AAVM vs. ABCS

Last updated Aug 2, 2026

AAVM (Alpha Architect Global Factor Equity ETF) and ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) are both exchange-traded funds - AAVM is a Multi-factor fund actively managed by Alpha Architect, while ABCS is a Mid Cap Blend Equities fund tracking the BNY Mellon ABC Index. AAVM is actively managed, while ABCS is passively managed. Over the past year, AAVM returned 28.67% vs 25.77% for ABCS. Their 0.71 correlation means they have sometimes moved together and sometimes differently. AAVM charges 0.45%/yr vs 0.27%/yr for ABCS.

Performance

AAVM vs. ABCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect Global Factor Equity ETF (AAVM) 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, AAVM achieves a 13.65% return, which is significantly lower than ABCS's 16.54% return.

AAVM

• 1D: -0.50%
• 1M: -0.23%
• 6M: 6.63%
• YTD: 13.65%
• 1Y: 28.67%
• 3Y*: 16.05%
• 5Y*: 6.37%
• 10Y*: —
• ALL TIME*: 4.78%

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)
AAVM Alpha Architect Global Factor Equity ETF	$67.44K	$51.51K	$70.29K
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	$78.00K	$72.55K	$66.49K

AAVM vs. ABCS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AAVM Alpha Architect Global Factor Equity ETF	13.65%	18.54%	12.07%	0.56%
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	16.54%	7.95%	14.47%	-0.06%

Correlation

The correlation between AAVM and ABCS is 0.56, 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.	0.56
Correlation (All Time) Calculated using the full available price history since Dec 20, 2023	0.71

The correlation between AAVM and ABCS shifts across timeframes, from 0.56 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

AAVM vs. ABCS - Sectors Allocation Comparison

Sectors	AAVM	ABCS
Industrials	24.3%	11.5%
Technology	15.4%	13.8%
Energy	13.9%	5.3%
Basic Materials	12.5%	3.4%
Consumer Cyclical	11.6%	14.1%
Healthcare	8.7%	16.9%
Communication Services	4.6%	2.0%
Consumer Defensive	4.0%	4.7%
Utilities	2.8%	3.0%
Financial Services	1.8%	21.0%
Real Estate	0.6%	4.5%

Return for Risk

AAVM vs. ABCS — Risk / Return Rank

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

AAVM

AAVM Risk / Return Rank: 77
AAVM Sharpe Ratio Rank: 77
AAVM Sortino Ratio Rank: 78
AAVM Omega Ratio Rank: 77
AAVM Calmar Ratio Rank: 75
AAVM Martin Ratio Rank: 77

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.

AAVM vs. ABCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Global Factor Equity ETF (AAVM) 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.

	AAVM	ABCS	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.78	-0.02
Sortino ratio: Return per unit of downside risk	2.51	2.65	-0.14
Omega ratio: Gain probability vs. loss probability	1.32	1.32	+0.01
Calmar ratio: Return relative to maximum drawdown	2.61	2.90	-0.28
Martin ratio: Return relative to average drawdown	9.78	9.35	+0.42

AAVM vs. ABCS - Sharpe Ratio Comparison

The current AAVM Sharpe Ratio is 1.76, which is comparable to the ABCS Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of AAVM 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

AAVM vs. ABCS - Drawdown Comparison

The maximum AAVM drawdown since its inception was -34.71%, which is greater than ABCS's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for AAVM and ABCS.

Drawdown Indicators

	AAVM	ABCS	Difference
Max Drawdown Largest peak-to-trough decline	-34.71%	-20.52%	-14.19%
Max Drawdown (1Y) Largest decline over 1 year	-10.85%	-8.33%	-2.52%
Max Drawdown (3Y) Largest decline over 3 years	-20.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.73%	—	—
Current Drawdown Current decline from peak	-3.64%	-1.27%	-2.37%
Average Drawdown Average peak-to-trough decline	-13.14%	-3.34%	-9.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.58%	+0.32%

Volatility

AAVM vs. ABCS - Volatility Comparison

Alpha Architect Global Factor Equity ETF (AAVM) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) have volatilities of 4.03% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAVM	ABCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	3.89%	+0.14%
Volatility (6M) Calculated over the trailing 6-month period	13.94%	9.39%	+4.55%
Volatility (1Y) Calculated over the trailing 1-year period	16.15%	13.59%	+2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.74%	16.91%	-1.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.94%	16.91%	-1.97%

AAVM vs. ABCS - Expense Ratio Comparison

AAVM has a 0.45% expense ratio, which is higher than ABCS's 0.27% expense ratio.

Dividends

AAVM vs. ABCS - Dividend Comparison

AAVM's dividend yield for the trailing twelve months is around 1.81%, more than ABCS's 1.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAVM Alpha Architect Global Factor Equity ETF	1.81%	2.05%	2.54%	4.13%	2.24%	0.82%	0.00%	1.76%	0.93%	0.81%
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.12%	1.37%	1.39%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AAVM and ABCS in my portfolio?

AAVM and ABCS have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AAVM or ABCS?

AAVM has higher volatility (4.03%) compared to ABCS (3.89%). In terms of maximum drawdown, AAVM dropped -34.71% vs ABCS's -20.52%.

Which ETF is better, AAVM or ABCS?

On 1-year performance, AAVM leads with 28.67% vs 25.77% for ABCS. On fees, ABCS is cheaper at 0.27% per year. On volatility, ABCS has been the lower-risk option at 3.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AAVM or ABCS?

Over the 1-year period, AAVM has performed better with a 28.67% return vs 25.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AAVM or ABCS?

ABCS is cheaper with a 0.27% expense ratio, compared with 0.45% for AAVM.

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

AAVM has the higher dividend yield at 1.81%, compared with 1.12% for ABCS.

What is the main difference between AAVM and ABCS?

AAVM is categorized as Multi-factor, while ABCS is Mid Cap Blend Equities. Their fees differ too: 0.45% for AAVM and 0.27% for ABCS.

Which has better risk-adjusted returns?

ABCS currently has the higher Sharpe Ratio (1.78 vs 1.76), 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.