ABCS vs. AAUS

Last updated Aug 2, 2026

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

Performance

ABCS vs. AAUS - Performance Comparison

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

Returns By Period

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

ABCS

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

AAUS

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

*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

ABCS vs. AAUS - Yearly Performance Comparison

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

Correlation

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

Return for Risk

ABCS vs. AAUS — Risk / Return Rank

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

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

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

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.

ABCS vs. AAUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Alpha Architect US Equity ETF (AAUS). 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.

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

ABCS vs. AAUS - Sharpe Ratio Comparison

The current ABCS Sharpe Ratio is 1.78, which is comparable to the AAUS Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ABCS and AAUS, 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

ABCS vs. AAUS - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

ABCS vs. AAUS - Volatility Comparison

Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has a higher volatility of 3.89% compared to Alpha Architect US Equity ETF (AAUS) at 3.54%. This indicates that ABCS's price experiences larger fluctuations and is considered to be riskier than AAUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

ABCS vs. AAUS - Expense Ratio Comparison

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

Dividends

ABCS vs. AAUS - Dividend Comparison

ABCS's dividend yield for the trailing twelve months is around 1.12%, more than AAUS's 0.34% 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 ABCS and AAUS in my portfolio?

ABCS and AAUS 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, ABCS or AAUS?

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

Which ETF is better, ABCS or AAUS?

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, ABCS or AAUS?

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, ABCS or AAUS?

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

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

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

What is the main difference between ABCS and AAUS?

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

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.