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ABLD vs. VEGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABLD vs. VEGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Real Assets Leaders ETF (ABLD) and iShares MSCI Agriculture Producers ETF (VEGI). The values are adjusted to include any dividend payments, if applicable.

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ABLD vs. VEGI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ABLD
Abacus FCF Real Assets Leaders ETF
9.02%6.64%7.05%18.89%7.42%3.86%
VEGI
iShares MSCI Agriculture Producers ETF
17.29%11.34%-4.85%-8.59%6.34%3.54%

Returns By Period

In the year-to-date period, ABLD achieves a 9.02% return, which is significantly lower than VEGI's 17.29% return.


ABLD

1D
2.85%
1M
-6.73%
YTD
9.02%
6M
10.21%
1Y
14.65%
3Y*
13.41%
5Y*
10Y*

VEGI

1D
0.94%
1M
-2.88%
YTD
17.29%
6M
16.77%
1Y
24.76%
3Y*
4.98%
5Y*
4.54%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABLD vs. VEGI - Expense Ratio Comparison

Both ABLD and VEGI have an expense ratio of 0.39%.


Return for Risk

ABLD vs. VEGI — Risk / Return Rank

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

ABLD
ABLD Risk / Return Rank: 4141
Overall Rank
ABLD Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ABLD Sortino Ratio Rank: 4040
Sortino Ratio Rank
ABLD Omega Ratio Rank: 4242
Omega Ratio Rank
ABLD Calmar Ratio Rank: 3939
Calmar Ratio Rank
ABLD Martin Ratio Rank: 4343
Martin Ratio Rank

VEGI
VEGI Risk / Return Rank: 7979
Overall Rank
VEGI Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VEGI Sortino Ratio Rank: 8484
Sortino Ratio Rank
VEGI Omega Ratio Rank: 7575
Omega Ratio Rank
VEGI Calmar Ratio Rank: 8484
Calmar Ratio Rank
VEGI Martin Ratio Rank: 7272
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.

ABLD vs. VEGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Real Assets Leaders ETF (ABLD) and iShares MSCI Agriculture Producers ETF (VEGI). 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.


ABLDVEGIDifference

Sharpe ratio

Return per unit of total volatility

0.80

1.43

-0.64

Sortino ratio

Return per unit of downside risk

1.18

2.18

-1.00

Omega ratio

Gain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.03

2.41

-1.38

Martin ratio

Return relative to average drawdown

4.19

7.01

-2.83

ABLD vs. VEGI - Sharpe Ratio Comparison

The current ABLD Sharpe Ratio is 0.80, which is lower than the VEGI Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ABLD and VEGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABLDVEGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.43

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.34

+0.36

Correlation

The correlation between ABLD and VEGI is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ABLD vs. VEGI - Dividend Comparison

ABLD's dividend yield for the trailing twelve months is around 4.18%, more than VEGI's 1.99% yield.


TTM20252024202320222021202020192018201720162015
ABLD
Abacus FCF Real Assets Leaders ETF
4.18%2.86%10.13%4.70%8.40%0.08%0.00%0.00%0.00%0.00%0.00%0.00%
VEGI
iShares MSCI Agriculture Producers ETF
1.99%2.33%2.62%2.54%1.49%1.46%1.55%1.84%2.02%1.75%2.13%2.49%

Drawdowns

ABLD vs. VEGI - Drawdown Comparison

The maximum ABLD drawdown since its inception was -19.35%, smaller than the maximum VEGI drawdown of -37.37%. Use the drawdown chart below to compare losses from any high point for ABLD and VEGI.


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Drawdown Indicators


ABLDVEGIDifference

Max Drawdown

Largest peak-to-trough decline

-19.35%

-37.37%

+18.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.67%

-10.60%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.86%

Max Drawdown (10Y)

Largest decline over 10 years

-37.37%

Current Drawdown

Current decline from peak

-6.95%

-4.07%

-2.88%

Average Drawdown

Average peak-to-trough decline

-3.91%

-9.90%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.64%

-0.03%

Volatility

ABLD vs. VEGI - Volatility Comparison

Abacus FCF Real Assets Leaders ETF (ABLD) has a higher volatility of 7.45% compared to iShares MSCI Agriculture Producers ETF (VEGI) at 5.55%. This indicates that ABLD's price experiences larger fluctuations and is considered to be riskier than VEGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABLDVEGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

5.55%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

11.28%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

17.37%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

17.86%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

18.92%

-1.34%