ABOT vs. MFUS

Last updated Jul 8, 2026

ABOT (Abacus FCF Innovation Leaders ETF) and MFUS (PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF) are both Large Cap Growth Equities funds - ABOT tracks the FCF US Quality Innovation Index while MFUS tracks the RAFI Dynamic Multi-Factor U.S. Index​. Both are passively managed. Over the past 5 years, ABOT returned 8.80%/yr vs 13.31%/yr for MFUS. A 0.69 correlation means they provide meaningful diversification when combined. ABOT charges 0.39%/yr vs 0.30%/yr for MFUS.

Performance

ABOT vs. MFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abacus FCF Innovation Leaders ETF (ABOT) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABOT achieves a 3.85% return, which is significantly lower than MFUS's 16.65% return.

ABOT

• 1D: 0.80%
• 1M: 3.72%
• 6M: 3.99%
• YTD: 3.85%
• 1Y: 4.27%
• 3Y*: 18.64%
• 5Y*: 8.80%
• 10Y*: —

MFUS

• 1D: -0.69%
• 1M: 2.27%
• 6M: 13.96%
• YTD: 16.65%
• 1Y: 23.96%
• 3Y*: 21.09%
• 5Y*: 13.31%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABOT vs. MFUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ABOT Abacus FCF Innovation Leaders ETF	3.85%	8.42%	31.93%	26.92%	-24.05%	18.51%	3.29%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	16.65%	16.02%	20.17%	12.19%	-5.82%	24.10%	1.49%

Correlation

The correlation between ABOT and MFUS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Dec 8, 2020	0.70

Over the past year, the correlation between ABOT and MFUS has dropped to 0.46 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Return for Risk

ABOT vs. MFUS — Risk / Return Rank

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

ABOT

ABOT Risk / Return Rank: 11
ABOT Sharpe Ratio Rank: 12
ABOT Sortino Ratio Rank: 11
ABOT Omega Ratio Rank: 11
ABOT Calmar Ratio Rank: 11
ABOT Martin Ratio Rank: 11

MFUS

MFUS Risk / Return Rank: 82
MFUS Sharpe Ratio Rank: 81
MFUS Sortino Ratio Rank: 83
MFUS Omega Ratio Rank: 78
MFUS Calmar Ratio Rank: 84
MFUS Martin Ratio Rank: 87

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.

ABOT vs. MFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Innovation Leaders ETF (ABOT) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). 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.

	ABOT	MFUS	Difference
Sharpe ratio: Return per unit of total volatility	0.23	2.13	-1.90
Sortino ratio: Return per unit of downside risk	0.44	3.05	-2.61
Omega ratio: Gain probability vs. loss probability	1.05	1.38	-0.33
Calmar ratio: Return relative to maximum drawdown	0.20	3.77	-3.57
Martin ratio: Return relative to average drawdown	0.46	15.19	-14.73

ABOT vs. MFUS - Sharpe Ratio Comparison

The current ABOT Sharpe Ratio is 0.23, which is lower than the MFUS Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ABOT and MFUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABOT vs. MFUS - Drawdown Comparison

The maximum ABOT drawdown since its inception was -29.71%, smaller than the maximum MFUS drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for ABOT and MFUS.

Drawdown Indicators

	ABOT	MFUS	Difference
Max Drawdown Largest peak-to-trough decline	-29.71%	-35.21%	+5.50%
Max Drawdown (1Y) Largest decline over 1 year	-21.54%	-6.39%	-15.15%
Max Drawdown (3Y) Largest decline over 3 years	-22.72%	-15.39%	-7.33%
Max Drawdown (5Y) Largest decline over 5 years	-29.71%	-18.22%	-11.49%
Current Drawdown Current decline from peak	-3.11%	-2.11%	-1.00%
Average Drawdown Average peak-to-trough decline	-9.44%	-3.96%	-5.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.23%	1.58%	+7.65%

Volatility

ABOT vs. MFUS - Volatility Comparison

Abacus FCF Innovation Leaders ETF (ABOT) has a higher volatility of 6.51% compared to PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) at 4.67%. This indicates that ABOT's price experiences larger fluctuations and is considered to be riskier than MFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABOT	MFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.51%	4.67%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	15.78%	9.11%	+6.67%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	11.33%	+7.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.82%	15.10%	+4.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.76%	17.33%	+2.43%

ABOT vs. MFUS - Expense Ratio Comparison

ABOT has a 0.39% expense ratio, which is higher than MFUS's 0.30% expense ratio.

Dividends

ABOT vs. MFUS - Dividend Comparison

ABOT's dividend yield for the trailing twelve months is around 0.33%, less than MFUS's 1.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABOT Abacus FCF Innovation Leaders ETF	0.33%	0.38%	1.28%	0.77%	1.20%	4.77%	0.02%	0.00%	0.00%	0.00%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	1.37%	1.54%	1.45%	1.96%	2.07%	1.35%	1.72%	1.89%	1.69%	1.01%

Frequently Asked Questions

Can I hold both ABOT and MFUS in my portfolio?

ABOT and MFUS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABOT or MFUS?

ABOT has higher volatility (6.51%) compared to MFUS (4.67%). In terms of maximum drawdown, ABOT dropped -29.71% vs MFUS's -35.21%.

Which ETF is better, ABOT or MFUS?

On 5-year performance, MFUS leads with 13.31% vs 8.80% for ABOT. On fees, MFUS is cheaper at 0.30% per year. On volatility, MFUS has been the lower-risk option at 4.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABOT or MFUS?

Over the 5-year period, MFUS has performed better with a 13.31% return vs 8.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABOT or MFUS?

MFUS is cheaper with a 0.30% expense ratio, compared with 0.39% for ABOT.

Which ETF pays a higher dividend yield, ABOT or MFUS?

MFUS has the higher dividend yield at 1.37%, compared with 0.33% for ABOT.

What is the main difference between ABOT and MFUS?

ABOT tracks FCF US Quality Innovation Index, while MFUS tracks RAFI Dynamic Multi-Factor U.S. Index​. They also come from different issuers: Abacus and PIMCO. Their fees differ too: 0.39% for ABOT and 0.30% for MFUS.

Which has better risk-adjusted returns?

MFUS currently has the higher Sharpe Ratio (2.13 vs 0.23), 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.