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ABLG vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABLG vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF International Leaders ETF (ABLG) and AB International Buffer ETF (BUFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ABLG achieves a 4.01% return, which is significantly lower than BUFI's 4.92% return.


ABLG

1D
-0.49%
1M
3.53%
YTD
4.01%
6M
3.75%
1Y
9.23%
3Y*
9.61%
5Y*
1.80%
10Y*

BUFI

1D
-0.31%
1M
1.83%
YTD
4.92%
6M
6.32%
1Y
12.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABLG vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
ABLG
Abacus FCF International Leaders ETF
4.01%13.27%-4.33%
BUFI
AB International Buffer ETF
4.92%16.50%-1.31%

Correlation

The correlation between ABLG and BUFI is 0.83, 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

0.83

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2024

0.82

The correlation between ABLG and BUFI has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

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Return for Risk

ABLG vs. BUFI — Risk / Return Rank

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

ABLG
ABLG Risk / Return Rank: 1919
Overall Rank
ABLG Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ABLG Sortino Ratio Rank: 1818
Sortino Ratio Rank
ABLG Omega Ratio Rank: 1818
Omega Ratio Rank
ABLG Calmar Ratio Rank: 1818
Calmar Ratio Rank
ABLG Martin Ratio Rank: 2222
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 4747
Overall Rank
BUFI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4646
Sortino Ratio Rank
BUFI Omega Ratio Rank: 4747
Omega Ratio Rank
BUFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5353
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.

ABLG vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF International Leaders ETF (ABLG) and AB International Buffer ETF (BUFI). 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.


ABLGBUFIDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.11

1.30

-0.19

Calmar ratioReturn relative to maximum drawdown

0.71

2.26

-1.55

Martin ratioReturn relative to average drawdown

2.53

8.98

-6.45

ABLG vs. BUFI - Sharpe Ratio Comparison

The current ABLG Sharpe Ratio is 0.54, which is lower than the BUFI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of ABLG and BUFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ABLGBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.53

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

1.50

-1.21

Drawdowns

ABLG vs. BUFI - Drawdown Comparison

The maximum ABLG drawdown since its inception was -34.17%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for ABLG and BUFI.


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Drawdown Indicators


ABLGBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-7.43%

-26.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-5.69%

-7.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.34%

Max Drawdown (5Y)

Largest decline over 5 years

-34.13%

Current Drawdown

Current decline from peak

-1.32%

-0.32%

-1.00%

Average Drawdown

Average peak-to-trough decline

-9.21%

-0.86%

-8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

1.43%

+2.23%

Volatility

ABLG vs. BUFI - Volatility Comparison

Abacus FCF International Leaders ETF (ABLG) has a higher volatility of 6.15% compared to AB International Buffer ETF (BUFI) at 2.20%. This indicates that ABLG's price experiences larger fluctuations and is considered to be riskier than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABLGBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

2.20%

+3.95%

Volatility (6M)

Calculated over the trailing 6-month period

14.17%

7.05%

+7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

8.43%

+8.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

9.15%

+7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

9.15%

+9.74%

ABLG vs. BUFI - Expense Ratio Comparison

ABLG has a 0.54% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

ABLG vs. BUFI - Dividend Comparison

ABLG's dividend yield for the trailing twelve months is around 2.45%, while BUFI has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ABLG
Abacus FCF International Leaders ETF
2.45%2.30%2.13%2.39%9.36%2.01%0.64%1.90%0.92%0.26%
BUFI
AB International Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABLG and BUFI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABLG has higher volatility (6.15%) compared to BUFI (2.20%). In terms of maximum drawdown, ABLG dropped -34.17% vs BUFI's -7.43%.

On 1-year performance, BUFI leads with 12.80% vs 9.23% for ABLG. On fees, ABLG is cheaper at 0.54% per year. On volatility, BUFI has been the lower-risk option at 2.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BUFI has performed better with a 12.80% return vs 9.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ABLG is cheaper with a 0.54% expense ratio, compared with 0.69% for BUFI.

ABLG has the higher dividend yield at 2.45%, compared with 0.00% for BUFI.

ABLG is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: Abacus and AllianceBernstein. Their fees differ too: 0.54% for ABLG and 0.69% for BUFI.

BUFI currently has the higher Sharpe Ratio (1.53 vs 0.54), 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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