ABFL vs. VTI

Last updated Jun 13, 2026

ABFL (Abacus FCF Leaders ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds. ABFL is actively managed, while VTI is passively managed. Over the past 5 years, ABFL returned 12.33%/yr vs 12.20%/yr for VTI. Their correlation of 0.93 suggests significant overlap in exposure. ABFL charges 0.49%/yr vs 0.03%/yr for VTI.

Performance

ABFL vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Leaders ETF (ABFL) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABFL achieves a 15.91% return, which is significantly higher than VTI's 9.62% return.

ABFL

• 1D: 1.15%
• 1M: 1.18%
• YTD: 15.91%
• 6M: 15.44%
• 1Y: 18.29%
• 3Y*: 17.78%
• 5Y*: 12.33%
• 10Y*: —

VTI

• 1D: 0.57%
• 1M: 0.45%
• YTD: 9.62%
• 6M: 9.69%
• 1Y: 24.78%
• 3Y*: 20.60%
• 5Y*: 12.20%
• 10Y*: 15.02%

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

ABFL vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABFL Abacus FCF Leaders ETF	15.91%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-6.26%	15.11%
VTI Vanguard Total Stock Market ETF	9.62%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	10.58%

Correlation

The correlation between ABFL and VTI is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Aug 24, 2017	0.93

The correlation between ABFL and VTI has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

ABFL vs. VTI - Sectors Allocation Comparison

Sectors	ABFL	VTI
Technology	35.2%	33.5%
Industrials	20.9%	9.8%
Healthcare	12.5%	9.2%
Energy	7.9%	3.7%
Consumer Defensive	7.3%	4.7%
Consumer Cyclical	6.3%	10.0%
Basic Materials	4.3%	2.0%
Communication Services	2.9%	10.3%
Financial Services	2.8%	12.0%
Real Estate	-	2.4%
Utilities	-	2.3%

Return for Risk

ABFL vs. VTI — Risk / Return Rank

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

ABFL

ABFL Risk / Return Rank: 43
ABFL Sharpe Ratio Rank: 36
ABFL Sortino Ratio Rank: 34
ABFL Omega Ratio Rank: 33
ABFL Calmar Ratio Rank: 58
ABFL Martin Ratio Rank: 53

VTI

VTI Risk / Return Rank: 70
VTI Sharpe Ratio Rank: 70
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 69
VTI Calmar Ratio Rank: 64
VTI Martin Ratio Rank: 76

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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Leaders ETF (ABFL) and Vanguard Total Stock Market ETF (VTI). 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.

	ABFL	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.15	1.97	-0.82
Sortino ratio: Return per unit of downside risk	1.64	2.67	-1.03
Omega ratio: Gain probability vs. loss probability	1.20	1.35	-0.15
Calmar ratio: Return relative to maximum drawdown	2.56	2.79	-0.23
Martin ratio: Return relative to average drawdown	8.19	12.52	-4.33

ABFL vs. VTI - Sharpe Ratio Comparison

The current ABFL Sharpe Ratio is 1.15, which is lower than the VTI Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ABFL and VTI, 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

ABFL vs. VTI - Drawdown Comparison

The maximum ABFL drawdown since its inception was -34.95%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ABFL and VTI.

Drawdown Indicators

	ABFL	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-55.45%	+20.50%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-8.92%	+1.75%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-19.30%	-0.62%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-25.36%	+3.48%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-1.73%	-2.14%	+0.41%
Average Drawdown Average peak-to-trough decline	-4.98%	-8.02%	+3.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	1.99%	+0.26%

Volatility

ABFL vs. VTI - Volatility Comparison

Abacus FCF Leaders ETF (ABFL) has a higher volatility of 5.94% compared to Vanguard Total Stock Market ETF (VTI) at 4.50%. This indicates that ABFL's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABFL	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	4.50%	+1.44%
Volatility (6M) Calculated over the trailing 6-month period	12.68%	9.82%	+2.86%
Volatility (1Y) Calculated over the trailing 1-year period	16.02%	12.64%	+3.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	17.47%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	18.33%	+0.42%

ABFL vs. VTI - Expense Ratio Comparison

ABFL has a 0.49% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

ABFL vs. VTI - Dividend Comparison

ABFL's dividend yield for the trailing twelve months is around 0.54%, less than VTI's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both ABFL and VTI in my portfolio?

ABFL and VTI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABFL or VTI?

ABFL has higher volatility (5.94%) compared to VTI (4.50%). In terms of maximum drawdown, ABFL dropped -34.95% vs VTI's -55.45%.

Which ETF is better, ABFL or VTI?

On 5-year performance, ABFL leads with 12.33% vs 12.20% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABFL or VTI?

Over the 5-year period, ABFL has performed better with a 12.33% return vs 12.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABFL or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.49% for ABFL.

Which ETF pays a higher dividend yield, ABFL or VTI?

VTI has the higher dividend yield at 1.03%, compared with 0.54% for ABFL.

What is the main difference between ABFL and VTI?

They also come from different issuers: Abacus and Vanguard. Their fees differ too: 0.49% for ABFL and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.97 vs 1.15), 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.