ABLG vs. EFAV
ABLG (Abacus FCF International Leaders ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. ABLG is actively managed, while EFAV is passively managed. Over the past 5 years, ABLG returned 1.71%/yr vs 5.83%/yr for EFAV. A 0.73 correlation means they provide meaningful diversification when combined. ABLG charges 0.54%/yr vs 0.20%/yr for EFAV.
Performance
ABLG vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, ABLG achieves a 3.25% return, which is significantly higher than EFAV's 2.67% return.
ABLG
- 1D
- -3.36%
- 1M
- 0.95%
- YTD
- 3.25%
- 6M
- 2.42%
- 1Y
- 9.17%
- 3Y*
- 9.14%
- 5Y*
- 1.71%
- 10Y*
- —
EFAV
- 1D
- -0.18%
- 1M
- -3.17%
- YTD
- 2.67%
- 6M
- 2.24%
- 1Y
- 8.51%
- 3Y*
- 12.53%
- 5Y*
- 5.83%
- 10Y*
- 6.31%
ABLG vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABLG Abacus FCF International Leaders ETF | 3.25% | 13.27% | 0.39% | 18.22% | -24.37% | 16.87% | 18.30% | 24.52% | -17.73% | 7.78% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 2.67% | 26.00% | 5.30% | 12.52% | -15.11% | 7.20% | -0.06% | 16.67% | -5.74% | 5.45% |
Correlation
The correlation between ABLG and EFAV is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2017 | 0.73 |
The correlation between ABLG and EFAV shifts across timeframes, from 0.57 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ABLG vs. EFAV — Risk / Return Rank
ABLG
EFAV
ABLG vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF International Leaders ETF (ABLG) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.
| ABLG | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.15 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 1.28 | -0.57 |
| Martin ratioReturn relative to average drawdown | 2.45 | 3.26 | -0.82 |
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Drawdowns
ABLG vs. EFAV - Drawdown Comparison
The maximum ABLG drawdown since its inception was -34.17%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for ABLG and EFAV.
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Drawdown Indicators
| ABLG | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.17% | -27.56% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -6.66% | -6.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.34% | -8.75% | -12.59% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -27.46% | -6.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -3.36% | -6.66% | +3.30% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -4.77% | -4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.61% | +1.15% |
Volatility
ABLG vs. EFAV - Volatility Comparison
Abacus FCF International Leaders ETF (ABLG) has a higher volatility of 8.62% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.10%. This indicates that ABLG's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABLG | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.62% | 3.10% | +5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 16.14% | 8.53% | +7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 10.57% | +8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 11.82% | +5.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 13.06% | +5.97% |
ABLG vs. EFAV - Expense Ratio Comparison
ABLG has a 0.54% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
ABLG vs. EFAV - Dividend Comparison
ABLG's dividend yield for the trailing twelve months is around 2.46%, less than EFAV's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABLG Abacus FCF International Leaders ETF | 2.46% | 2.30% | 2.13% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% | 0.00% | 0.00% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.29% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
Frequently Asked Questions
ABLG and EFAV have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABLG has higher volatility (8.62%) compared to EFAV (3.10%). In terms of maximum drawdown, ABLG dropped -34.17% vs EFAV's -27.56%.
On 5-year performance, EFAV leads with 5.83% vs 1.71% for ABLG. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EFAV has performed better with a 5.83% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFAV is cheaper with a 0.20% expense ratio, compared with 0.54% for ABLG.
EFAV has the higher dividend yield at 3.29%, compared with 2.46% for ABLG.
They also come from different issuers: Abacus and iShares. Their fees differ too: 0.54% for ABLG and 0.20% for EFAV.
EFAV currently has the higher Sharpe Ratio (0.81 vs 0.50), 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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