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AFIF vs. ABI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AFIF vs. ABI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anfield Universal Fixed Income ETF (AFIF) and VictoryShares Pioneer Asset-Based Income ETF (ABI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AFIF achieves a 1.38% return, which is significantly lower than ABI's 2.61% return.


AFIF

1D
-0.11%
1M
0.43%
YTD
1.38%
6M
1.69%
1Y
5.22%
3Y*
7.37%
5Y*
3.54%
10Y*

ABI

1D
-0.04%
1M
0.75%
YTD
2.61%
6M
3.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AFIF vs. ABI - Yearly Performance Comparison


Correlation

The correlation between AFIF and ABI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 27, 2025

0.21

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Return for Risk

AFIF vs. ABI — Risk / Return Rank

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

AFIF
AFIF Risk / Return Rank: 6363
Overall Rank
AFIF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AFIF Sortino Ratio Rank: 5757
Sortino Ratio Rank
AFIF Omega Ratio Rank: 6464
Omega Ratio Rank
AFIF Calmar Ratio Rank: 6565
Calmar Ratio Rank
AFIF Martin Ratio Rank: 7575
Martin Ratio Rank

ABI
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFIF vs. ABI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Anfield Universal Fixed Income ETF (AFIF) and VictoryShares Pioneer Asset-Based Income ETF (ABI). 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.


AFIFABIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.22

Martin ratioReturn relative to average drawdown

14.16

AFIF vs. ABI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AFIFABIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

3.98

-3.56

Drawdowns

AFIF vs. ABI - Drawdown Comparison

The maximum AFIF drawdown since its inception was -10.29%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for AFIF and ABI.


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Drawdown Indicators


AFIFABIDifference

Max Drawdown

Largest peak-to-trough decline

-10.29%

-0.95%

-9.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-8.85%

Current Drawdown

Current decline from peak

-0.11%

-0.04%

-0.07%

Average Drawdown

Average peak-to-trough decline

-2.23%

-0.19%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

Volatility

AFIF vs. ABI - Volatility Comparison


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Volatility by Period


AFIFABIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

2.76%

1.28%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.44%

1.28%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.27%

1.28%

+4.99%

AFIF vs. ABI - Expense Ratio Comparison

AFIF has a 1.08% expense ratio, which is higher than ABI's 0.65% expense ratio.


Dividends

AFIF vs. ABI - Dividend Comparison

AFIF's dividend yield for the trailing twelve months is around 3.58%, less than ABI's 5.18% yield.


PositionTTM20252024202320222021202020192018
ABI
VictoryShares Pioneer Asset-Based Income ETF
5.18%3.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AFIF
Anfield Universal Fixed Income ETF
3.58%3.52%5.61%5.91%3.49%1.73%1.25%2.54%0.69%

Frequently Asked Questions


AFIF and ABI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ABI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ABI is cheaper with a 0.65% expense ratio, compared with 1.08% for AFIF.

ABI has the higher dividend yield at 5.18%, compared with 3.58% for AFIF.

They also come from different issuers: Regents Park Funds and VictoryShares. Their fees differ too: 1.08% for AFIF and 0.65% for ABI.

Portfolio Optimizer

Find the right allocation for AFIF and ABI

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