ABRVX vs. VTI
Compare and contrast key facts about ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and Vanguard Total Stock Market ETF (VTI).
ABRVX is managed by ABR. It was launched on Aug 2, 2015. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
ABRVX vs. VTI - Performance Comparison
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ABRVX vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, ABRVX achieves a -2.33% return, which is significantly higher than VTI's -3.29% return. Over the past 10 years, ABRVX has underperformed VTI with an annualized return of 5.55%, while VTI has yielded a comparatively higher 13.69% 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%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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ABRVX vs. VTI - Expense Ratio Comparison
ABRVX has a 1.98% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
ABRVX vs. VTI — Risk / Return Rank
ABRVX
VTI
ABRVX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 0.98 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.46 | 1.52 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.23 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.54 | -1.18 |
Martin ratioReturn relative to average drawdown | 1.03 | 7.30 | -6.27 |
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 | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 0.98 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.61 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.75 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.48 | -0.07 |
Correlation
The correlation between ABRVX and VTI 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.
Dividends
ABRVX vs. VTI - Dividend Comparison
ABRVX's dividend yield for the trailing twelve months is around 1.29%, more than VTI's 1.17% 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% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
ABRVX vs. VTI - Drawdown Comparison
The maximum ABRVX drawdown since its inception was -29.71%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ABRVX and VTI.
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Drawdown Indicators
| ABRVX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -55.45% | +25.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -12.30% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -25.36% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -29.71% | -35.00% | +5.29% |
Current DrawdownCurrent decline from peak | -14.71% | -5.54% | -9.17% |
Average DrawdownAverage peak-to-trough decline | -11.44% | -8.08% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 2.60% | +1.20% |
Volatility
ABRVX vs. VTI - Volatility Comparison
The current volatility for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) is 3.18%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.48%. This indicates that ABRVX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRVX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 5.48% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.07% | 9.75% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 19.02% | -7.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 17.41% | -4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.64% | 18.29% | -4.65% |