IFLO vs. ABI

Last updated Jul 16, 2026

IFLO (VictoryShares International Free Cash Flow ETF) and ABI (VictoryShares Pioneer Asset-Based Income ETF) are both exchange-traded funds - IFLO is a Foreign Large Cap Equities fund managed by VictoryShares, while ABI is a Multisector Bonds fund managed by VictoryShares. Over the past year, IFLO returned 34.03% vs 5.40% for ABI. At a 0.28 correlation, their price movements are largely independent. IFLO charges 0.56%/yr vs 0.65%/yr for ABI.

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.

Returns By Period

In the year-to-date period, IFLO achieves a 18.91% return, which is significantly higher than ABI's 3.24% return.

IFLO

• 1D: 0.07%
• 1M: -1.73%
• 6M: 15.28%
• YTD: 18.91%
• 1Y: 34.03%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ABI

• 1D: 0.08%
• 1M: 0.40%
• 6M: 2.69%
• YTD: 3.24%
• 1Y: 5.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IFLO vs. ABI - Yearly Performance Comparison

	2026 (YTD)	2025
IFLO VictoryShares International Free Cash Flow ETF	18.91%	13.12%
ABI VictoryShares Pioneer Asset-Based Income ETF	3.24%	2.05%

Correlation

The correlation between IFLO and ABI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.28

Return for Risk

IFLO vs. ABI — Risk / Return Rank

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

IFLO

IFLO Risk / Return Rank: 90
IFLO Sharpe Ratio Rank: 89
IFLO Sortino Ratio Rank: 90
IFLO Omega Ratio Rank: 87
IFLO Calmar Ratio Rank: 94
IFLO Martin Ratio Rank: 92

ABI

ABI Risk / Return Rank: 96
ABI Sharpe Ratio Rank: 98
ABI Sortino Ratio Rank: 98
ABI Omega Ratio Rank: 98
ABI Calmar Ratio Rank: 94
ABI Martin Ratio Rank: 91

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.

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.

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.

	IFLO	ABI	Difference
Sharpe ratio: Return per unit of total volatility	2.35	4.25	-1.90
Sortino ratio: Return per unit of downside risk	3.40	6.46	-3.06
Omega ratio: Gain probability vs. loss probability	1.42	2.04	-0.62
Calmar ratio: Return relative to maximum drawdown	5.31	5.70	-0.39
Martin ratio: Return relative to average drawdown	17.88	17.29	+0.59

IFLO vs. ABI - Sharpe Ratio Comparison

The current IFLO Sharpe Ratio is 2.35, which is lower than the ABI Sharpe Ratio of 4.25. The chart below compares the historical Sharpe Ratios of IFLO and ABI, 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

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.

Drawdown Indicators

	IFLO	ABI	Difference
Max Drawdown Largest peak-to-trough decline	-6.44%	-0.95%	-5.49%
Max Drawdown (1Y) Largest decline over 1 year	-6.44%	-0.95%	-5.49%
Current Drawdown Current decline from peak	-1.73%	0.00%	-1.73%
Average Drawdown Average peak-to-trough decline	-1.29%	-0.17%	-1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.91%	0.31%	+1.60%

Volatility

IFLO vs. ABI - Volatility Comparison

VictoryShares International Free Cash Flow ETF (IFLO) has a higher volatility of 3.52% compared to VictoryShares Pioneer Asset-Based Income ETF (ABI) at 0.35%. This indicates that IFLO's price experiences larger fluctuations and is considered to be riskier than ABI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IFLO	ABI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	0.35%	+3.17%
Volatility (6M) Calculated over the trailing 6-month period	12.02%	0.82%	+11.20%
Volatility (1Y) Calculated over the trailing 1-year period	14.68%	1.28%	+13.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.56%	1.26%	+13.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.56%	1.26%	+13.30%

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 1.57%, less than ABI's 6.20% yield.

Position	TTM	2025
ABI VictoryShares Pioneer Asset-Based Income ETF	6.20%	3.01%
IFLO VictoryShares International Free Cash Flow ETF	1.57%	0.73%

Frequently Asked Questions

Can I hold both IFLO and ABI in my portfolio?

IFLO and ABI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IFLO or ABI?

IFLO has higher volatility (3.52%) compared to ABI (0.35%). In terms of maximum drawdown, IFLO dropped -6.44% vs ABI's -0.95%.

Which ETF is better, IFLO or ABI?

On 1-year performance, IFLO leads with 34.03% vs 5.40% for ABI. On fees, IFLO is cheaper at 0.56% per year. On volatility, ABI has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IFLO or ABI?

Over the 1-year period, IFLO has performed better with a 34.03% return vs 5.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IFLO or ABI?

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

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

ABI has the higher dividend yield at 6.20%, compared with 1.57% for IFLO.

What is the main difference between IFLO and ABI?

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.

Which has better risk-adjusted returns?

ABI currently has the higher Sharpe Ratio (4.25 vs 2.35), 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.