ABOT vs. SPIT
ABOT (Abacus FCF Innovation Leaders ETF) and SPIT (F/m Emerald Special Situations ETF) are both Large Cap Growth Equities funds. ABOT is passively managed, while SPIT is actively managed. At a 0.47 correlation, their price movements are largely independent. ABOT charges 0.39%/yr vs 0.89%/yr for SPIT.
Performance
ABOT vs. SPIT - Performance Comparison
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Returns By Period
In the year-to-date period, ABOT achieves a 3.85% return, which is significantly lower than SPIT's 30.33% return.
ABOT
- 1D
- 0.80%
- 1M
- 3.72%
- 6M
- 3.99%
- YTD
- 3.85%
- 1Y
- 4.27%
- 3Y*
- 18.64%
- 5Y*
- 8.80%
- 10Y*
- —
SPIT
- 1D
- -1.88%
- 1M
- 7.44%
- 6M
- 24.09%
- YTD
- 30.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ABOT vs. SPIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ABOT Abacus FCF Innovation Leaders ETF | 3.85% | -3.82% |
SPIT F/m Emerald Special Situations ETF | 30.33% | 5.31% |
Correlation
The correlation between ABOT and SPIT is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.47 |
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Return for Risk
ABOT vs. SPIT — Risk / Return Rank
ABOT
SPIT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ABOT vs. SPIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus FCF Innovation Leaders ETF (ABOT) and F/m Emerald Special Situations ETF (SPIT). 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 | SPIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.05 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | — | — |
| Martin ratioReturn relative to average drawdown | 0.46 | — | — |
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Drawdowns
ABOT vs. SPIT - Drawdown Comparison
The maximum ABOT drawdown since its inception was -29.71%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for ABOT and SPIT.
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Drawdown Indicators
| ABOT | SPIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -12.49% | -17.22% |
Max Drawdown (1Y)Largest decline over 1 year | -21.54% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.72% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | — | — |
Current DrawdownCurrent decline from peak | -3.11% | -3.18% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -9.44% | -2.48% | -6.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.23% | — | — |
Volatility
ABOT vs. SPIT - Volatility Comparison
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Volatility by Period
| ABOT | SPIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 26.43% | -7.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 26.43% | -6.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.76% | 26.43% | -6.67% |
ABOT vs. SPIT - Expense Ratio Comparison
ABOT has a 0.39% expense ratio, which is lower than SPIT's 0.89% expense ratio.
Dividends
ABOT vs. SPIT - Dividend Comparison
ABOT's dividend yield for the trailing twelve months is around 0.33%, less than SPIT's 5.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
ABOT Abacus FCF Innovation Leaders ETF | 0.33% | 0.38% | 1.28% | 0.77% | 1.20% | 4.77% | 0.02% |
SPIT F/m Emerald Special Situations ETF | 5.51% | 7.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABOT and SPIT have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ABOT is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ABOT is cheaper with a 0.39% expense ratio, compared with 0.89% for SPIT.
SPIT has the higher dividend yield at 5.51%, compared with 0.33% for ABOT.
They also come from different issuers: Abacus and F/m Investments. Their fees differ too: 0.39% for ABOT and 0.89% for SPIT.
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