ABYIX vs. ABYAX
Compare and contrast key facts about Abbey Capital Futures Strategy Fund Class I (ABYIX) and Abbey Capital Futures Strategy Fund Class A (ABYAX).
ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014. ABYAX is managed by Abbey Capital. It was launched on Aug 29, 2014.
Performance
ABYIX vs. ABYAX - Performance Comparison
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ABYIX vs. ABYAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.62% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 4.46% | 1.47% | 0.77% | -3.55% | 16.76% | 3.19% | 7.59% | 8.65% | -6.49% | -0.26% |
Returns By Period
The year-to-date returns for both stocks are quite close, with ABYIX having a 4.62% return and ABYAX slightly lower at 4.46%. Over the past 10 years, ABYIX has outperformed ABYAX with an annualized return of 2.84%, while ABYAX has yielded a comparatively lower 2.58% annualized return.
ABYIX
- 1D
- 0.00%
- 1M
- -1.28%
- YTD
- 4.62%
- 6M
- 7.68%
- 1Y
- 8.38%
- 3Y*
- 2.42%
- 5Y*
- 3.73%
- 10Y*
- 2.84%
ABYAX
- 1D
- 0.00%
- 1M
- -1.38%
- YTD
- 4.46%
- 6M
- 7.57%
- 1Y
- 8.17%
- 3Y*
- 2.13%
- 5Y*
- 3.46%
- 10Y*
- 2.58%
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ABYIX vs. ABYAX - Expense Ratio Comparison
ABYIX has a 1.79% expense ratio, which is lower than ABYAX's 2.04% expense ratio.
Return for Risk
ABYIX vs. ABYAX — Risk / Return Rank
ABYIX
ABYAX
ABYIX vs. ABYAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class I (ABYIX) and Abbey Capital Futures Strategy Fund Class A (ABYAX). 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.
| ABYIX | ABYAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.02 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.45 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.54 | +0.05 |
Martin ratioReturn relative to average drawdown | 3.20 | 3.04 | +0.16 |
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
| ABYIX | ABYAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.02 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.44 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.32 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.45 | +0.08 |
Correlation
The correlation between ABYIX and ABYAX is 0.99, 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
ABYIX vs. ABYAX - Dividend Comparison
ABYIX's dividend yield for the trailing twelve months is around 1.27%, more than ABYAX's 1.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
ABYAX Abbey Capital Futures Strategy Fund Class A | 1.22% | 1.27% | 1.68% | 0.99% | 15.33% | 3.57% | 1.36% | 8.50% | 0.00% | 0.00% | 0.00% | 0.06% |
Drawdowns
ABYIX vs. ABYAX - Drawdown Comparison
The maximum ABYIX drawdown since its inception was -17.13%, roughly equal to the maximum ABYAX drawdown of -17.96%. Use the drawdown chart below to compare losses from any high point for ABYIX and ABYAX.
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Drawdown Indicators
| ABYIX | ABYAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.13% | -17.96% | +0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -4.36% | -4.30% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -14.66% | -15.23% | +0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -14.74% | -15.23% | +0.49% |
Current DrawdownCurrent decline from peak | -3.02% | -3.92% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -7.30% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.49% | -0.06% |
Volatility
ABYIX vs. ABYAX - Volatility Comparison
Abbey Capital Futures Strategy Fund Class I (ABYIX) has a higher volatility of 1.96% compared to Abbey Capital Futures Strategy Fund Class A (ABYAX) at 1.85%. This indicates that ABYIX's price experiences larger fluctuations and is considered to be riskier than ABYAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABYIX | ABYAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 1.85% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 6.40% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.65% | 7.63% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.01% | 7.98% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 7.98% | +0.02% |