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ABLG vs. PATN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABLG vs. PATN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF International Leaders ETF (ABLG) and Pacer Nasdaq International Patent Leaders ETF (PATN). 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 4.52% return, which is significantly lower than PATN's 41.08% return.


ABLG

1D
1.19%
1M
3.16%
YTD
4.52%
6M
5.07%
1Y
9.41%
3Y*
9.79%
5Y*
2.09%
10Y*

PATN

1D
0.40%
1M
17.36%
YTD
41.08%
6M
45.45%
1Y
73.81%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABLG vs. PATN - Yearly Performance Comparison


2026 (YTD)20252024
ABLG
Abacus FCF International Leaders ETF
4.52%13.27%-4.37%
PATN
Pacer Nasdaq International Patent Leaders ETF
41.08%40.01%-1.73%

Correlation

The correlation between ABLG and PATN 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 Sep 18, 2024

0.82

The correlation between ABLG and PATN 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. PATN — 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: 1717
Sharpe Ratio Rank
ABLG Sortino Ratio Rank: 1818
Sortino Ratio Rank
ABLG Omega Ratio Rank: 1717
Omega Ratio Rank
ABLG Calmar Ratio Rank: 1919
Calmar Ratio Rank
ABLG Martin Ratio Rank: 2222
Martin Ratio Rank

PATN
PATN Risk / Return Rank: 9191
Overall Rank
PATN Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PATN Sortino Ratio Rank: 9191
Sortino Ratio Rank
PATN Omega Ratio Rank: 9191
Omega Ratio Rank
PATN Calmar Ratio Rank: 8888
Calmar Ratio Rank
PATN Martin Ratio Rank: 9090
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. PATN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF International Leaders ETF (ABLG) and Pacer Nasdaq International Patent Leaders ETF (PATN). 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.


ABLGPATNDifference

Sharpe ratio

Return per unit of total volatility

0.56

3.51

-2.95

Sortino ratio

Return per unit of downside risk

0.91

4.38

-3.47

Omega ratio

Gain probability vs. loss probability

1.11

1.61

-0.50

Calmar ratio

Return relative to maximum drawdown

0.79

5.26

-4.47

Martin ratio

Return relative to average drawdown

2.81

21.36

-18.55

ABLG vs. PATN - Sharpe Ratio Comparison

The current ABLG Sharpe Ratio is 0.56, which is lower than the PATN Sharpe Ratio of 3.51. The chart below compares the historical Sharpe Ratios of ABLG and PATN, 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


ABLGPATNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

3.51

-2.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

2.30

-2.01

Drawdowns

ABLG vs. PATN - Drawdown Comparison

The maximum ABLG drawdown since its inception was -34.17%, which is greater than PATN's maximum drawdown of -16.77%. Use the drawdown chart below to compare losses from any high point for ABLG and PATN.


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Drawdown Indicators


ABLGPATNDifference

Max Drawdown

Largest peak-to-trough decline

-34.17%

-16.77%

-17.40%

Max Drawdown (1Y)

Largest decline over 1 year

-13.00%

-14.40%

+1.40%

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

-0.84%

0.00%

-0.84%

Average Drawdown

Average peak-to-trough decline

-9.21%

-3.16%

-6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.55%

+0.11%

Volatility

ABLG vs. PATN - Volatility Comparison

The current volatility for Abacus FCF International Leaders ETF (ABLG) is 6.20%, while Pacer Nasdaq International Patent Leaders ETF (PATN) has a volatility of 8.78%. This indicates that ABLG experiences smaller price fluctuations and is considered to be less risky than PATN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABLGPATNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

8.78%

-2.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.17%

18.15%

-3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

21.18%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

20.87%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

20.87%

-1.97%

ABLG vs. PATN - Expense Ratio Comparison

ABLG has a 0.54% expense ratio, which is lower than PATN's 0.65% expense ratio.


Dividends

ABLG vs. PATN - Dividend Comparison

ABLG's dividend yield for the trailing twelve months is around 2.43%, more than PATN's 1.59% yield.


PositionTTM202520242023202220212020201920182017
ABLG
Abacus FCF International Leaders ETF
2.43%2.30%2.13%2.39%9.36%2.01%0.64%1.90%0.92%0.26%
PATN
Pacer Nasdaq International Patent Leaders ETF
1.59%2.25%0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ABLG and PATN 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.

PATN has higher volatility (8.78%) compared to ABLG (6.20%). In terms of maximum drawdown, ABLG dropped -34.17% vs PATN's -16.77%.

On 1-year performance, PATN leads with 73.81% vs 9.41% for ABLG. On fees, ABLG is cheaper at 0.54% per year. On volatility, ABLG has been the lower-risk option at 6.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PATN has performed better with a 73.81% return vs 9.41%. 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 0.65% for PATN.

ABLG has the higher dividend yield at 2.43%, compared with 1.59% for PATN.

They also come from different issuers: Abacus and Pacer. Their fees differ too: 0.54% for ABLG and 0.65% for PATN.

PATN currently has the higher Sharpe Ratio (3.51 vs 0.56), 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.

Portfolio Optimizer

Find the right allocation for ABLG and PATN

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