 | $0.63 | $5.32 | $0.19 | $0.28 | $0.19 | $0.14 |
Dividend yield | 0.54% | 0.62% | 0.70% | 0.94% | 1.36% | 9.63% | 0.41% | 0.72% | 0.62% | 0.40% |
Monthly Dividends
The table displays the monthly dividend distributions for Abacus FCF Leaders 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 | $0.16 | $0.00 | $0.00 | $0.00 | $0.16 | ||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.45 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.08 | $0.46 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.53 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.63 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.32 | $5.32 |
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 Abacus FCF Leaders 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 Abacus FCF Leaders ETF was 34.95%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current Abacus FCF Leaders ETF drawdown is 1.73%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.95%Mar 2020 | 1mo 2d | 5mo 5d | 6mo 7dFeb 2020 - Aug 2020 |
Rate-hike selloffLate 2018 | -23.10%Dec 2018 | 3mo 20d | 10mo 29d | 1y 2moSep 2018 - Nov 2019 |
Bear market2022 | -21.88%Sep 2022 | 9mo 4d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -19.92%Apr 2025 | 1mo 17d | 2mo 26d | 4mo 13dFeb 2025 - Jul 2025 |
2020 pullback2020 | -9.04%Sep 2020 | 20d | 1mo 24d | 2mo 14dSep 2020 - Nov 2020 |
Drawdown Indicators
| ABFL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -56.78% | +21.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -9.10% | +1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -18.90% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -25.43% | +3.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.73% | -2.34% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -10.72% | +5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.02% | +0.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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