AAUS vs. ABCS

Last updated Aug 1, 2026

AAUS (Alpha Architect US Equity ETF) and ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) are both exchange-traded funds - AAUS is a Large Cap Blend Equities fund actively managed by Alpha Architect, while ABCS is a Mid Cap Blend Equities fund tracking the BNY Mellon ABC Index. AAUS is actively managed, while ABCS is passively managed. Over the past year, AAUS returned 22.31% vs 25.77% for ABCS. Their 0.54 correlation means they have sometimes moved together and sometimes differently. AAUS charges 0.15%/yr vs 0.27%/yr for ABCS.

Performance

AAUS vs. ABCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect US Equity ETF (AAUS) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AAUS achieves a 8.78% return, which is significantly lower than ABCS's 16.54% return.

AAUS

• 1D: 0.96%
• 1M: 0.39%
• 6M: 7.72%
• YTD: 8.78%
• 1Y: 22.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.32%

ABCS

• 1D: -0.47%
• 1M: 3.51%
• 6M: 14.48%
• YTD: 16.54%
• 1Y: 25.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AAUS Alpha Architect US Equity ETF	$2.43M	$1.38M	$531.78K
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	$78.00K	$72.55K	$66.49K

AAUS vs. ABCS - Yearly Performance Comparison

	2026 (YTD)	2025
AAUS Alpha Architect US Equity ETF	8.78%	10.11%
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	16.54%	4.69%

Correlation

The correlation between AAUS and ABCS is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.54
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.54

The correlation between AAUS and ABCS has been stable across timeframes, ranging from 0.54 to 0.54 - a consistent structural relationship.

Return for Risk

AAUS vs. ABCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAUS

AAUS Risk / Return Rank: 66
AAUS Sharpe Ratio Rank: 66
AAUS Sortino Ratio Rank: 64
AAUS Omega Ratio Rank: 63
AAUS Calmar Ratio Rank: 62
AAUS Martin Ratio Rank: 72

ABCS

ABCS Risk / Return Rank: 78
ABCS Sharpe Ratio Rank: 78
ABCS Sortino Ratio Rank: 81
ABCS Omega Ratio Rank: 75
ABCS Calmar Ratio Rank: 80
ABCS Martin Ratio Rank: 75

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAUS vs. ABCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect US Equity ETF (AAUS) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	AAUS	ABCS	Difference
Sharpe ratio: Return per unit of total volatility	1.53	1.78	-0.25
Sortino ratio: Return per unit of downside risk	2.14	2.65	-0.51
Omega ratio: Gain probability vs. loss probability	1.27	1.32	-0.04
Calmar ratio: Return relative to maximum drawdown	2.16	2.90	-0.73
Martin ratio: Return relative to average drawdown	8.93	9.35	-0.43

AAUS vs. ABCS - Sharpe Ratio Comparison

The current AAUS Sharpe Ratio is 1.53, which is comparable to the ABCS Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of AAUS and ABCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AAUS vs. ABCS - Drawdown Comparison

The maximum AAUS drawdown since its inception was -9.13%, smaller than the maximum ABCS drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for AAUS and ABCS.

Drawdown Indicators

	AAUS	ABCS	Difference
Max Drawdown Largest peak-to-trough decline	-9.13%	-20.52%	+11.39%
Max Drawdown (1Y) Largest decline over 1 year	-9.13%	-8.33%	-0.80%
Current Drawdown Current decline from peak	-1.38%	-1.27%	-0.11%
Average Drawdown Average peak-to-trough decline	-1.43%	-3.34%	+1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	2.58%	-0.37%

Volatility

AAUS vs. ABCS - Volatility Comparison

The current volatility for Alpha Architect US Equity ETF (AAUS) is 3.54%, while Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has a volatility of 3.89%. This indicates that AAUS experiences smaller price fluctuations and is considered to be less risky than ABCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAUS	ABCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.54%	3.89%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	9.39%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	13.59%	-0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.77%	16.91%	-4.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.77%	16.91%	-4.14%

AAUS vs. ABCS - Expense Ratio Comparison

AAUS has a 0.15% expense ratio, which is lower than ABCS's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

AAUS vs. ABCS - Dividend Comparison

AAUS's dividend yield for the trailing twelve months is around 0.34%, less than ABCS's 1.12% yield.

Position	TTM	2025	2024	2023
AAUS Alpha Architect US Equity ETF	0.34%	0.37%	0.00%	0.00%
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.12%	1.37%	1.39%	0.02%

Frequently Asked Questions

Can I hold both AAUS and ABCS in my portfolio?

AAUS and ABCS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AAUS or ABCS?

ABCS has higher volatility (3.89%) compared to AAUS (3.54%). In terms of maximum drawdown, AAUS dropped -9.13% vs ABCS's -20.52%.

Which ETF is better, AAUS or ABCS?

On 1-year performance, ABCS leads with 25.77% vs 22.31% for AAUS. On fees, AAUS is cheaper at 0.15% per year. On volatility, AAUS has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AAUS or ABCS?

Over the 1-year period, ABCS has performed better with a 25.77% return vs 22.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AAUS or ABCS?

AAUS is cheaper with a 0.15% expense ratio, compared with 0.27% for ABCS.

Which ETF pays a higher dividend yield, AAUS or ABCS?

ABCS has the higher dividend yield at 1.12%, compared with 0.34% for AAUS.

What is the main difference between AAUS and ABCS?

AAUS is categorized as Large Cap Blend Equities, while ABCS is Mid Cap Blend Equities. Their fees differ too: 0.15% for AAUS and 0.27% for ABCS.

Which has better risk-adjusted returns?

ABCS currently has the higher Sharpe Ratio (1.78 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.