EPSB vs. ABLS

Last updated Jun 23, 2026

EPSB (Harbor SMID Cap Core ETF) and ABLS (Abacus FCF Small Cap Leaders ETF) are both Small Cap Blend Equities funds. EPSB is actively managed, while ABLS is passively managed. Over the past year, EPSB returned 32.14% vs 9.52% for ABLS. A 0.70 correlation means they provide meaningful diversification when combined. EPSB charges 0.88%/yr vs 0.39%/yr for ABLS.

Performance

EPSB vs. ABLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor SMID Cap Core ETF (EPSB) and Abacus FCF Small Cap Leaders ETF (ABLS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EPSB achieves a 21.25% return, which is significantly higher than ABLS's 11.02% return.

EPSB

• 1D: 0.14%
• 1M: 3.53%
• YTD: 21.25%
• 6M: 19.22%
• 1Y: 32.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ABLS

• 1D: 0.78%
• 1M: 7.96%
• YTD: 11.02%
• 6M: 7.56%
• 1Y: 9.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EPSB vs. ABLS - Yearly Performance Comparison

	2026 (YTD)	2025
EPSB Harbor SMID Cap Core ETF	21.25%	14.56%
ABLS Abacus FCF Small Cap Leaders ETF	11.02%	2.30%

Correlation

The correlation between EPSB and ABLS is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (All Time) Calculated using the full available price history since May 2, 2025	0.70

The correlation between EPSB and ABLS has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.

Return for Risk

EPSB vs. ABLS — Risk / Return Rank

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

EPSB

EPSB Risk / Return Rank: 70
EPSB Sharpe Ratio Rank: 67
EPSB Sortino Ratio Rank: 72
EPSB Omega Ratio Rank: 62
EPSB Calmar Ratio Rank: 77
EPSB Martin Ratio Rank: 72

ABLS

ABLS Risk / Return Rank: 16
ABLS Sharpe Ratio Rank: 17
ABLS Sortino Ratio Rank: 17
ABLS Omega Ratio Rank: 16
ABLS Calmar Ratio Rank: 15
ABLS Martin Ratio Rank: 16

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.

EPSB vs. ABLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor SMID Cap Core ETF (EPSB) and Abacus FCF Small Cap Leaders ETF (ABLS). 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.

	EPSB	ABLS	Difference
Sharpe ratio: Return per unit of total volatility	2.11	0.54	+1.57
Sortino ratio: Return per unit of downside risk	3.12	0.88	+2.24
Omega ratio: Gain probability vs. loss probability	1.36	1.10	+0.26
Calmar ratio: Return relative to maximum drawdown	3.82	0.59	+3.23
Martin ratio: Return relative to average drawdown	12.96	1.64	+11.32

EPSB vs. ABLS - Sharpe Ratio Comparison

The current EPSB Sharpe Ratio is 2.11, which is higher than the ABLS Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EPSB and ABLS, 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

EPSB vs. ABLS - Drawdown Comparison

The maximum EPSB drawdown since its inception was -8.46%, smaller than the maximum ABLS drawdown of -19.28%. Use the drawdown chart below to compare losses from any high point for EPSB and ABLS.

Drawdown Indicators

	EPSB	ABLS	Difference
Max Drawdown Largest peak-to-trough decline	-8.46%	-19.28%	+10.82%
Max Drawdown (1Y) Largest decline over 1 year	-8.46%	-16.19%	+7.73%
Current Drawdown Current decline from peak	-0.48%	0.00%	-0.48%
Average Drawdown Average peak-to-trough decline	-1.53%	-8.21%	+6.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	5.81%	-3.32%

Volatility

EPSB vs. ABLS - Volatility Comparison

Harbor SMID Cap Core ETF (EPSB) and Abacus FCF Small Cap Leaders ETF (ABLS) have volatilities of 4.80% and 4.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPSB	ABLS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	4.64%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	11.31%	13.12%	-1.81%
Volatility (1Y) Calculated over the trailing 1-year period	15.34%	17.75%	-2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.51%	21.20%	-5.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.51%	21.20%	-5.69%

EPSB vs. ABLS - Expense Ratio Comparison

EPSB has a 0.88% expense ratio, which is higher than ABLS's 0.39% expense ratio.

Dividends

EPSB vs. ABLS - Dividend Comparison

EPSB's dividend yield for the trailing twelve months is around 1.12%, less than ABLS's 12.66% yield.

Position	TTM	2025
ABLS Abacus FCF Small Cap Leaders ETF	12.66%	14.04%
EPSB Harbor SMID Cap Core ETF	1.12%	1.36%

Frequently Asked Questions

Can I hold both EPSB and ABLS in my portfolio?

EPSB and ABLS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPSB or ABLS?

EPSB has higher volatility (4.80%) compared to ABLS (4.64%). In terms of maximum drawdown, EPSB dropped -8.46% vs ABLS's -19.28%.

Which ETF is better, EPSB or ABLS?

On 1-year performance, EPSB leads with 32.14% vs 9.52% for ABLS. On fees, ABLS is cheaper at 0.39% per year. On volatility, ABLS has been the lower-risk option at 4.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPSB or ABLS?

Over the 1-year period, EPSB has performed better with a 32.14% return vs 9.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPSB or ABLS?

ABLS is cheaper with a 0.39% expense ratio, compared with 0.88% for EPSB.

Which ETF pays a higher dividend yield, EPSB or ABLS?

ABLS has the higher dividend yield at 12.66%, compared with 1.12% for EPSB.

What is the main difference between EPSB and ABLS?

They also come from different issuers: Harbor and Abacus. Their fees differ too: 0.88% for EPSB and 0.39% for ABLS.

Which has better risk-adjusted returns?

EPSB currently has the higher Sharpe Ratio (2.11 vs 0.54), 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.