ABXB vs. ABFL
ABXB (Abacus Flexible Bond Leaders ETF) and ABFL (Abacus FCF Leaders ETF) are both exchange-traded funds - ABXB is a Nontraditional Bonds fund tracking the Abacus Flexible Bond Leaders Index, while ABFL is a Large Cap Blend Equities fund actively managed by Abacus. ABXB is passively managed, while ABFL is actively managed. Over the past 5 years, ABXB returned 1.12%/yr vs 12.77%/yr for ABFL. At a 0.48 correlation, their price movements are largely independent. ABXB charges 0.62%/yr vs 0.49%/yr for ABFL.
Performance
ABXB vs. ABFL - Performance Comparison
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Returns By Period
In the year-to-date period, ABXB achieves a 0.19% return, which is significantly lower than ABFL's 17.63% return.
ABXB
- 1D
- -0.31%
- 1M
- 0.32%
- YTD
- 0.19%
- 6M
- 0.47%
- 1Y
- 5.34%
- 3Y*
- 6.41%
- 5Y*
- 1.12%
- 10Y*
- —
ABFL
- 1D
- 0.02%
- 1M
- 6.04%
- YTD
- 17.63%
- 6M
- 17.18%
- 1Y
- 20.72%
- 3Y*
- 19.01%
- 5Y*
- 12.77%
- 10Y*
- —
ABXB vs. ABFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ABXB Abacus Flexible Bond Leaders ETF | 0.19% | 8.73% | 4.69% | 7.79% | -14.49% | 1.30% | 0.87% |
ABFL Abacus FCF Leaders ETF | 17.63% | 8.07% | 18.26% | 22.97% | -14.60% | 30.66% | 2.75% |
Correlation
The correlation between ABXB and ABFL is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.48 |
The correlation between ABXB and ABFL has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
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Return for Risk
ABXB vs. ABFL — Risk / Return Rank
ABXB
ABFL
ABXB vs. ABFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abacus Flexible Bond Leaders ETF (ABXB) and Abacus FCF Leaders ETF (ABFL). 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.
| ABXB | ABFL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.24 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.90 | -1.34 |
| Martin ratioReturn relative to average drawdown | 5.28 | 9.41 | -4.13 |
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
| ABXB | ABFL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.36 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.75 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.79 | -0.54 |
Drawdowns
ABXB vs. ABFL - Drawdown Comparison
The maximum ABXB drawdown since its inception was -16.96%, smaller than the maximum ABFL drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for ABXB and ABFL.
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Drawdown Indicators
| ABXB | ABFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.96% | -34.95% | +17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -3.43% | -7.17% | +3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -3.81% | -19.92% | +16.11% |
Max Drawdown (5Y)Largest decline over 5 years | -16.96% | -21.88% | +4.92% |
Current DrawdownCurrent decline from peak | -1.60% | 0.00% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -5.73% | -4.99% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 2.21% | -1.20% |
Volatility
ABXB vs. ABFL - Volatility Comparison
The current volatility for Abacus Flexible Bond Leaders ETF (ABXB) is 0.98%, while Abacus FCF Leaders ETF (ABFL) has a volatility of 4.48%. This indicates that ABXB experiences smaller price fluctuations and is considered to be less risky than ABFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABXB | ABFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 4.48% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 11.70% | -8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 15.31% | -11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.59% | 17.09% | -11.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.44% | 18.71% | -13.27% |
ABXB vs. ABFL - Expense Ratio Comparison
ABXB has a 0.62% expense ratio, which is higher than ABFL's 0.49% expense ratio.
Dividends
ABXB vs. ABFL - Dividend Comparison
ABXB's dividend yield for the trailing twelve months is around 5.20%, more than ABFL's 0.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ABFL Abacus FCF Leaders ETF | 0.53% | 0.62% | 0.70% | 0.94% | 1.36% | 9.63% | 0.41% | 0.72% | 0.62% | 0.40% |
ABXB Abacus Flexible Bond Leaders ETF | 5.20% | 5.50% | 15.35% | 4.79% | 3.18% | 3.40% | 0.37% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABXB and ABFL have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABFL has higher volatility (4.48%) compared to ABXB (0.98%). In terms of maximum drawdown, ABXB dropped -16.96% vs ABFL's -34.95%.
On 5-year performance, ABFL leads with 12.77% vs 1.12% for ABXB. On fees, ABFL is cheaper at 0.49% per year. On volatility, ABXB has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ABFL has performed better with a 12.77% return vs 1.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABFL is cheaper with a 0.49% expense ratio, compared with 0.62% for ABXB.
ABXB has the higher dividend yield at 5.20%, compared with 0.53% for ABFL.
ABXB is categorized as Nontraditional Bonds, while ABFL is Large Cap Blend Equities. Their fees differ too: 0.62% for ABXB and 0.49% for ABFL.
ABXB currently has the higher Sharpe Ratio (1.54 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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