PortfoliosLab logoPortfoliosLab logo
ABI vs. CFO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABI vs. CFO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares Pioneer Asset-Based Income ETF (ABI) and VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ABI achieves a 2.92% return, which is significantly lower than CFO's 8.52% return.


ABI

1D
-0.04%
1M
0.54%
YTD
2.92%
6M
3.00%
1Y
5.02%
3Y*
5Y*
10Y*

CFO

1D
0.51%
1M
1.90%
YTD
8.52%
6M
7.21%
1Y
15.21%
3Y*
10.73%
5Y*
4.24%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABI vs. CFO - Yearly Performance Comparison


Correlation

The correlation between ABI and CFO is 0.22, 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

0.22

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. CFO — Risk / Return Rank

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

ABI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CFO
CFO Risk / Return Rank: 4646
Overall Rank
CFO Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CFO Sortino Ratio Rank: 4646
Sortino Ratio Rank
CFO Omega Ratio Rank: 4141
Omega Ratio Rank
CFO Calmar Ratio Rank: 4949
Calmar Ratio Rank
CFO Martin Ratio Rank: 5151
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.

ABI vs. CFO - 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 Enhanced Volatility Weighted ETF (CFO). 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.


ABICFODifference
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

2.15

Martin ratioReturn relative to average drawdown

7.94

ABI vs. CFO - Sharpe Ratio Comparison


Loading charts...

Drawdowns

ABI vs. CFO - Drawdown Comparison

The maximum ABI drawdown since its inception was -0.95%, smaller than the maximum CFO drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for ABI and CFO.


Loading charts...

Drawdown Indicators


ABICFODifference

Max Drawdown

Largest peak-to-trough decline

-0.95%

-24.35%

+23.40%

Max Drawdown (1Y)

Largest decline over 1 year

-0.95%

-7.10%

+6.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

Max Drawdown (10Y)

Largest decline over 10 years

-24.35%

Current Drawdown

Current decline from peak

-0.04%

-0.08%

+0.04%

Average Drawdown

Average peak-to-trough decline

-0.18%

-5.60%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

ABI vs. CFO - Volatility Comparison


Loading charts...

Volatility by Period


ABICFODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

Volatility (1Y)

Calculated over the trailing 1-year period

1.27%

10.88%

-9.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.27%

13.33%

-12.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.27%

13.22%

-11.95%

ABI vs. CFO - Expense Ratio Comparison

ABI has a 0.65% expense ratio, which is higher than CFO's 0.35% expense ratio.


Dividends

ABI vs. CFO - Dividend Comparison

ABI's dividend yield for the trailing twelve months is around 5.69%, more than CFO's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
CFO
VictoryShares US 500 Enhanced Volatility Weighted ETF
1.24%1.32%1.44%1.72%3.95%1.06%0.90%1.44%1.49%1.18%1.35%1.31%

Frequently Asked Questions


ABI and CFO have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, CFO leads with 15.21% vs 5.02% for ABI. On fees, CFO 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, CFO has performed better with a 15.21% return vs 5.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CFO 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 CFO.

ABI is categorized as Multisector Bonds, while CFO is Large Cap Blend Equities. Their fees differ too: 0.65% for ABI and 0.35% for CFO.

Portfolio Optimizer

Find the right allocation for ABI and CFO

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