ABRVX vs. SPY
Compare and contrast key facts about ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and State Street SPDR S&P 500 ETF (SPY).
ABRVX is managed by ABR. It was launched on Aug 2, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
ABRVX vs. SPY - Performance Comparison
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ABRVX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABRVX ABR Dynamic Blend Equity & Volatility Fund | -2.33% | -0.70% | 11.76% | 8.89% | -27.36% | 15.95% | 49.42% | 9.08% | -3.28% | 9.50% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, ABRVX achieves a -2.33% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, ABRVX has underperformed SPY with an annualized return of 5.55%, while SPY has yielded a comparatively higher 14.06% annualized return.
ABRVX
- 1D
- 2.15%
- 1M
- -2.33%
- YTD
- -2.33%
- 6M
- -1.63%
- 1Y
- 3.14%
- 3Y*
- 4.63%
- 5Y*
- -0.60%
- 10Y*
- 5.55%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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ABRVX vs. SPY - Expense Ratio Comparison
ABRVX has a 1.98% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
ABRVX vs. SPY — Risk / Return Rank
ABRVX
SPY
ABRVX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and State Street SPDR S&P 500 ETF (SPY). 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.
| ABRVX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.96 | -0.66 |
Sortino ratioReturn per unit of downside risk | 0.46 | 1.49 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.23 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.53 | -1.17 |
Martin ratioReturn relative to average drawdown | 1.03 | 7.27 | -6.24 |
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
| ABRVX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.96 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.70 | -0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.79 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.56 | -0.15 |
Correlation
The correlation between ABRVX and SPY is 0.79, 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
ABRVX vs. SPY - Dividend Comparison
ABRVX's dividend yield for the trailing twelve months is around 1.29%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRVX ABR Dynamic Blend Equity & Volatility Fund | 1.29% | 1.26% | 2.07% | 0.00% | 0.00% | 8.33% | 24.49% | 0.80% | 3.95% | 3.26% | 1.29% | 0.00% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
ABRVX vs. SPY - Drawdown Comparison
The maximum ABRVX drawdown since its inception was -29.71%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ABRVX and SPY.
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Drawdown Indicators
| ABRVX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -55.19% | +25.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -12.05% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -24.50% | -5.21% |
Max Drawdown (10Y)Largest decline over 10 years | -29.71% | -33.72% | +4.01% |
Current DrawdownCurrent decline from peak | -14.71% | -5.53% | -9.18% |
Average DrawdownAverage peak-to-trough decline | -11.44% | -9.09% | -2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 2.54% | +1.26% |
Volatility
ABRVX vs. SPY - Volatility Comparison
The current volatility for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) is 3.18%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. This indicates that ABRVX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRVX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 5.35% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.07% | 9.50% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 19.06% | -7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 17.06% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.64% | 17.92% | -4.28% |