ABIG vs. MTUM
ABIG (Argent Large Cap ETF) and MTUM (iShares MSCI USA Momentum Factor ETF) are both exchange-traded funds - ABIG is a Large Cap Blend Equities fund actively managed by Argent, while MTUM is a Momentum fund tracking the MSCI USA Momentum SR Variant Index. ABIG is actively managed, while MTUM is passively managed. Over the past year, ABIG returned 18.99% vs 40.55% for MTUM. A 0.75 correlation means they provide meaningful diversification when combined. ABIG charges 0.49%/yr vs 0.15%/yr for MTUM.
Performance
ABIG vs. MTUM - Performance Comparison
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Returns By Period
In the year-to-date period, ABIG achieves a 7.21% return, which is significantly lower than MTUM's 30.30% return.
ABIG
- 1D
- 0.70%
- 1M
- 4.23%
- YTD
- 7.21%
- 6M
- 6.33%
- 1Y
- 18.99%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MTUM
- 1D
- -1.10%
- 1M
- 11.94%
- YTD
- 30.30%
- 6M
- 29.99%
- 1Y
- 40.55%
- 3Y*
- 34.34%
- 5Y*
- 14.96%
- 10Y*
- 17.19%
ABIG vs. MTUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABIG Argent Large Cap ETF | 7.21% | 16.95% |
MTUM iShares MSCI USA Momentum Factor ETF | 30.30% | 26.18% |
Correlation
The correlation between ABIG and MTUM is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2025 | 0.75 |
The correlation between ABIG and MTUM has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.
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Return for Risk
ABIG vs. MTUM — Risk / Return Rank
ABIG
MTUM
ABIG vs. MTUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Argent Large Cap ETF (ABIG) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.
| ABIG | MTUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 3.53 | -2.14 |
| Martin ratioReturn relative to average drawdown | 5.01 | 14.10 | -9.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABIG | MTUM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.14 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.73 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.53 | 0.84 | +0.68 |
Drawdowns
ABIG vs. MTUM - Drawdown Comparison
The maximum ABIG drawdown since its inception was -13.70%, smaller than the maximum MTUM drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for ABIG and MTUM.
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Drawdown Indicators
| ABIG | MTUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.70% | -34.08% | +20.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -11.54% | -2.16% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.99% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.28% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.08% | — |
Current DrawdownCurrent decline from peak | -0.65% | -1.10% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -2.23% | -6.21% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 2.89% | +0.91% |
Volatility
ABIG vs. MTUM - Volatility Comparison
The current volatility for Argent Large Cap ETF (ABIG) is 3.37%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 7.67%. This indicates that ABIG experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABIG | MTUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 7.67% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.02% | 16.51% | -6.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.08% | 19.08% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 20.60% | -6.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.31% | 21.03% | -6.72% |
ABIG vs. MTUM - Expense Ratio Comparison
ABIG has a 0.49% expense ratio, which is higher than MTUM's 0.15% expense ratio.
Dividends
ABIG vs. MTUM - Dividend Comparison
ABIG's dividend yield for the trailing twelve months is around 0.09%, less than MTUM's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABIG Argent Large Cap ETF | 0.09% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.60% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
Frequently Asked Questions
ABIG and MTUM have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTUM has higher volatility (7.67%) compared to ABIG (3.37%). In terms of maximum drawdown, ABIG dropped -13.70% vs MTUM's -34.08%.
On 1-year performance, MTUM leads with 40.55% vs 18.99% for ABIG. On fees, MTUM is cheaper at 0.15% per year. On volatility, ABIG has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MTUM has performed better with a 40.55% return vs 18.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MTUM is cheaper with a 0.15% expense ratio, compared with 0.49% for ABIG.
MTUM has the higher dividend yield at 0.60%, compared with 0.09% for ABIG.
ABIG is categorized as Large Cap Blend Equities, while MTUM is Momentum. They also come from different issuers: Argent and iShares. Their fees differ too: 0.49% for ABIG and 0.15% for MTUM.
MTUM currently has the higher Sharpe Ratio (2.14 vs 1.46), 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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