ADOIX vs. ABRSX
ADOIX (ACM Dynamic Opportunity Fund) and ABRSX (ABR 50/50 Volatility Fund) are both Long-Short funds. Over the past 5 years, ADOIX returned 9.69%/yr vs 5.83%/yr for ABRSX. Their 0.62 correlation means they have sometimes moved together and sometimes differently. ADOIX charges 1.72%/yr vs 2.00%/yr for ABRSX.
Performance
ADOIX vs. ABRSX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ADOIX having a 6.22% return and ABRSX slightly higher at 6.53%.
ADOIX
- 1D
- 0.86%
- 1M
- -4.13%
- 6M
- 5.55%
- YTD
- 6.22%
- 1Y
- 11.36%
- 3Y*
- 22.23%
- 5Y*
- 9.69%
- 10Y*
- 9.10%
- ALL TIME*
- 8.65%
ABRSX
- 1D
- 1.42%
- 1M
- 1.31%
- 6M
- 5.32%
- YTD
- 6.53%
- 1Y
- 22.97%
- 3Y*
- 11.29%
- 5Y*
- 5.83%
- 10Y*
- —
- ALL TIME*
- 6.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ADOIX vs. ABRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADOIX ACM Dynamic Opportunity Fund | 6.22% | 10.02% | 54.06% | 6.71% | -12.83% | 0.94% | 22.46% | 2.36% | -0.97% | 2.95% |
ABRSX ABR 50/50 Volatility Fund | 6.53% | 6.22% | 13.84% | 38.75% | -34.12% | 40.73% | 5.69% | 79.73% | -47.83% | 6.74% |
Correlation
The correlation between ADOIX and ABRSX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2017 | 0.62 |
The correlation between ADOIX and ABRSX has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
ADOIX vs. ABRSX — Risk / Return Rank
ADOIX
ABRSX
ADOIX vs. ABRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ACM Dynamic Opportunity Fund (ADOIX) and ABR 50/50 Volatility Fund (ABRSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADOIX | ABRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.09 | -0.18 |
| Martin ratioReturn relative to average drawdown | 2.56 | 4.30 | -1.74 |
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Drawdowns
ADOIX vs. ABRSX - Drawdown Comparison
The maximum ADOIX drawdown since its inception was -21.99%, smaller than the maximum ABRSX drawdown of -49.78%. Use the drawdown chart below to compare losses from any high point for ADOIX and ABRSX.
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Drawdown Indicators
| ADOIX | ABRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.99% | -49.78% | +27.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -19.12% | +8.63% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | -27.83% | +13.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.61% | -44.57% | +22.96% |
Max Drawdown (10Y)Largest decline over 10 years | -21.99% | — | — |
Current DrawdownCurrent decline from peak | -7.63% | 0.00% | -7.63% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -15.67% | +9.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 4.84% | -1.11% |
Volatility
ADOIX vs. ABRSX - Volatility Comparison
ACM Dynamic Opportunity Fund (ADOIX) and ABR 50/50 Volatility Fund (ABRSX) have volatilities of 6.72% and 6.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADOIX | ABRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 6.90% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 19.13% | -5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 22.47% | -6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 27.40% | -10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.20% | 36.00% | -21.80% |
ADOIX vs. ABRSX - Expense Ratio Comparison
ADOIX has a 1.72% expense ratio, which is lower than ABRSX's 2.00% expense ratio.
Dividends
ADOIX vs. ABRSX - Dividend Comparison
ADOIX's dividend yield for the trailing twelve months is around 2.69%, more than ABRSX's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ABRSX ABR 50/50 Volatility Fund | 0.59% | 0.63% | 1.04% | 0.00% | 0.00% | 47.19% | 0.00% | 10.50% | 12.88% | 0.99% |
ADOIX ACM Dynamic Opportunity Fund | 2.69% | 2.86% | 44.03% | 1.32% | 6.56% | 2.40% | 4.34% | 0.35% | 1.00% | 0.00% |
Frequently Asked Questions
ADOIX and ABRSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABRSX has higher volatility (6.90%) compared to ADOIX (6.72%). In terms of maximum drawdown, ADOIX dropped -21.99% vs ABRSX's -49.78%.
ABRSX currently has the higher Sharpe Ratio (0.93 vs 0.60), 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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