BRNY vs. ABCS

Last updated Aug 6, 2026

BRNY (Burney U.S. Factor Rotation ETF) and ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) are both exchange-traded funds - BRNY is a Multi-factor fund actively managed by Burney, while ABCS is a Mid Cap Blend Equities fund tracking the BNY Mellon ABC Index. BRNY is actively managed, while ABCS is passively managed. Over the past year, BRNY returned 30.27% vs 26.47% for ABCS. Their 0.70 correlation means they have sometimes moved together and sometimes differently. BRNY charges 0.79%/yr vs 0.27%/yr for ABCS.

Performance

BRNY vs. ABCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burney U.S. Factor Rotation ETF (BRNY) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRNY achieves a 17.70% return, which is significantly lower than ABCS's 18.81% return.

BRNY

• 1D: 0.11%
• 1M: 1.01%
• 6M: 17.29%
• YTD: 17.70%
• 1Y: 30.27%
• 3Y*: 26.89%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.58%

ABCS

• 1D: -0.18%
• 1M: 5.55%
• 6M: 14.74%
• YTD: 18.81%
• 1Y: 26.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.72%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	$81.54K	$73.23K	$67.73K
BRNY Burney U.S. Factor Rotation ETF	$1.02M	$933.73K	$1.33M

BRNY vs. ABCS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BRNY Burney U.S. Factor Rotation ETF	17.70%	22.02%	28.84%	0.08%
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	18.81%	7.95%	14.47%	-0.06%

Correlation

The correlation between BRNY and ABCS is 0.62, 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.	0.62
Correlation (All Time) Calculated using the full available price history since Dec 20, 2023	0.70

The correlation between BRNY and ABCS has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

Return for Risk

BRNY vs. ABCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BRNY

BRNY Risk / Return Rank: 77
BRNY Sharpe Ratio Rank: 77
BRNY Sortino Ratio Rank: 75
BRNY Omega Ratio Rank: 73
BRNY Calmar Ratio Rank: 80
BRNY Martin Ratio Rank: 81

ABCS

ABCS Risk / Return Rank: 76
ABCS Sharpe Ratio Rank: 76
ABCS Sortino Ratio Rank: 80
ABCS Omega Ratio Rank: 74
ABCS Calmar Ratio Rank: 79
ABCS Martin Ratio Rank: 73

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRNY vs. ABCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS). 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.

	BRNY	ABCS	Difference
Sharpe ratio: Return per unit of total volatility	1.97	1.97	0.00
Sortino ratio: Return per unit of downside risk	2.72	2.92	-0.20
Omega ratio: Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio: Return relative to maximum drawdown	3.26	3.19	+0.06
Martin ratio: Return relative to average drawdown	12.14	10.30	+1.84

BRNY vs. ABCS - Sharpe Ratio Comparison

The current BRNY Sharpe Ratio is 1.97, which is comparable to the ABCS Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of BRNY and ABCS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BRNY vs. ABCS - Drawdown Comparison

The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum ABCS drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for BRNY and ABCS.

Drawdown Indicators

	BRNY	ABCS	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-20.52%	+1.38%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	-8.33%	-1.01%
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	—	—
Current Drawdown Current decline from peak	0.00%	-0.18%	+0.18%
Average Drawdown Average peak-to-trough decline	-2.72%	-3.33%	+0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	2.58%	-0.08%

Volatility

BRNY vs. ABCS - Volatility Comparison

Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 5.31% compared to Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) at 4.03%. This indicates that BRNY's price experiences larger fluctuations and is considered to be riskier than ABCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRNY	ABCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	4.03%	+1.28%
Volatility (6M) Calculated over the trailing 6-month period	12.36%	9.46%	+2.90%
Volatility (1Y) Calculated over the trailing 1-year period	15.46%	13.50%	+1.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	16.89%	+0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.20%	16.89%	+0.31%

BRNY vs. ABCS - Expense Ratio Comparison

BRNY has a 0.79% expense ratio, which is higher than ABCS's 0.27% expense ratio.

Dividends

BRNY vs. ABCS - Dividend Comparison

BRNY's dividend yield for the trailing twelve months is around 0.20%, less than ABCS's 1.10% yield.

Position	TTM	2025	2024	2023	2022
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.10%	1.37%	1.39%	0.02%	0.00%
BRNY Burney U.S. Factor Rotation ETF	0.20%	0.30%	0.23%	0.68%	0.22%

Frequently Asked Questions

Can I hold both BRNY and ABCS in my portfolio?

BRNY and ABCS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRNY or ABCS?

BRNY has higher volatility (5.31%) compared to ABCS (4.03%). In terms of maximum drawdown, BRNY dropped -19.14% vs ABCS's -20.52%.

Which ETF is better, BRNY or ABCS?

On 1-year performance, BRNY leads with 30.27% vs 26.47% for ABCS. On fees, ABCS is cheaper at 0.27% per year. On volatility, ABCS has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BRNY or ABCS?

Over the 1-year period, BRNY has performed better with a 30.27% return vs 26.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BRNY or ABCS?

ABCS is cheaper with a 0.27% expense ratio, compared with 0.79% for BRNY.

Which ETF pays a higher dividend yield, BRNY or ABCS?

ABCS has the higher dividend yield at 1.10%, compared with 0.20% for BRNY.

What is the main difference between BRNY and ABCS?

BRNY is categorized as Multi-factor, while ABCS is Mid Cap Blend Equities. They also come from different issuers: Burney and Alpha Architect. Their fees differ too: 0.79% for BRNY and 0.27% for ABCS.

Which has better risk-adjusted returns?

ABCS currently has the higher Sharpe Ratio (1.97 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.