ABRVX vs. SPY
Compare and contrast key facts about ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABRVX or SPY.
Correlation
The correlation between ABRVX and SPY is 0.78, 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.
Performance
ABRVX vs. SPY - Performance Comparison
Key characteristics
ABRVX:
0.93
SPY:
1.88
ABRVX:
1.41
SPY:
2.53
ABRVX:
1.20
SPY:
1.35
ABRVX:
0.30
SPY:
2.83
ABRVX:
2.80
SPY:
11.74
ABRVX:
4.07%
SPY:
2.02%
ABRVX:
12.26%
SPY:
12.64%
ABRVX:
-44.91%
SPY:
-55.19%
ABRVX:
-29.33%
SPY:
-0.42%
Returns By Period
In the year-to-date period, ABRVX achieves a 2.54% return, which is significantly lower than SPY's 4.15% return.
ABRVX
2.54%
0.78%
3.65%
11.81%
2.75%
N/A
SPY
4.15%
1.22%
10.44%
24.34%
14.62%
13.18%
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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.
Risk-Adjusted Performance
ABRVX vs. SPY — Risk-Adjusted Performance Rank
ABRVX
SPY
ABRVX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and 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.
Dividends
ABRVX vs. SPY - Dividend Comparison
ABRVX's dividend yield for the trailing twelve months is around 2.02%, more than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRVX ABR Dynamic Blend Equity & Volatility Fund | 2.02% | 2.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ABRVX vs. SPY - Drawdown Comparison
The maximum ABRVX drawdown since its inception was -44.91%, 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. For additional features, visit the drawdowns tool.
Volatility
ABRVX vs. SPY - Volatility Comparison
The current volatility for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) is 2.47%, while SPDR S&P 500 ETF (SPY) has a volatility of 2.93%. 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.