ABLD vs. VOE
ABLD (Abacus FCF Real Assets Leaders ETF) and VOE (Vanguard Mid-Cap Value ETF) are both Mid Cap Value Equities funds - ABLD tracks the FCF Yield Enhanced Real Asset Index while VOE tracks the CRSP US Mid Cap Value Index. Both are passively managed. Over the past 3 years, ABLD returned 12.75%/yr vs 16.53%/yr for VOE. Their correlation of 0.83 suggests significant overlap in exposure. ABLD charges 0.39%/yr vs 0.07%/yr for VOE.
Performance
ABLD vs. VOE - Performance Comparison
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Returns By Period
In the year-to-date period, ABLD achieves a 8.60% return, which is significantly lower than VOE's 10.75% return.
ABLD
- 1D
- -0.14%
- 1M
- -2.02%
- YTD
- 8.60%
- 6M
- 8.04%
- 1Y
- 15.09%
- 3Y*
- 12.75%
- 5Y*
- —
- 10Y*
- —
VOE
- 1D
- -0.16%
- 1M
- 1.35%
- YTD
- 10.75%
- 6M
- 11.62%
- 1Y
- 22.73%
- 3Y*
- 16.53%
- 5Y*
- 8.45%
- 10Y*
- 10.55%
ABLD vs. VOE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 8.60% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
VOE Vanguard Mid-Cap Value ETF | 10.75% | 12.08% | 14.00% | 9.85% | -7.97% | 3.38% |
Correlation
The correlation between ABLD and VOE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.83 |
The correlation between ABLD and VOE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.
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Return for Risk
ABLD vs. VOE — Risk / Return Rank
ABLD
VOE
ABLD vs. VOE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Real Assets Leaders ETF (ABLD) and Vanguard Mid-Cap Value ETF (VOE). 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.
| ABLD | VOE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 3.30 | -1.99 |
| Martin ratioReturn relative to average drawdown | 4.50 | 12.51 | -8.00 |
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
| ABLD | VOE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.99 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.53 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.44 | +0.23 |
Drawdowns
ABLD vs. VOE - Drawdown Comparison
The maximum ABLD drawdown since its inception was -19.35%, smaller than the maximum VOE drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for ABLD and VOE.
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Drawdown Indicators
| ABLD | VOE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.35% | -61.50% | +42.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -6.93% | -4.71% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -18.45% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.18% | — |
Current DrawdownCurrent decline from peak | -7.31% | -0.16% | -7.15% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -8.35% | +4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 1.82% | +1.54% |
Volatility
ABLD vs. VOE - Volatility Comparison
Abacus FCF Real Assets Leaders ETF (ABLD) has a higher volatility of 4.52% compared to Vanguard Mid-Cap Value ETF (VOE) at 2.58%. This indicates that ABLD's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABLD | VOE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.58% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 8.13% | +4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 11.47% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.52% | 16.03% | +1.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.52% | 18.83% | -1.31% |
ABLD vs. VOE - Expense Ratio Comparison
ABLD has a 0.39% expense ratio, which is higher than VOE's 0.07% expense ratio.
Dividends
ABLD vs. VOE - Dividend Comparison
ABLD's dividend yield for the trailing twelve months is around 4.20%, more than VOE's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 4.20% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOE Vanguard Mid-Cap Value ETF | 1.88% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
Frequently Asked Questions
ABLD and VOE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABLD has higher volatility (4.52%) compared to VOE (2.58%). In terms of maximum drawdown, ABLD dropped -19.35% vs VOE's -61.50%.
On 3-year performance, VOE leads with 16.53% vs 12.75% for ABLD. On fees, VOE is cheaper at 0.07% per year. On volatility, VOE has been the lower-risk option at 2.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VOE has performed better with a 16.53% return vs 12.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VOE is cheaper with a 0.07% expense ratio, compared with 0.39% for ABLD.
ABLD has the higher dividend yield at 4.20%, compared with 1.88% for VOE.
ABLD tracks FCF Yield Enhanced Real Asset Index, while VOE tracks CRSP US Mid Cap Value Index. They also come from different issuers: Abacus and Vanguard. Their fees differ too: 0.39% for ABLD and 0.07% for VOE.
VOE currently has the higher Sharpe Ratio (1.99 vs 1.03), 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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