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IFLO vs. ABI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFLO vs. ABI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares International Free Cash Flow ETF (IFLO) and VictoryShares Pioneer Asset-Based Income ETF (ABI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IFLO achieves a 20.27% return, which is significantly higher than ABI's 2.61% return.


IFLO

1D
0.80%
1M
5.37%
YTD
20.27%
6M
21.74%
1Y
3Y*
5Y*
10Y*

ABI

1D
0.00%
1M
0.69%
YTD
2.61%
6M
3.10%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFLO vs. ABI - Yearly Performance Comparison


Correlation

The correlation between IFLO and ABI is 0.25, 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

0.25

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Return for Risk

IFLO vs. ABI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Free Cash Flow ETF (IFLO) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IFLO vs. ABI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IFLOABIDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

2.74

3.97

-1.23

Drawdowns

IFLO vs. ABI - Drawdown Comparison

The maximum IFLO drawdown since its inception was -6.44%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for IFLO and ABI.


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Drawdown Indicators


IFLOABIDifference

Max Drawdown

Largest peak-to-trough decline

-6.44%

-0.95%

-5.49%

Current Drawdown

Current decline from peak

0.00%

-0.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-1.21%

-0.19%

-1.02%

Volatility

IFLO vs. ABI - Volatility Comparison


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Volatility by Period


IFLOABIDifference

Volatility (1Y)

Calculated over the trailing 1-year period

14.15%

1.27%

+12.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

1.27%

+12.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.15%

1.27%

+12.88%

IFLO vs. ABI - Expense Ratio Comparison

IFLO has a 0.56% expense ratio, which is lower than ABI's 0.65% expense ratio.


Dividends

IFLO vs. ABI - Dividend Comparison

IFLO's dividend yield for the trailing twelve months is around 1.02%, less than ABI's 5.18% yield.


Frequently Asked Questions


IFLO and ABI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IFLO is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IFLO is cheaper with a 0.56% expense ratio, compared with 0.65% for ABI.

ABI has the higher dividend yield at 5.18%, compared with 1.02% for IFLO.

IFLO is categorized as Foreign Large Cap Equities, while ABI is Multisector Bonds. Their fees differ too: 0.56% for IFLO and 0.65% for ABI.

Portfolio Optimizer

Find the right allocation for IFLO 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.

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