CFO vs. ABI
CFO (VictoryShares US 500 Enhanced Volatility Weighted ETF) and ABI (VictoryShares Pioneer Asset-Based Income ETF) are both exchange-traded funds - CFO is a Large Cap Blend Equities fund tracking the Nasdaq Victory U.S. Large Cap 500 Long/Cash Volatility Weighted Index, while ABI is a Multisector Bonds fund managed by VictoryShares. At a 0.20 correlation, their price movements are largely independent. CFO charges 0.35%/yr vs 0.65%/yr for ABI.
Performance
CFO vs. ABI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CFO achieves a 6.66% return, which is significantly higher than ABI's 2.61% return.
CFO
- 1D
- -0.30%
- 1M
- 1.87%
- YTD
- 6.66%
- 6M
- 6.96%
- 1Y
- 13.59%
- 3Y*
- 10.44%
- 5Y*
- 3.88%
- 10Y*
- 9.36%
ABI
- 1D
- -0.04%
- 1M
- 0.75%
- YTD
- 2.61%
- 6M
- 3.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CFO vs. ABI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF | 6.66% | 5.28% |
ABI VictoryShares Pioneer Asset-Based Income ETF | 2.61% | 2.05% |
Correlation
The correlation between CFO and ABI is 0.20, 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 | 0.20 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CFO vs. ABI — Risk / Return Rank
CFO
ABI
CFO vs. ABI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US 500 Enhanced Volatility Weighted ETF (CFO) 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.
| CFO | ABI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | — | — |
| Martin ratioReturn relative to average drawdown | 7.10 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CFO | ABI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 3.98 | -3.33 |
Drawdowns
CFO vs. ABI - Drawdown Comparison
The maximum CFO drawdown since its inception was -24.35%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for CFO and ABI.
Loading charts...
Drawdown Indicators
| CFO | ABI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.35% | -0.95% | -23.40% |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.35% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | -0.04% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -0.19% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | — | — |
Volatility
CFO vs. ABI - Volatility Comparison
Loading charts...
Volatility by Period
| CFO | ABI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 1.28% | +9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 1.28% | +12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 1.28% | +11.99% |
CFO vs. ABI - Expense Ratio Comparison
CFO has a 0.35% expense ratio, which is lower than ABI's 0.65% expense ratio.
Dividends
CFO vs. ABI - Dividend Comparison
CFO's dividend yield for the trailing twelve months is around 1.24%, 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% |
CFO VictoryShares US 500 Enhanced Volatility Weighted ETF | 1.24% | 1.32% | 1.44% | 1.72% | 3.95% | 1.06% | 0.90% | 1.44% | 1.49% | 1.18% | 1.35% | 1.31% |
Frequently Asked Questions
CFO and ABI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CFO is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CFO is cheaper with a 0.35% expense ratio, compared with 0.65% for ABI.
ABI has the higher dividend yield at 5.18%, compared with 1.24% for CFO.
CFO is categorized as Large Cap Blend Equities, while ABI is Multisector Bonds. Their fees differ too: 0.35% for CFO and 0.65% for ABI.
Find the right allocation for CFO and ABI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer