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ABCS vs. VFMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABCS and VFMF is 0.91, 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.


-0.50.00.51.00.9

Performance

ABCS vs. VFMF - 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 Vanguard U.S. Multifactor ETF (VFMF). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.63%
1.89%
ABCS
VFMF

Key characteristics

Sharpe Ratio

ABCS:

1.03

VFMF:

1.16

Sortino Ratio

ABCS:

1.46

VFMF:

1.68

Omega Ratio

ABCS:

1.20

VFMF:

1.21

Calmar Ratio

ABCS:

2.18

VFMF:

2.07

Martin Ratio

ABCS:

5.13

VFMF:

5.47

Ulcer Index

ABCS:

3.28%

VFMF:

3.27%

Daily Std Dev

ABCS:

16.31%

VFMF:

15.49%

Max Drawdown

ABCS:

-7.70%

VFMF:

-41.34%

Current Drawdown

ABCS:

-5.78%

VFMF:

-6.60%

Returns By Period

In the year-to-date period, ABCS achieves a 0.93% return, which is significantly higher than VFMF's 0.68% return.


ABCS

YTD

0.93%

1M

-2.69%

6M

5.64%

1Y

17.84%

5Y*

N/A

10Y*

N/A

VFMF

YTD

0.68%

1M

-3.27%

6M

1.89%

1Y

17.87%

5Y*

11.91%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


ABCS
Alpha Blue Capital US Small-Mid Cap Dynamic ETF
Expense ratio chart for ABCS: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
Expense ratio chart for VFMF: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

ABCS vs. VFMF — Risk-Adjusted Performance Rank

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

ABCS
The Risk-Adjusted Performance Rank of ABCS is 5757
Overall Rank
The Sharpe Ratio Rank of ABCS is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ABCS is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ABCS is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ABCS is 7373
Calmar Ratio Rank
The Martin Ratio Rank of ABCS is 5656
Martin Ratio Rank

VFMF
The Risk-Adjusted Performance Rank of VFMF is 5959
Overall Rank
The Sharpe Ratio Rank of VFMF is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VFMF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VFMF is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VFMF is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VFMF is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for ABCS, currently valued at 1.06, compared to the broader market0.002.004.001.061.16
The chart of Sortino ratio for ABCS, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.001.501.68
The chart of Omega ratio for ABCS, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.21
The chart of Calmar ratio for ABCS, currently valued at 2.25, compared to the broader market0.005.0010.0015.002.252.07
The chart of Martin ratio for ABCS, currently valued at 5.28, compared to the broader market0.0020.0040.0060.0080.00100.005.285.47
ABCS
VFMF

The current ABCS Sharpe Ratio is 1.03, which is comparable to the VFMF Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ABCS and VFMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.800.901.001.101.20Wed 25Fri 27Dec 29Tue 31Thu 02Sat 04Mon 06Wed 08Fri 10Jan 12Tue 14
1.06
1.16
ABCS
VFMF

Dividends

ABCS vs. VFMF - Dividend Comparison

ABCS's dividend yield for the trailing twelve months is around 1.38%, less than VFMF's 1.59% yield.


TTM2024202320222021202020192018
ABCS
Alpha Blue Capital US Small-Mid Cap Dynamic ETF
1.38%1.39%0.02%0.00%0.00%0.00%0.00%0.00%
VFMF
Vanguard U.S. Multifactor ETF
1.59%1.61%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 -7.70%, 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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.78%
-6.60%
ABCS
VFMF

Volatility

ABCS vs. VFMF - Volatility Comparison

The current volatility for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) is 4.49%, while Vanguard U.S. Multifactor ETF (VFMF) has a volatility of 4.79%. This indicates that ABCS experiences smaller price fluctuations and is considered to be less risky than VFMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
4.49%
4.79%
ABCS
VFMF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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