ABEQ vs. BAMV

Last updated Jun 23, 2026

ABEQ (Absolute Select Value ETF) and BAMV (Brookstone Value Stock ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, ABEQ returned 10.98% vs 15.91% for BAMV. A 0.68 correlation means they provide meaningful diversification when combined. ABEQ charges 0.85%/yr vs 0.95%/yr for BAMV.

Performance

ABEQ vs. BAMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Absolute Select Value ETF (ABEQ) and Brookstone Value Stock ETF (BAMV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABEQ achieves a 4.60% return, which is significantly lower than BAMV's 10.15% return.

ABEQ

• 1D: 0.24%
• 1M: -0.08%
• YTD: 4.60%
• 6M: 3.60%
• 1Y: 10.98%
• 3Y*: 12.10%
• 5Y*: 8.10%
• 10Y*: —

BAMV

• 1D: 0.13%
• 1M: 1.10%
• YTD: 10.15%
• 6M: 9.60%
• 1Y: 15.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ABEQ vs. BAMV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ABEQ Absolute Select Value ETF	4.60%	15.32%	12.68%	4.07%
BAMV Brookstone Value Stock ETF	10.15%	7.66%	12.03%	13.82%

Correlation

The correlation between ABEQ and BAMV is 0.59, 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	0.59
Correlation (All Time) Calculated using the full available price history since Sep 27, 2023	0.68

The correlation between ABEQ and BAMV has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

ABEQ vs. BAMV - Sectors Allocation Comparison

Sectors	ABEQ	BAMV
Financial Services	29.8%	28.3%
Basic Materials	19.4%	4.9%
Industrials	15.6%	10.4%
Energy	11.8%	5.9%
Consumer Defensive	7.0%	0.8%
Communication Services	6.2%	8.7%
Healthcare	6.1%	9.8%
Technology	4.4%	26.0%
Real Estate	4.2%	2.8%
Utilities	1.4%	0.3%
Consumer Cyclical	-	2.1%

Return for Risk

ABEQ vs. BAMV — Risk / Return Rank

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

ABEQ

ABEQ Risk / Return Rank: 31
ABEQ Sharpe Ratio Rank: 35
ABEQ Sortino Ratio Rank: 34
ABEQ Omega Ratio Rank: 33
ABEQ Calmar Ratio Rank: 29
ABEQ Martin Ratio Rank: 24

BAMV

BAMV Risk / Return Rank: 43
BAMV Sharpe Ratio Rank: 39
BAMV Sortino Ratio Rank: 39
BAMV Omega Ratio Rank: 36
BAMV Calmar Ratio Rank: 53
BAMV Martin Ratio Rank: 47

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.

ABEQ vs. BAMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Absolute Select Value ETF (ABEQ) and Brookstone Value Stock ETF (BAMV). 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.

	ABEQ	BAMV	Difference
Sharpe ratio: Return per unit of total volatility	1.23	1.34	-0.11
Sortino ratio: Return per unit of downside risk	1.77	1.96	-0.19
Omega ratio: Gain probability vs. loss probability	1.21	1.23	-0.02
Calmar ratio: Return relative to maximum drawdown	1.40	2.57	-1.17
Martin ratio: Return relative to average drawdown	3.12	7.75	-4.63

ABEQ vs. BAMV - Sharpe Ratio Comparison

The current ABEQ Sharpe Ratio is 1.23, which is comparable to the BAMV Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ABEQ and BAMV, 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

ABEQ vs. BAMV - Drawdown Comparison

The maximum ABEQ drawdown since its inception was -27.82%, which is greater than BAMV's maximum drawdown of -14.56%. Use the drawdown chart below to compare losses from any high point for ABEQ and BAMV.

Drawdown Indicators

	ABEQ	BAMV	Difference
Max Drawdown Largest peak-to-trough decline	-27.82%	-14.56%	-13.26%
Max Drawdown (1Y) Largest decline over 1 year	-7.89%	-6.23%	-1.66%
Max Drawdown (3Y) Largest decline over 3 years	-7.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.26%	—	—
Current Drawdown Current decline from peak	-6.40%	-1.07%	-5.33%
Average Drawdown Average peak-to-trough decline	-4.09%	-1.99%	-2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	2.06%	+1.47%

Volatility

ABEQ vs. BAMV - Volatility Comparison

The current volatility for Absolute Select Value ETF (ABEQ) is 2.12%, while Brookstone Value Stock ETF (BAMV) has a volatility of 3.76%. This indicates that ABEQ experiences smaller price fluctuations and is considered to be less risky than BAMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABEQ	BAMV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	3.76%	-1.64%
Volatility (6M) Calculated over the trailing 6-month period	6.49%	8.63%	-2.14%
Volatility (1Y) Calculated over the trailing 1-year period	8.97%	11.93%	-2.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.78%	13.73%	-2.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.80%	13.73%	+0.07%

ABEQ vs. BAMV - Expense Ratio Comparison

ABEQ has a 0.85% expense ratio, which is lower than BAMV's 0.95% expense ratio.

Dividends

ABEQ vs. BAMV - Dividend Comparison

ABEQ's dividend yield for the trailing twelve months is around 1.19%, less than BAMV's 1.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ABEQ Absolute Select Value ETF	1.19%	1.25%	1.48%	2.60%	1.20%	0.60%	0.60%
BAMV Brookstone Value Stock ETF	1.27%	1.32%	3.66%	0.19%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ABEQ and BAMV in my portfolio?

ABEQ and BAMV have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABEQ or BAMV?

BAMV has higher volatility (3.76%) compared to ABEQ (2.12%). In terms of maximum drawdown, ABEQ dropped -27.82% vs BAMV's -14.56%.

Which ETF is better, ABEQ or BAMV?

On 1-year performance, BAMV leads with 15.91% vs 10.98% for ABEQ. On fees, ABEQ is cheaper at 0.85% per year. On volatility, ABEQ has been the lower-risk option at 2.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABEQ or BAMV?

Over the 1-year period, BAMV has performed better with a 15.91% return vs 10.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABEQ or BAMV?

ABEQ is cheaper with a 0.85% expense ratio, compared with 0.95% for BAMV.

Which ETF pays a higher dividend yield, ABEQ or BAMV?

BAMV has the higher dividend yield at 1.27%, compared with 1.19% for ABEQ.

What is the main difference between ABEQ and BAMV?

They also come from different issuers: Absolute Investment Advisers LLC and Brookstone. Their fees differ too: 0.85% for ABEQ and 0.95% for BAMV.

Which has better risk-adjusted returns?

BAMV currently has the higher Sharpe Ratio (1.34 vs 1.23), 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.