CFA vs. ABI

Last updated Jun 3, 2026

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 0.19 correlation, their price movements are largely independent. CFA charges 0.35%/yr vs 0.65%/yr for ABI.

Performance

CFA vs. ABI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US 500 Volatility Weighted ETF (CFA) and VictoryShares Pioneer Asset-Based Income ETF (ABI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CFA achieves a 6.98% return, which is significantly higher than ABI's 2.65% return.

CFA

• 1D: 0.49%
• 1M: 1.35%
• YTD: 6.98%
• 6M: 7.87%
• 1Y: 14.73%
• 3Y*: 13.90%
• 5Y*: 7.94%
• 10Y*: 11.44%

ABI

• 1D: 0.04%
• 1M: 0.75%
• YTD: 2.65%
• 6M: 3.14%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CFA vs. ABI - Yearly Performance Comparison

	2026 (YTD)	2025
CFA VictoryShares US 500 Volatility Weighted ETF	6.98%	5.31%
ABI VictoryShares Pioneer Asset-Based Income ETF	2.65%	2.05%

Correlation

The correlation between CFA and ABI is 0.19, 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	0.19

Return for Risk

CFA vs. ABI — Risk / Return Rank

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

CFA

CFA Risk / Return Rank: 40
CFA Sharpe Ratio Rank: 38
CFA Sortino Ratio Rank: 40
CFA Omega Ratio Rank: 36
CFA Calmar Ratio Rank: 41
CFA Martin Ratio Rank: 46

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.

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.

	CFA	ABI	Difference
Sharpe ratio Return per unit of total volatility	1.38	—	—
Sortino ratio Return per unit of downside risk	2.05	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	2.07	—	—
Martin ratio Return relative to average drawdown	7.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CFA	ABI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	4.03	-3.41

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.

Drawdown Indicators

	CFA	ABI	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.17%	-0.19%	-3.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	—	—

Volatility

Volatility by Period

	CFA	ABI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.86%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.69%	1.28%	+9.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.06%	1.28%	+13.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.22%	1.28%	+15.94%

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 1.23%, less than ABI's 5.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
CFA VictoryShares US 500 Volatility Weighted ETF	1.23%	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

Can I hold both CFA and ABI in my portfolio?

CFA and ABI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CFA or ABI?

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.

Which ETF is cheaper, CFA or ABI?

CFA is cheaper with a 0.35% expense ratio, compared with 0.65% for ABI.

Which ETF pays a higher dividend yield, CFA or ABI?

ABI has the higher dividend yield at 5.18%, compared with 1.23% for CFA.

What is the main difference between CFA and ABI?

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.