ABCS vs. VFMF
Compare and contrast key facts about Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Vanguard U.S. Multifactor ETF (VFMF).
ABCS and VFMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ABCS is a passively managed fund by Alpha Architect that tracks the performance of the BNY Mellon ABC Index. It was launched on Dec 18, 2023. VFMF is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABCS or VFMF.
Key characteristics
| ABCS | VFMF | |
|---|---|---|
| YTD Return | 10.90% | 13.12% |
| Daily Std Dev | 17.00% | 15.48% |
| Max Drawdown | -7.54% | -41.34% |
| Current Drawdown | -0.51% | -1.81% |
Correlation
The correlation between ABCS and VFMF is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ABCS vs. VFMF - Performance Comparison
In the year-to-date period, ABCS achieves a 10.90% return, which is significantly lower than VFMF's 13.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ABCS vs. VFMF - Expense Ratio Comparison
ABCS has a 0.27% expense ratio, which is higher than VFMF's 0.18% 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%.
Risk-Adjusted Performance
ABCS vs. VFMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Vanguard U.S. Multifactor ETF (VFMF). 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.
Not enough dataDividends
ABCS vs. VFMF - Dividend Comparison
ABCS's dividend yield for the trailing twelve months is around 0.52%, less than VFMF's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF | 0.52% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFMF Vanguard U.S. Multifactor ETF | 1.51% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% |
Drawdowns
ABCS vs. VFMF - Drawdown Comparison
The maximum ABCS drawdown since its inception was -7.54%, smaller than the maximum VFMF drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for ABCS and VFMF. For additional features, visit the drawdowns tool.
Volatility
ABCS vs. VFMF - Volatility Comparison
Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has a higher volatility of 8.94% compared to Vanguard U.S. Multifactor ETF (VFMF) at 4.94%. This indicates that ABCS's price experiences larger fluctuations and is considered to be riskier than VFMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.