ABFL vs. ABXB
ABFL (Abacus FCF Leaders ETF) and ABXB (Abacus Flexible Bond Leaders ETF) are both exchange-traded funds - ABFL is a Large Cap Blend Equities fund actively managed by Abacus, while ABXB is a Nontraditional Bonds fund tracking the Abacus Flexible Bond Leaders Index. ABFL is actively managed, while ABXB is passively managed. Over the past 5 years, ABFL returned 12.77%/yr vs 1.12%/yr for ABXB. At a 0.48 correlation, their price movements are largely independent. ABFL charges 0.49%/yr vs 0.62%/yr for ABXB.
Performance
ABFL vs. ABXB - Performance Comparison
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Returns By Period
In the year-to-date period, ABFL achieves a 17.63% return, which is significantly higher than ABXB's 0.19% return.
ABFL
- 1D
- 0.02%
- 1M
- 6.04%
- YTD
- 17.63%
- 6M
- 17.18%
- 1Y
- 20.72%
- 3Y*
- 19.01%
- 5Y*
- 12.77%
- 10Y*
- —
ABXB
- 1D
- -0.31%
- 1M
- 0.32%
- YTD
- 0.19%
- 6M
- 0.47%
- 1Y
- 5.34%
- 3Y*
- 6.41%
- 5Y*
- 1.12%
- 10Y*
- —
ABFL vs. ABXB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABFL Abacus FCF Leaders ETF | 17.63% | 8.07% | 18.26% | 22.97% | -14.60% | 30.66% | 2.75% |
ABXB Abacus Flexible Bond Leaders ETF | 0.19% | 8.73% | 4.69% | 7.79% | -14.49% | 1.30% | 0.87% |
Correlation
The correlation between ABFL and ABXB is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.48 |
The correlation between ABFL and ABXB has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
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Return for Risk
ABFL vs. ABXB — Risk / Return Rank
ABFL
ABXB
ABFL vs. ABXB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Leaders ETF (ABFL) and Abacus Flexible Bond Leaders ETF (ABXB). 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.
| ABFL | ABXB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 1.56 | +1.34 |
| Martin ratioReturn relative to average drawdown | 9.41 | 5.28 | +4.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABFL | ABXB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.54 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.20 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.24 | +0.54 |
Drawdowns
ABFL vs. ABXB - Drawdown Comparison
The maximum ABFL drawdown since its inception was -34.95%, which is greater than ABXB's maximum drawdown of -16.96%. Use the drawdown chart below to compare losses from any high point for ABFL and ABXB.
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Drawdown Indicators
| ABFL | ABXB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -16.96% | -17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -3.43% | -3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -3.81% | -16.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -16.96% | -4.92% |
Current DrawdownCurrent decline from peak | 0.00% | -1.60% | +1.60% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -5.73% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 1.01% | +1.20% |
Volatility
ABFL vs. ABXB - Volatility Comparison
Abacus FCF Leaders ETF (ABFL) has a higher volatility of 4.48% compared to Abacus Flexible Bond Leaders ETF (ABXB) at 0.98%. This indicates that ABFL's price experiences larger fluctuations and is considered to be riskier than ABXB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABFL | ABXB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 0.98% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 11.70% | 2.74% | +8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.31% | 3.48% | +11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 5.59% | +11.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 5.44% | +13.27% |
ABFL vs. ABXB - Expense Ratio Comparison
ABFL has a 0.49% expense ratio, which is lower than ABXB's 0.62% expense ratio.
Dividends
ABFL vs. ABXB - Dividend Comparison
ABFL's dividend yield for the trailing twelve months is around 0.53%, less than ABXB's 5.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ABFL Abacus FCF Leaders ETF | 0.53% | 0.62% | 0.70% | 0.94% | 1.36% | 9.63% | 0.41% | 0.72% | 0.62% | 0.40% |
ABXB Abacus Flexible Bond Leaders ETF | 5.20% | 5.50% | 15.35% | 4.79% | 3.18% | 3.40% | 0.37% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABFL and ABXB have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABFL has higher volatility (4.48%) compared to ABXB (0.98%). In terms of maximum drawdown, ABFL dropped -34.95% vs ABXB's -16.96%.
On 5-year performance, ABFL leads with 12.77% vs 1.12% for ABXB. On fees, ABFL is cheaper at 0.49% per year. On volatility, ABXB has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ABFL has performed better with a 12.77% return vs 1.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABFL is cheaper with a 0.49% expense ratio, compared with 0.62% for ABXB.
ABXB has the higher dividend yield at 5.20%, compared with 0.53% for ABFL.
ABFL is categorized as Large Cap Blend Equities, while ABXB is Nontraditional Bonds. Their fees differ too: 0.49% for ABFL and 0.62% for ABXB.
ABXB currently has the higher Sharpe Ratio (1.54 vs 1.36), 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.
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