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:
-0.58
SPY:
0.30
ABRVX:
-0.70
SPY:
0.56
ABRVX:
0.89
SPY:
1.08
ABRVX:
-0.31
SPY:
0.31
ABRVX:
-1.29
SPY:
1.40
ABRVX:
6.23%
SPY:
4.18%
ABRVX:
13.76%
SPY:
19.64%
ABRVX:
-29.71%
SPY:
-55.19%
ABRVX:
-25.25%
SPY:
-13.86%
Returns By Period
In the year-to-date period, ABRVX achieves a -15.00% return, which is significantly lower than SPY's -9.91% return.
ABRVX
-15.00%
-9.86%
-16.48%
-6.88%
-0.54%
N/A
SPY
-9.91%
-6.66%
-9.38%
7.66%
15.77%
11.51%
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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 2.44%, more than SPY's 1.36% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRVX ABR Dynamic Blend Equity & Volatility Fund | 2.44% | 2.07% | 0.00% | 0.00% | 8.33% | 24.49% | 0.80% | 3.95% | 3.26% | 1.29% | 0.77% | 0.00% |
SPY SPDR S&P 500 ETF | 1.36% | 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 -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. 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 6.55%, while SPDR S&P 500 ETF (SPY) has a volatility of 14.52%. 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.