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FAB vs. ABLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAB vs. ABLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Multi Cap Value AlphaDEX Fund (FAB) and Abacus FCF Real Assets Leaders ETF (ABLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FAB achieves a 11.59% return, which is significantly higher than ABLD's 8.74% return.


FAB

1D
0.47%
1M
0.35%
YTD
11.59%
6M
13.25%
1Y
28.98%
3Y*
15.50%
5Y*
8.03%
10Y*
10.48%

ABLD

1D
0.76%
1M
-2.66%
YTD
8.74%
6M
9.08%
1Y
15.99%
3Y*
12.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAB vs. ABLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FAB
First Trust Multi Cap Value AlphaDEX Fund
11.59%9.86%7.82%15.81%-6.79%3.52%
ABLD
Abacus FCF Real Assets Leaders ETF
8.74%6.64%7.05%18.89%7.42%3.86%

Correlation

The correlation between FAB and ABLD is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.82

The correlation between FAB and ABLD has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.

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Return for Risk

FAB vs. ABLD — Risk / Return Rank

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

FAB
FAB Risk / Return Rank: 6969
Overall Rank
FAB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FAB Sortino Ratio Rank: 6969
Sortino Ratio Rank
FAB Omega Ratio Rank: 6060
Omega Ratio Rank
FAB Calmar Ratio Rank: 8181
Calmar Ratio Rank
FAB Martin Ratio Rank: 7171
Martin Ratio Rank

ABLD
ABLD Risk / Return Rank: 2929
Overall Rank
ABLD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ABLD Sortino Ratio Rank: 2828
Sortino Ratio Rank
ABLD Omega Ratio Rank: 3030
Omega Ratio Rank
ABLD Calmar Ratio Rank: 2828
Calmar Ratio Rank
ABLD Martin Ratio Rank: 3131
Martin Ratio Rank
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.

FAB vs. ABLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Multi Cap Value AlphaDEX Fund (FAB) and Abacus FCF Real Assets Leaders ETF (ABLD). 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.


FABABLDDifference

Sharpe ratio

Return per unit of total volatility

2.11

1.09

+1.02

Sortino ratio

Return per unit of downside risk

3.21

1.55

+1.66

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratio

Return relative to maximum drawdown

4.31

1.37

+2.93

Martin ratio

Return relative to average drawdown

13.42

4.80

+8.61

FAB vs. ABLD - Sharpe Ratio Comparison

The current FAB Sharpe Ratio is 2.11, which is higher than the ABLD Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FAB and ABLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FABABLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.09

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.68

-0.33

Drawdowns

FAB vs. ABLD - Drawdown Comparison

The maximum FAB drawdown since its inception was -63.29%, which is greater than ABLD's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for FAB and ABLD.


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Drawdown Indicators


FABABLDDifference

Max Drawdown

Largest peak-to-trough decline

-63.29%

-19.35%

-43.94%

Max Drawdown (1Y)

Largest decline over 1 year

-6.65%

-11.64%

+4.99%

Max Drawdown (3Y)

Largest decline over 3 years

-22.91%

-19.35%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

Current Drawdown

Current decline from peak

-0.20%

-7.18%

+6.98%

Average Drawdown

Average peak-to-trough decline

-9.26%

-3.96%

-5.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

3.33%

-1.19%

Volatility

FAB vs. ABLD - Volatility Comparison

The current volatility for First Trust Multi Cap Value AlphaDEX Fund (FAB) is 3.29%, while Abacus FCF Real Assets Leaders ETF (ABLD) has a volatility of 4.58%. This indicates that FAB experiences smaller price fluctuations and is considered to be less risky than ABLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FABABLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

4.58%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

12.85%

-4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

14.70%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

17.53%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

17.53%

+4.53%

FAB vs. ABLD - Expense Ratio Comparison

FAB has a 0.64% expense ratio, which is higher than ABLD's 0.39% expense ratio.


Dividends

FAB vs. ABLD - Dividend Comparison

FAB's dividend yield for the trailing twelve months is around 1.58%, less than ABLD's 4.19% yield.


PositionTTM20252024202320222021202020192018201720162015
ABLD
Abacus FCF Real Assets Leaders ETF
4.19%2.86%10.13%4.70%8.40%0.08%0.00%0.00%0.00%0.00%0.00%0.00%
FAB
First Trust Multi Cap Value AlphaDEX Fund
1.58%1.57%2.00%1.94%1.80%1.32%1.59%1.75%1.96%1.42%1.40%1.62%

Frequently Asked Questions


FAB and ABLD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABLD has higher volatility (4.58%) compared to FAB (3.29%). In terms of maximum drawdown, FAB dropped -63.29% vs ABLD's -19.35%.

On 3-year performance, FAB leads with 15.50% vs 12.80% for ABLD. On fees, ABLD is cheaper at 0.39% per year. On volatility, FAB has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FAB has performed better with a 15.50% return vs 12.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ABLD is cheaper with a 0.39% expense ratio, compared with 0.64% for FAB.

ABLD has the higher dividend yield at 4.19%, compared with 1.58% for FAB.

FAB tracks NASDAQ AlphaDEX Multi Cap Value Index, while ABLD tracks FCF Yield Enhanced Real Asset Index. They also come from different issuers: First Trust and Abacus. Their fees differ too: 0.64% for FAB and 0.39% for ABLD.

FAB currently has the higher Sharpe Ratio (2.11 vs 1.09), 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.

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