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IMCB vs. ABCS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IMCB vs. ABCS

Last updated Aug 2, 2026
Documentation

IMCB (iShares Morningstar Mid-Cap ETF) and ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) are both Mid Cap Blend Equities funds - IMCB tracks the IMCB-US - Morningstar U.S. Mid Cap Index while ABCS tracks the BNY Mellon ABC Index. Both are passively managed. Over the past year, IMCB returned 23.21% vs 25.77% for ABCS. Their correlation of 0.91 means they have usually moved in the same direction. IMCB charges 0.04%/yr vs 0.27%/yr for ABCS.

Performance

IMCB vs. ABCS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Mid-Cap ETF (IMCB) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMCB achieves a 17.87% return, which is significantly higher than ABCS's 16.54% return.

IMCB

1D
-0.25%
1M
-0.01%
6M
14.48%
YTD
17.87%
1Y
23.21%
3Y*
15.79%
5Y*
9.14%
10Y*
11.27%
ALL TIME*
10.39%

ABCS

1D
-0.47%
1M
3.51%
6M
14.48%
YTD
16.54%
1Y
25.77%
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
14.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ABCS

Alpha Blue Capital US Small-Mid Cap Dynamic ETF
$78.00K$72.55K$66.49K

IMCB

iShares Morningstar Mid-Cap ETF
$2.94M$3.89M$3.49M

IMCB vs. ABCS - Yearly Performance Comparison

2026 (YTD)202520242023
IMCB
iShares Morningstar Mid-Cap ETF		17.87%10.25%15.10%0.48%
ABCS
Alpha Blue Capital US Small-Mid Cap Dynamic ETF		16.54%7.95%14.47%-0.06%

Correlation

The correlation between IMCB and ABCS is 0.84, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2023

0.91

The correlation between IMCB and ABCS has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

IMCB vs. ABCS - Sectors Allocation Comparison

Sectors
IMCB
ABCS

Industrials

18.4%
11.5%

Technology

17.9%
13.8%

Financial Services

14.1%
21.0%

Consumer Cyclical

9.7%
14.1%

Healthcare

8.8%
16.9%

Energy

7.0%
5.3%

Utilities

6.5%
3.0%

Basic Materials

5.5%
3.4%

Consumer Defensive

5.1%
4.7%

Real Estate

4.5%
4.5%

Communication Services

2.4%
2.0%

Industrials

IMCB
18.4%
ABCS
11.5%

Technology

IMCB
17.9%
ABCS
13.8%

Financial Services

IMCB
14.1%
ABCS
21.0%

Consumer Cyclical

IMCB
9.7%
ABCS
14.1%

Healthcare

IMCB
8.8%
ABCS
16.9%

Energy

IMCB
7.0%
ABCS
5.3%

Utilities

IMCB
6.5%
ABCS
3.0%

Basic Materials

IMCB
5.5%
ABCS
3.4%

Consumer Defensive

IMCB
5.1%
ABCS
4.7%

Real Estate

IMCB
4.5%
ABCS
4.5%

Communication Services

IMCB
2.4%
ABCS
2.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Morningstar Mid-Cap ETF

Alpha Blue Capital US Small-Mid Cap Dynamic ETF

Often compared with IMCB:
IMCB vs. IMCGIMCB vs. FSMDXIMCB vs. BKMCIMCB vs. SPMDIMCB vs. VOIMCB vs. IJHIMCB vs. ISCB
Often compared with ABCS:
ABCS vs. VFMFABCS vs. BOXAABCS vs. AAVMABCS vs. AAUSABCS vs. QMOMABCS vs. HIDEABCS vs. CSD

Return for Risk

IMCB vs. ABCS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IMCB
IMCB Risk / Return Rank: 7575
Overall Rank
IMCB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 7373
Sortino Ratio Rank
IMCB Omega Ratio Rank: 7070
Omega Ratio Rank
IMCB Calmar Ratio Rank: 7676
Calmar Ratio Rank
IMCB Martin Ratio Rank: 8181
Martin Ratio Rank
ABCS
ABCS Risk / Return Rank: 7878
Overall Rank
ABCS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ABCS Sortino Ratio Rank: 8181
Sortino Ratio Rank
ABCS Omega Ratio Rank: 7575
Omega Ratio Rank
ABCS Calmar Ratio Rank: 8080
Calmar Ratio Rank
ABCS Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IMCB vs. ABCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap ETF (IMCB) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS). 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.

IMCBABCSDifference
Sharpe ratioReturn per unit of total volatility
1.65
1.78

-0.13

Sortino ratioReturn per unit of downside risk
2.35
2.65

-0.31

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.02

Calmar ratioReturn relative to maximum drawdown

2.68

2.90

-0.22

Martin ratioReturn relative to average drawdown

10.73

9.35

+1.38

IMCB vs. ABCS - Sharpe Ratio Comparison

The current IMCB Sharpe Ratio is 1.65, which is comparable to the ABCS Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of IMCB and ABCS, 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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Drawdowns

IMCB vs. ABCS - Drawdown Comparison

The maximum IMCB drawdown since its inception was -58.80%, which is greater than ABCS's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for IMCB and ABCS.

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Drawdown Indicators

IMCBABCSDifference

Max Drawdown

Largest peak-to-trough decline

-58.80%

-20.52%

-38.28%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-8.33%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

—

—

Current Drawdown

Current decline from peak

-0.91%

-1.27%

+0.36%

Average Drawdown

Average peak-to-trough decline

-7.68%

-3.34%

-4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.58%

-0.57%

Volatility

IMCB vs. ABCS - Volatility Comparison

The current volatility for iShares Morningstar Mid-Cap ETF (IMCB) is 2.32%, while Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has a volatility of 3.89%. This indicates that IMCB experiences smaller price fluctuations and is considered to be less risky than ABCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IMCBABCSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.89%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.96%

9.39%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

13.59%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.56%

16.91%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

16.91%

+2.69%

IMCB vs. ABCS - Expense Ratio Comparison

IMCB has a 0.04% expense ratio, which is lower than ABCS's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IMCB vs. ABCS - Dividend Comparison

IMCB's dividend yield for the trailing twelve months is around 1.21%, more than ABCS's 1.12% yield.

PositionTTM20252024202320222021202020192018201720162015
ABCS
Alpha Blue Capital US Small-Mid Cap Dynamic ETF		1.12%1.37%1.39%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IMCB
iShares Morningstar Mid-Cap ETF		1.21%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%

Frequently Asked Questions

IMCB and ABCS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABCS has higher volatility (3.89%) compared to IMCB (2.32%). In terms of maximum drawdown, IMCB dropped -58.80% vs ABCS's -20.52%.

On 1-year performance, ABCS leads with 25.77% vs 23.21% for IMCB. On fees, IMCB is cheaper at 0.04% per year. On volatility, IMCB has been the lower-risk option at 2.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ABCS has performed better with a 25.77% return vs 23.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMCB is cheaper with a 0.04% expense ratio, compared with 0.27% for ABCS.

IMCB has the higher dividend yield at 1.21%, compared with 1.12% for ABCS.

IMCB tracks IMCB-US - Morningstar U.S. Mid Cap Index, while ABCS tracks BNY Mellon ABC Index. They also come from different issuers: iShares and Alpha Architect. Their fees differ too: 0.04% for IMCB and 0.27% for ABCS.

ABCS currently has the higher Sharpe Ratio (1.78 vs 1.65), 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.

Portfolio Optimizer

Find the right allocation for IMCB and ABCS

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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