ABI vs. CFA
ABI (VictoryShares Pioneer Asset-Based Income ETF) and CFA (VictoryShares US 500 Volatility Weighted ETF) are both exchange-traded funds - ABI is a Multisector Bonds fund managed by VictoryShares, while CFA is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index. Over the past year, ABI returned 5.02% vs 15.19% for CFA. At a 0.21 correlation, their price movements are largely independent. ABI charges 0.65%/yr vs 0.35%/yr for CFA.
Performance
ABI vs. CFA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ABI achieves a 2.92% return, which is significantly lower than CFA's 8.52% return.
ABI
- 1D
- -0.04%
- 1M
- 0.54%
- YTD
- 2.92%
- 6M
- 3.00%
- 1Y
- 5.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CFA
- 1D
- 0.51%
- 1M
- 1.92%
- YTD
- 8.52%
- 6M
- 7.20%
- 1Y
- 15.19%
- 3Y*
- 13.76%
- 5Y*
- 8.15%
- 10Y*
- 12.26%
ABI vs. CFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABI VictoryShares Pioneer Asset-Based Income ETF | 2.92% | 2.05% |
CFA VictoryShares US 500 Volatility Weighted ETF | 8.52% | 6.14% |
Correlation
The correlation between ABI and CFA is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.21 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ABI vs. CFA — Risk / Return Rank
ABI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CFA
ABI vs. CFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares Pioneer Asset-Based Income ETF (ABI) and VictoryShares US 500 Volatility Weighted ETF (CFA). 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.
| ABI | CFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.14 | — |
| Martin ratioReturn relative to average drawdown | — | 7.91 | — |
Loading charts...
Drawdowns
ABI vs. CFA - Drawdown Comparison
The maximum ABI drawdown since its inception was -0.95%, smaller than the maximum CFA drawdown of -37.74%. Use the drawdown chart below to compare losses from any high point for ABI and CFA.
Loading charts...
Drawdown Indicators
| ABI | CFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.95% | -37.74% | +36.79% |
Max Drawdown (1Y)Largest decline over 1 year | -0.95% | -7.13% | +6.18% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.88% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.74% | — |
Current DrawdownCurrent decline from peak | -0.04% | -0.06% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -0.18% | -4.15% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.92% | — |
Volatility
ABI vs. CFA - Volatility Comparison
Loading charts...
Volatility by Period
| ABI | CFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.96% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.06% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.27% | 10.86% | -9.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.27% | 15.07% | -13.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.27% | 17.18% | -15.91% |
ABI vs. CFA - Expense Ratio Comparison
ABI has a 0.65% expense ratio, which is higher than CFA's 0.35% expense ratio.
Dividends
ABI vs. CFA - Dividend Comparison
ABI's dividend yield for the trailing twelve months is around 5.69%, more than CFA's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABI VictoryShares Pioneer Asset-Based Income ETF | 5.69% | 3.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CFA VictoryShares US 500 Volatility Weighted ETF | 1.24% | 1.29% | 1.32% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.50% | 1.15% | 1.37% | 1.31% |
Frequently Asked Questions
ABI and CFA have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, CFA leads with 15.19% vs 5.02% for ABI. On fees, CFA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CFA has performed better with a 15.19% return vs 5.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CFA is cheaper with a 0.35% expense ratio, compared with 0.65% for ABI.
ABI has the higher dividend yield at 5.69%, compared with 1.24% for CFA.
ABI is categorized as Multisector Bonds, while CFA is Large Cap Blend Equities. Their fees differ too: 0.65% for ABI and 0.35% for CFA.
Find the right allocation for ABI and CFA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer