ABYIX vs. RWL
Compare and contrast key facts about Abbey Capital Futures Strategy Fund Class I (ABYIX) and Invesco S&P 500 Revenue ETF (RWL).
ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014. RWL is a passively managed fund by Invesco that tracks the performance of the S&P 500 Revenue-Weighted Index. It was launched on Feb 19, 2008.
Performance
ABYIX vs. RWL - Performance Comparison
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ABYIX vs. RWL - 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% |
RWL Invesco S&P 500 Revenue ETF | 0.74% | 18.65% | 16.45% | 17.43% | -6.00% | 30.29% | 9.14% | 27.83% | -7.74% | 20.34% |
Returns By Period
In the year-to-date period, ABYIX achieves a 4.62% return, which is significantly higher than RWL's 0.74% return. Over the past 10 years, ABYIX has underperformed RWL with an annualized return of 2.84%, while RWL has yielded a comparatively higher 12.99% 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%
RWL
- 1D
- 2.04%
- 1M
- -4.73%
- YTD
- 0.74%
- 6M
- 4.59%
- 1Y
- 17.35%
- 3Y*
- 16.48%
- 5Y*
- 12.15%
- 10Y*
- 12.99%
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ABYIX vs. RWL - Expense Ratio Comparison
ABYIX has a 1.79% expense ratio, which is higher than RWL's 0.39% expense ratio.
Return for Risk
ABYIX vs. RWL — Risk / Return Rank
ABYIX
RWL
ABYIX vs. RWL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abbey Capital Futures Strategy Fund Class I (ABYIX) and Invesco S&P 500 Revenue ETF (RWL). 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 | RWL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.15 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.68 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.64 | -0.05 |
Martin ratioReturn relative to average drawdown | 3.20 | 7.90 | -4.70 |
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 | RWL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.15 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.84 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.77 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.55 | -0.02 |
Correlation
The correlation between ABYIX and RWL is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
ABYIX vs. RWL - Dividend Comparison
ABYIX's dividend yield for the trailing twelve months is around 1.27%, less than RWL's 1.38% 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% |
RWL Invesco S&P 500 Revenue ETF | 1.38% | 1.35% | 1.43% | 1.60% | 1.62% | 1.35% | 1.75% | 1.87% | 1.99% | 1.60% | 1.71% | 1.97% |
Drawdowns
ABYIX vs. RWL - Drawdown Comparison
The maximum ABYIX drawdown since its inception was -17.13%, smaller than the maximum RWL drawdown of -54.83%. Use the drawdown chart below to compare losses from any high point for ABYIX and RWL.
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Drawdown Indicators
| ABYIX | RWL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.13% | -54.83% | +37.70% |
Max Drawdown (1Y)Largest decline over 1 year | -4.36% | -11.26% | +6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -14.66% | -17.49% | +2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -14.74% | -36.04% | +21.30% |
Current DrawdownCurrent decline from peak | -3.02% | -4.73% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -6.50% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.33% | +0.10% |
Volatility
ABYIX vs. RWL - Volatility Comparison
The current volatility for Abbey Capital Futures Strategy Fund Class I (ABYIX) is 1.96%, while Invesco S&P 500 Revenue ETF (RWL) has a volatility of 3.96%. This indicates that ABYIX experiences smaller price fluctuations and is considered to be less risky than RWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABYIX | RWL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 3.96% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 7.71% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.65% | 15.13% | -7.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.01% | 14.55% | -6.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.00% | 16.89% | -8.89% |