AVOS vs. FWD

Last updated Jun 27, 2026

AVOS (Avos Global Equities ETF) and FWD (AB Disruptors ETF) are both Global Equities funds. Both are actively managed. Their correlation of 0.81 suggests significant overlap in exposure. AVOS charges 0.64%/yr vs 0.65%/yr for FWD.

Performance

AVOS vs. FWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avos Global Equities ETF (AVOS) and AB Disruptors ETF (FWD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AVOS

• 1D: 0.17%
• 1M: -1.53%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FWD

• 1D: -2.79%
• 1M: 0.64%
• YTD: 34.84%
• 6M: 32.25%
• 1Y: 58.98%
• 3Y*: 37.09%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVOS vs. FWD - Yearly Performance Comparison

	2026 (YTD)
AVOS Avos Global Equities ETF	8.23%
FWD AB Disruptors ETF	25.22%

Correlation

The correlation between AVOS and FWD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 6, 2026	0.81

AVOS vs. FWD - Sectors Allocation Comparison

Sectors	AVOS	FWD
Technology	20.0%	59.8%
Financial Services	18.7%	0.5%
Industrials	12.2%	19.3%
Healthcare	8.9%	6.9%
Consumer Cyclical	8.5%	3.6%
Communication Services	8.0%	3.4%
Energy	7.4%	2.6%
Basic Materials	6.6%	1.9%
Consumer Defensive	4.8%	0.8%
Utilities	3.0%	0.3%
Real Estate	1.9%	0.7%

Return for Risk

AVOS vs. FWD — Risk / Return Rank

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

AVOS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FWD

FWD Risk / Return Rank: 79
FWD Sharpe Ratio Rank: 80
FWD Sortino Ratio Rank: 69
FWD Omega Ratio Rank: 71
FWD Calmar Ratio Rank: 88
FWD Martin Ratio Rank: 85

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.

AVOS vs. FWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avos Global Equities ETF (AVOS) and AB Disruptors ETF (FWD). 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.

	AVOS	FWD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.21	—
Sortino ratio: Return per unit of downside risk	—	2.73	—
Omega ratio: Gain probability vs. loss probability	—	1.37	—
Calmar ratio: Return relative to maximum drawdown	—	4.55	—
Martin ratio: Return relative to average drawdown	—	15.31	—

Drawdowns

AVOS vs. FWD - Drawdown Comparison

The maximum AVOS drawdown since its inception was -4.66%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for AVOS and FWD.

Drawdown Indicators

	AVOS	FWD	Difference
Max Drawdown Largest peak-to-trough decline	-4.66%	-29.02%	+24.36%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.03%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-29.02%	—
Current Drawdown Current decline from peak	-2.12%	-5.41%	+3.29%
Average Drawdown Average peak-to-trough decline	-1.38%	-4.06%	+2.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.86%	—

Volatility

Volatility by Period

	AVOS	FWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.02%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.13%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.67%	26.91%	-8.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.67%	25.43%	-6.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.67%	25.43%	-6.76%

AVOS vs. FWD - Expense Ratio Comparison

AVOS has a 0.64% expense ratio, which is lower than FWD's 0.65% expense ratio.

Dividends

AVOS vs. FWD - Dividend Comparison

AVOS has not paid dividends to shareholders, while FWD's dividend yield for the trailing twelve months is around 0.08%.

Position	TTM	2025	2024
AVOS Avos Global Equities ETF	0.00%	0.00%	0.00%
FWD AB Disruptors ETF	0.08%	0.11%	1.89%

Frequently Asked Questions

Can I hold both AVOS and FWD in my portfolio?

AVOS and FWD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AVOS or FWD?

On fees, AVOS is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AVOS or FWD?

AVOS is cheaper with a 0.64% expense ratio, compared with 0.65% for FWD.

Which ETF pays a higher dividend yield, AVOS or FWD?

FWD has the higher dividend yield at 0.08%, compared with 0.00% for AVOS.

What is the main difference between AVOS and FWD?

They also come from different issuers: Avos and AllianceBernstein. Their fees differ too: 0.64% for AVOS and 0.65% for FWD.