BLUI vs. ABI
BLUI (Bluemonte Diversified Income ETF) and ABI (VictoryShares Pioneer Asset-Based Income ETF) are both Multisector Bonds funds. Over the past year, BLUI returned 7.48% vs 5.25% for ABI. At a 0.39 correlation, their price movements are largely independent. BLUI charges 0.75%/yr vs 0.65%/yr for ABI.
Performance
BLUI vs. ABI - Performance Comparison
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Returns By Period
In the year-to-date period, BLUI achieves a 3.90% return, which is significantly higher than ABI's 3.08% return.
BLUI
- 1D
- 0.00%
- 1M
- 0.14%
- 6M
- 3.04%
- YTD
- 3.90%
- 1Y
- 7.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ABI
- 1D
- -0.04%
- 1M
- 0.32%
- 6M
- 2.61%
- YTD
- 3.08%
- 1Y
- 5.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BLUI vs. ABI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BLUI Bluemonte Diversified Income ETF | 3.90% | 3.90% |
ABI VictoryShares Pioneer Asset-Based Income ETF | 3.08% | 2.05% |
Correlation
The correlation between BLUI and ABI is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.39 |
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Return for Risk
BLUI vs. ABI — Risk / Return Rank
BLUI
ABI
BLUI vs. ABI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bluemonte Diversified Income ETF (BLUI) 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.
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.
| BLUI | ABI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 2.01 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 5.55 | -2.45 |
| Martin ratioReturn relative to average drawdown | 13.58 | 16.81 | -3.23 |
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Drawdowns
BLUI vs. ABI - Drawdown Comparison
The maximum BLUI drawdown since its inception was -2.43%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for BLUI and ABI.
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Drawdown Indicators
| BLUI | ABI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.43% | -0.95% | -1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -0.95% | -1.48% |
Current DrawdownCurrent decline from peak | -0.21% | -0.05% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -0.35% | -0.17% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.31% | +0.24% |
Volatility
BLUI vs. ABI - Volatility Comparison
Bluemonte Diversified Income ETF (BLUI) has a higher volatility of 0.98% compared to VictoryShares Pioneer Asset-Based Income ETF (ABI) at 0.35%. This indicates that BLUI's price experiences larger fluctuations and is considered to be riskier than ABI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BLUI | ABI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 0.35% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 3.11% | 0.81% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.83% | 1.28% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.85% | 1.26% | +2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.85% | 1.26% | +2.59% |
BLUI vs. ABI - Expense Ratio Comparison
BLUI has a 0.75% expense ratio, which is higher than ABI's 0.65% expense ratio.
Dividends
BLUI vs. ABI - Dividend Comparison
BLUI's dividend yield for the trailing twelve months is around 5.05%, less than ABI's 6.21% yield.
| Position | TTM | 2025 |
|---|---|---|
ABI VictoryShares Pioneer Asset-Based Income ETF | 6.21% | 3.01% |
BLUI Bluemonte Diversified Income ETF | 5.05% | 2.91% |
Frequently Asked Questions
BLUI and ABI have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLUI has higher volatility (0.98%) compared to ABI (0.35%). In terms of maximum drawdown, BLUI dropped -2.43% vs ABI's -0.95%.
On 1-year performance, BLUI leads with 7.48% vs 5.25% for ABI. On fees, ABI is cheaper at 0.65% per year. On volatility, ABI has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, BLUI has performed better with a 7.48% return vs 5.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ABI is cheaper with a 0.65% expense ratio, compared with 0.75% for BLUI.
ABI has the higher dividend yield at 6.21%, compared with 5.05% for BLUI.
They also come from different issuers: Bluemonte and VictoryShares. Their fees differ too: 0.75% for BLUI and 0.65% for ABI.
ABI currently has the higher Sharpe Ratio (4.13 vs 1.97), 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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