ABCS vs. OPTZ

Last updated Jun 4, 2026

ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) and OPTZ (Optimize Strategy Index ETF) are both Mid Cap Blend Equities funds - ABCS tracks the BNY Mellon ABC Index while OPTZ tracks the Optimize Strategy Index. Both are passively managed. Over the past year, ABCS returned 16.85% vs 61.30% for OPTZ. A 0.80 correlation means they provide meaningful diversification when combined. ABCS charges 0.27%/yr vs 0.25%/yr for OPTZ.

Performance

ABCS vs. OPTZ - 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 Optimize Strategy Index ETF (OPTZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABCS achieves a 6.97% return, which is significantly lower than OPTZ's 31.51% return.

ABCS

• 1D: -0.49%
• 1M: 2.28%
• YTD: 6.97%
• 6M: 7.94%
• 1Y: 16.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

OPTZ

• 1D: 0.36%
• 1M: 12.33%
• YTD: 31.51%
• 6M: 32.28%
• 1Y: 61.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABCS vs. OPTZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	6.97%	7.95%	11.15%
OPTZ Optimize Strategy Index ETF	31.51%	22.83%	16.81%

Correlation

The correlation between ABCS and OPTZ is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (All Time) Calculated using the full available price history since Apr 24, 2024	0.80

The correlation between ABCS and OPTZ has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

ABCS vs. OPTZ - Sectors Allocation Comparison

Sectors	ABCS	OPTZ
Financial Services	21.3%	9.1%
Healthcare	14.7%	10.5%
Technology	14.0%	50.6%
Consumer Cyclical	13.7%	9.5%
Industrials	10.9%	8.9%
Energy	6.5%	1.5%
Real Estate	5.0%	1.5%
Consumer Defensive	4.8%	4.0%
Utilities	3.5%	0.7%
Basic Materials	3.5%	1.3%
Communication Services	2.0%	2.6%

Return for Risk

ABCS vs. OPTZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABCS

ABCS Risk / Return Rank: 38
ABCS Sharpe Ratio Rank: 35
ABCS Sortino Ratio Rank: 37
ABCS Omega Ratio Rank: 34
ABCS Calmar Ratio Rank: 42
ABCS Martin Ratio Rank: 40

OPTZ

OPTZ Risk / Return Rank: 92
OPTZ Sharpe Ratio Rank: 93
OPTZ Sortino Ratio Rank: 92
OPTZ Omega Ratio Rank: 89
OPTZ Calmar Ratio Rank: 91
OPTZ Martin Ratio Rank: 94

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABCS vs. OPTZ - 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 Optimize Strategy Index ETF (OPTZ). 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.

	ABCS	OPTZ	Difference
Sharpe ratio: Return per unit of total volatility	1.25	3.41	-2.17
Sortino ratio: Return per unit of downside risk	1.89	4.49	-2.60
Omega ratio: Gain probability vs. loss probability	1.22	1.57	-0.35
Calmar ratio: Return relative to maximum drawdown	2.03	5.80	-3.76
Martin ratio: Return relative to average drawdown	6.39	26.36	-19.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABCS vs. OPTZ - Sharpe Ratio Comparison

The current ABCS Sharpe Ratio is 1.25, which is lower than the OPTZ Sharpe Ratio of 3.41. The chart below compares the historical Sharpe Ratios of ABCS and OPTZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ABCS	OPTZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	3.41	-2.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	1.71	-0.95

Drawdowns

ABCS vs. OPTZ - Drawdown Comparison

The maximum ABCS drawdown since its inception was -20.52%, smaller than the maximum OPTZ drawdown of -25.75%. Use the drawdown chart below to compare losses from any high point for ABCS and OPTZ.

Drawdown Indicators

	ABCS	OPTZ	Difference
Max Drawdown Largest peak-to-trough decline	-20.52%	-25.75%	+5.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.33%	-10.63%	+2.30%
Current Drawdown Current decline from peak	-0.49%	0.00%	-0.49%
Average Drawdown Average peak-to-trough decline	-3.53%	-3.39%	-0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.33%	+0.31%

Volatility

ABCS vs. OPTZ - Volatility Comparison

The current volatility for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) is 2.66%, while Optimize Strategy Index ETF (OPTZ) has a volatility of 6.09%. This indicates that ABCS experiences smaller price fluctuations and is considered to be less risky than OPTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABCS	OPTZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	6.09%	-3.43%
Volatility (6M) Calculated over the trailing 6-month period	9.27%	13.52%	-4.25%
Volatility (1Y) Calculated over the trailing 1-year period	13.60%	18.09%	-4.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	20.66%	-3.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	20.66%	-3.57%

ABCS vs. OPTZ - Expense Ratio Comparison

ABCS has a 0.27% expense ratio, which is higher than OPTZ's 0.25% 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. OPTZ - Dividend Comparison

ABCS's dividend yield for the trailing twelve months is around 1.26%, more than OPTZ's 0.44% yield.

Position	TTM	2025	2024	2023
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.26%	1.37%	1.39%	0.02%
OPTZ Optimize Strategy Index ETF	0.44%	0.58%	0.32%	0.00%

Frequently Asked Questions

Can I hold both ABCS and OPTZ in my portfolio?

ABCS and OPTZ have a correlation of 0.74, 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 OPTZ?

OPTZ has higher volatility (6.09%) compared to ABCS (2.66%). In terms of maximum drawdown, ABCS dropped -20.52% vs OPTZ's -25.75%.

Which ETF is better, ABCS or OPTZ?

On 1-year performance, OPTZ leads with 61.30% vs 16.85% for ABCS. On fees, OPTZ is cheaper at 0.25% per year. On volatility, ABCS has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABCS or OPTZ?

Over the 1-year period, OPTZ has performed better with a 61.30% return vs 16.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABCS or OPTZ?

OPTZ is cheaper with a 0.25% expense ratio, compared with 0.27% for ABCS.

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

ABCS has the higher dividend yield at 1.26%, compared with 0.44% for OPTZ.

What is the main difference between ABCS and OPTZ?

ABCS tracks BNY Mellon ABC Index, while OPTZ tracks Optimize Strategy Index. They also come from different issuers: Alpha Architect and Optimize. Their fees differ too: 0.27% for ABCS and 0.25% for OPTZ.

Which has better risk-adjusted returns?

OPTZ currently has the higher Sharpe Ratio (3.41 vs 1.25), 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.