ABLS vs. FDM
Compare and contrast key facts about Abacus FCF Small Cap Leaders ETF (ABLS) and First Trust Dow Jones Select MicroCap Index Fund (FDM).
ABLS and FDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ABLS is a passively managed fund by Abacus that tracks the performance of the Abacus FCF Small Cap Leaders Index. It was launched on Feb 18, 2025. FDM is a passively managed fund by First Trust that tracks the performance of the Dow Jones Select Microcap Index. It was launched on Sep 27, 2005. Both ABLS and FDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ABLS vs. FDM - Performance Comparison
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ABLS vs. FDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABLS Abacus FCF Small Cap Leaders ETF | -8.16% | -8.72% |
FDM First Trust Dow Jones Select MicroCap Index Fund | 3.39% | 13.48% |
Returns By Period
In the year-to-date period, ABLS achieves a -8.16% return, which is significantly lower than FDM's 3.39% return.
ABLS
- 1D
- 2.53%
- 1M
- -3.72%
- YTD
- -8.16%
- 6M
- -10.53%
- 1Y
- -10.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDM
- 1D
- 1.32%
- 1M
- -3.24%
- YTD
- 3.39%
- 6M
- 9.17%
- 1Y
- 33.86%
- 3Y*
- 17.23%
- 5Y*
- 7.95%
- 10Y*
- 11.22%
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ABLS vs. FDM - Expense Ratio Comparison
ABLS has a 0.39% expense ratio, which is lower than FDM's 0.60% expense ratio.
Return for Risk
ABLS vs. FDM — Risk / Return Rank
ABLS
FDM
ABLS vs. FDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Small Cap Leaders ETF (ABLS) and First Trust Dow Jones Select MicroCap Index Fund (FDM). 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.
| ABLS | FDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | 1.53 | -2.04 |
Sortino ratioReturn per unit of downside risk | -0.62 | 2.22 | -2.84 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.29 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 2.78 | -3.11 |
Martin ratioReturn relative to average drawdown | -0.91 | 9.61 | -10.52 |
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
| ABLS | FDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 1.53 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.37 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.67 | 0.34 | -1.01 |
Correlation
The correlation between ABLS and FDM is 0.75, 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
ABLS vs. FDM - Dividend Comparison
ABLS's dividend yield for the trailing twelve months is around 15.31%, more than FDM's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABLS Abacus FCF Small Cap Leaders ETF | 15.31% | 14.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDM First Trust Dow Jones Select MicroCap Index Fund | 1.33% | 1.43% | 1.56% | 1.81% | 1.80% | 1.08% | 1.68% | 1.37% | 1.26% | 0.97% | 1.13% | 1.45% |
Drawdowns
ABLS vs. FDM - Drawdown Comparison
The maximum ABLS drawdown since its inception was -19.28%, smaller than the maximum FDM drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for ABLS and FDM.
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Drawdown Indicators
| ABLS | FDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.28% | -63.45% | +44.17% |
Max Drawdown (1Y)Largest decline over 1 year | -16.19% | -11.99% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.76% | — |
Current DrawdownCurrent decline from peak | -16.17% | -5.74% | -10.43% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -11.43% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.87% | 3.46% | +2.41% |
Volatility
ABLS vs. FDM - Volatility Comparison
Abacus FCF Small Cap Leaders ETF (ABLS) has a higher volatility of 7.00% compared to First Trust Dow Jones Select MicroCap Index Fund (FDM) at 6.37%. This indicates that ABLS's price experiences larger fluctuations and is considered to be riskier than FDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABLS | FDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 6.37% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 14.17% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.94% | 22.29% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 21.53% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.01% | 23.33% | -1.32% |