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ABRVX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABRVX and VTI is 0.77, 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. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABR Dynamic Blend Equity & Volatility Fund (ABRVX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
0.54%
203.15%
ABRVX
VTI

Key characteristics

Sharpe Ratio

ABRVX:

-0.50

VTI:

0.51

Sortino Ratio

ABRVX:

-0.58

VTI:

0.84

Omega Ratio

ABRVX:

0.91

VTI:

1.12

Calmar Ratio

ABRVX:

-0.16

VTI:

0.52

Martin Ratio

ABRVX:

-0.88

VTI:

1.99

Ulcer Index

ABRVX:

7.78%

VTI:

5.05%

Daily Std Dev

ABRVX:

13.80%

VTI:

19.98%

Max Drawdown

ABRVX:

-44.91%

VTI:

-55.45%

Current Drawdown

ABRVX:

-40.57%

VTI:

-7.87%

Returns By Period

In the year-to-date period, ABRVX achieves a -13.77% return, which is significantly lower than VTI's -3.64% return.


ABRVX

YTD

-13.77%

1M

-3.72%

6M

-15.91%

1Y

-6.86%

5Y*

-7.01%

10Y*

N/A

VTI

YTD

-3.64%

1M

14.17%

6M

-5.14%

1Y

10.03%

5Y*

15.30%

10Y*

11.75%

*Annualized

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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.


Risk-Adjusted Performance

ABRVX vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABRVX
The Risk-Adjusted Performance Rank of ABRVX is 55
Overall Rank
The Sharpe Ratio Rank of ABRVX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ABRVX is 33
Sortino Ratio Rank
The Omega Ratio Rank of ABRVX is 33
Omega Ratio Rank
The Calmar Ratio Rank of ABRVX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ABRVX is 55
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6060
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ABRVX vs. VTI - Risk-Adjusted Performance 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.


The current ABRVX Sharpe Ratio is -0.50, which is lower than the VTI Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ABRVX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.50
0.51
ABRVX
VTI

Dividends

ABRVX vs. VTI - Dividend Comparison

ABRVX's dividend yield for the trailing twelve months is around 2.40%, more than VTI's 1.35% yield.


TTM20242023202220212020201920182017201620152014
ABRVX
ABR Dynamic Blend Equity & Volatility Fund
2.40%2.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.23%0.00%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

ABRVX vs. VTI - Drawdown Comparison

The maximum ABRVX drawdown since its inception was -44.91%, 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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-40.57%
-7.87%
ABRVX
VTI

Volatility

ABRVX vs. VTI - Volatility Comparison

The current volatility for ABR Dynamic Blend Equity & Volatility Fund (ABRVX) is 5.28%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 11.92%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.28%
11.92%
ABRVX
VTI