CFA vs. ABI
CFA (VictoryShares US 500 Volatility Weighted ETF) and ABI (VictoryShares Pioneer Asset-Based Income ETF) are both exchange-traded funds - CFA is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Volatility Weighted Index, while ABI is a Multisector Bonds fund managed by VictoryShares. At a 0.22 correlation, their price movements are largely independent. CFA charges 0.35%/yr vs 0.65%/yr for ABI.
Performance
CFA vs. ABI - Performance Comparison
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Returns By Period
In the year-to-date period, CFA achieves a 7.47% return, which is significantly higher than ABI's 2.85% return.
CFA
- 1D
- -0.20%
- 1M
- 1.27%
- YTD
- 7.47%
- 6M
- 6.57%
- 1Y
- 14.20%
- 3Y*
- 13.51%
- 5Y*
- 8.10%
- 10Y*
- 11.87%
ABI
- 1D
- 0.06%
- 1M
- 0.56%
- YTD
- 2.85%
- 6M
- 2.96%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CFA vs. ABI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CFA VictoryShares US 500 Volatility Weighted ETF | 7.47% | 6.14% |
ABI VictoryShares Pioneer Asset-Based Income ETF | 2.85% | 2.05% |
Correlation
The correlation between CFA and ABI is 0.22, 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 26, 2025 | 0.22 |
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Return for Risk
CFA vs. ABI — Risk / Return Rank
CFA
ABI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CFA vs. ABI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Volatility Weighted ETF (CFA) 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.
| CFA | ABI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.23 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | — | — |
| Martin ratioReturn relative to average drawdown | 7.39 | — | — |
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Drawdowns
CFA vs. ABI - Drawdown Comparison
The maximum CFA drawdown since its inception was -37.74%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for CFA and ABI.
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Drawdown Indicators
| CFA | ABI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -0.95% | -36.79% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | — | — |
Current DrawdownCurrent decline from peak | -1.03% | 0.00% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -0.18% | -3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | — | — |
Volatility
CFA vs. ABI - Volatility Comparison
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Volatility by Period
| CFA | ABI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 1.27% | +9.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 1.27% | +13.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 1.27% | +15.91% |
CFA vs. ABI - Expense Ratio Comparison
CFA has a 0.35% expense ratio, which is lower than ABI's 0.65% expense ratio.
Dividends
CFA vs. ABI - Dividend Comparison
CFA's dividend yield for the trailing twelve months is around 1.25%, less than ABI's 5.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABI VictoryShares Pioneer Asset-Based Income ETF | 5.69% | 3.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CFA VictoryShares US 500 Volatility Weighted ETF | 1.25% | 1.29% | 1.32% | 1.42% | 1.59% | 1.04% | 1.21% | 1.35% | 1.50% | 1.15% | 1.37% | 1.31% |
Frequently Asked Questions
CFA and ABI have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CFA is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CFA is cheaper with a 0.35% expense ratio, compared with 0.65% for ABI.
ABI has the higher dividend yield at 5.69%, compared with 1.25% for CFA.
CFA is categorized as Large Cap Blend Equities, while ABI is Multisector Bonds. Their fees differ too: 0.35% for CFA and 0.65% for ABI.
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