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ABFL vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABFL vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Leaders ETF (ABFL) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABFL achieves a 16.11% return, which is significantly higher than IBIC's 2.43% return.


ABFL

1D
-2.37%
1M
1.40%
YTD
16.11%
6M
13.99%
1Y
20.27%
3Y*
18.20%
5Y*
12.28%
10Y*

IBIC

1D
0.04%
1M
0.12%
YTD
2.43%
6M
2.57%
1Y
4.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABFL vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
ABFL
Abacus FCF Leaders ETF
16.11%8.07%18.26%6.99%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.43%4.96%5.25%2.17%

Correlation

The correlation between ABFL and IBIC is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

-0.03

The correlation between ABFL and IBIC shifts across timeframes, from -0.15 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ABFL vs. IBIC — Risk / Return Rank

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

ABFL
ABFL Risk / Return Rank: 4646
Overall Rank
ABFL Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ABFL Sortino Ratio Rank: 3636
Sortino Ratio Rank
ABFL Omega Ratio Rank: 3636
Omega Ratio Rank
ABFL Calmar Ratio Rank: 6363
Calmar Ratio Rank
ABFL Martin Ratio Rank: 5656
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
Martin Ratio Rank
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.

ABFL vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Leaders ETF (ABFL) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


ABFLIBICDifference
Sharpe ratioReturn per unit of total volatility

-3.73

Sortino ratioReturn per unit of downside risk

-7.21

Omega ratioGain probability vs. loss probability

1.22

2.22

-1.00

Calmar ratioReturn relative to maximum drawdown

2.84

16.56

-13.72

Martin ratioReturn relative to average drawdown

9.06

58.67

-49.61

ABFL vs. IBIC - Sharpe Ratio Comparison

The current ABFL Sharpe Ratio is 1.25, which is lower than the IBIC Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of ABFL and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ABFL vs. IBIC - Drawdown Comparison

The maximum ABFL drawdown since its inception was -34.95%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for ABFL and IBIC.


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Drawdown Indicators


ABFLIBICDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-0.90%

-34.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-0.27%

-6.90%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

Current Drawdown

Current decline from peak

-2.37%

-0.08%

-2.29%

Average Drawdown

Average peak-to-trough decline

-4.97%

-0.10%

-4.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

0.08%

+2.16%

Volatility

ABFL vs. IBIC - Volatility Comparison

Abacus FCF Leaders ETF (ABFL) has a higher volatility of 6.44% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that ABFL's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABFLIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

0.17%

+6.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

0.67%

+12.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

0.89%

+15.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.29%

1.56%

+15.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

1.56%

+17.20%

ABFL vs. IBIC - Expense Ratio Comparison

ABFL has a 0.49% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

ABFL vs. IBIC - Dividend Comparison

ABFL's dividend yield for the trailing twelve months is around 0.54%, less than IBIC's 3.58% yield.


PositionTTM202520242023202220212020201920182017
ABFL
Abacus FCF Leaders ETF
0.54%0.62%0.70%0.94%1.36%9.63%0.41%0.72%0.62%0.40%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.58%4.43%4.65%0.83%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABFL and IBIC have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABFL has higher volatility (6.44%) compared to IBIC (0.17%). In terms of maximum drawdown, ABFL dropped -34.95% vs IBIC's -0.90%.

On 1-year performance, ABFL leads with 20.27% vs 4.42% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ABFL has performed better with a 20.27% return vs 4.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.49% for ABFL.

IBIC has the higher dividend yield at 3.58%, compared with 0.54% for ABFL.

ABFL is categorized as Large Cap Blend Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: Abacus and iShares. Their fees differ too: 0.49% for ABFL and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.99 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.

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