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ABFL vs. TEXN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABFL vs. TEXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Leaders ETF (ABFL) and iShares Texas Equity ETF (TEXN). 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 17.63% return, which is significantly lower than TEXN's 25.94% return.


ABFL

1D
0.02%
1M
6.04%
YTD
17.63%
6M
17.18%
1Y
20.72%
3Y*
19.01%
5Y*
12.77%
10Y*

TEXN

1D
-0.24%
1M
5.35%
YTD
25.94%
6M
24.41%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABFL vs. TEXN - Yearly Performance Comparison


2026 (YTD)2025
ABFL
Abacus FCF Leaders ETF
17.63%2.25%
TEXN
iShares Texas Equity ETF
25.94%8.16%

Correlation

The correlation between ABFL and TEXN is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 25, 2025

0.56

ABFL vs. TEXN - Sectors Allocation Comparison


Sectors
ABFL
TEXN

Technology

35.2%
15.5%

Industrials

20.9%
16.9%

Healthcare

12.5%
2.9%

Energy

7.9%
36.1%

Consumer Defensive

7.3%
2.1%

Consumer Cyclical

6.3%
10.8%

Basic Materials

4.3%
0.8%

Communication Services

2.9%
3.6%

Financial Services

2.8%
4.1%

Real Estate

-

4.2%

Utilities

-

2.9%

Technology

ABFL
35.2%
TEXN
15.5%

Industrials

ABFL
20.9%
TEXN
16.9%

Healthcare

ABFL
12.5%
TEXN
2.9%

Energy

ABFL
7.9%
TEXN
36.1%

Consumer Defensive

ABFL
7.3%
TEXN
2.1%

Consumer Cyclical

ABFL
6.3%
TEXN
10.8%

Basic Materials

ABFL
4.3%
TEXN
0.8%

Communication Services

ABFL
2.9%
TEXN
3.6%

Financial Services

ABFL
2.8%
TEXN
4.1%

Real Estate

ABFL

-

TEXN
4.2%

Utilities

ABFL

-

TEXN
2.9%

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Return for Risk

ABFL vs. TEXN — Risk / Return Rank

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

ABFL
ABFL Risk / Return Rank: 4545
Overall Rank
ABFL Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ABFL Sortino Ratio Rank: 3737
Sortino Ratio Rank
ABFL Omega Ratio Rank: 3636
Omega Ratio Rank
ABFL Calmar Ratio Rank: 5959
Calmar Ratio Rank
ABFL Martin Ratio Rank: 5555
Martin Ratio Rank

TEXN
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. TEXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Leaders ETF (ABFL) and iShares Texas Equity ETF (TEXN). 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.


ABFLTEXNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.90

Martin ratioReturn relative to average drawdown

9.41

ABFL vs. TEXN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ABFLTEXNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

2.75

-1.96

Drawdowns

ABFL vs. TEXN - Drawdown Comparison

The maximum ABFL drawdown since its inception was -34.95%, which is greater than TEXN's maximum drawdown of -6.34%. Use the drawdown chart below to compare losses from any high point for ABFL and TEXN.


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Drawdown Indicators


ABFLTEXNDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-6.34%

-28.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

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

0.00%

-0.24%

+0.24%

Average Drawdown

Average peak-to-trough decline

-4.99%

-1.12%

-3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

ABFL vs. TEXN - Volatility Comparison


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Volatility by Period


ABFLTEXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

14.19%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

14.19%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

14.19%

+4.52%

ABFL vs. TEXN - Expense Ratio Comparison

ABFL has a 0.49% expense ratio, which is higher than TEXN's 0.20% expense ratio.


Dividends

ABFL vs. TEXN - Dividend Comparison

ABFL's dividend yield for the trailing twelve months is around 0.53%, less than TEXN's 1.01% yield.


PositionTTM202520242023202220212020201920182017
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%
TEXN
iShares Texas Equity ETF
1.01%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABFL and TEXN have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TEXN is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TEXN is cheaper with a 0.20% expense ratio, compared with 0.49% for ABFL.

TEXN has the higher dividend yield at 1.01%, compared with 0.53% for ABFL.

They also come from different issuers: Abacus and iShares. Their fees differ too: 0.49% for ABFL and 0.20% for TEXN.

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