IVAL vs. ABCS

Last updated Apr 1, 2026

Compare and contrast key facts about Alpha Architect International Quantitative Value ETF (IVAL) and Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS).

IVAL and ABCS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVAL is an actively managed fund by Alpha Architect. It was launched on Dec 16, 2014. ABCS is a passively managed fund by Alpha Architect that tracks the performance of the BNY Mellon ABC Index. It was launched on Dec 18, 2023.

Performance

IVAL vs. ABCS - Performance Comparison

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

IVAL vs. ABCS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IVAL Alpha Architect International Quantitative Value ETF	8.42%	34.92%	-0.71%	2.02%
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	-1.83%	7.95%	14.47%	1.97%

Returns By Period

In the year-to-date period, IVAL achieves a 8.42% return, which is significantly higher than ABCS's -1.83% return.

IVAL

• 1D: 2.88%
• 1M: -7.11%
• YTD: 8.42%
• 6M: 14.13%
• 1Y: 37.22%
• 3Y*: 17.52%
• 5Y*: 8.19%
• 10Y*: 7.75%

ABCS

• 1D: 2.02%
• 1M: -5.12%
• YTD: -1.83%
• 6M: -0.34%
• 1Y: 9.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IVAL vs. ABCS - Expense Ratio Comparison

IVAL has a 0.39% expense ratio, which is higher than ABCS's 0.27% expense ratio.

IVAL

Alpha Architect International Quantitative Value ETF

ABCS

Alpha Blue Capital US Small-Mid Cap Dynamic ETF

Return for Risk

IVAL vs. ABCS — Risk / Return Rank

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

IVAL

IVAL Risk / Return Rank: 92
IVAL Sharpe Ratio Rank: 92
IVAL Sortino Ratio Rank: 94
IVAL Omega Ratio Rank: 93
IVAL Calmar Ratio Rank: 92
IVAL Martin Ratio Rank: 92

ABCS

ABCS Risk / Return Rank: 28
ABCS Sharpe Ratio Rank: 26
ABCS Sortino Ratio Rank: 27
ABCS Omega Ratio Rank: 27
ABCS Calmar Ratio Rank: 30
ABCS Martin Ratio Rank: 32

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.

IVAL vs. ABCS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) 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.

	IVAL	ABCS	Difference
Sharpe ratio Return per unit of total volatility	2.13	0.48	+1.64
Sortino ratio Return per unit of downside risk	2.85	0.83	+2.02
Omega ratio Gain probability vs. loss probability	1.41	1.11	+0.30
Calmar ratio Return relative to maximum drawdown	3.24	0.74	+2.51
Martin ratio Return relative to average drawdown	12.61	2.83	+9.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IVAL vs. ABCS - Sharpe Ratio Comparison

The current IVAL Sharpe Ratio is 2.13, which is higher than the ABCS Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of IVAL and ABCS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IVAL	ABCS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	0.48	+1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.57	-0.24

Correlation

The correlation between IVAL and ABCS is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IVAL vs. ABCS - Dividend Comparison

IVAL's dividend yield for the trailing twelve months is around 2.77%, more than ABCS's 1.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IVAL Alpha Architect International Quantitative Value ETF	2.77%	2.75%	3.60%	5.15%	8.00%	3.95%	2.07%	2.51%	2.93%	1.73%	2.02%	1.86%
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.37%	1.37%	1.39%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IVAL vs. ABCS - Drawdown Comparison

The maximum IVAL drawdown since its inception was -46.09%, which is greater than ABCS's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for IVAL and ABCS.

Drawdown Indicators

	IVAL	ABCS	Difference
Max Drawdown Largest peak-to-trough decline	-46.09%	-20.52%	-25.57%
Max Drawdown (1Y) Largest decline over 1 year	-11.24%	-13.40%	+2.16%
Max Drawdown (5Y) Largest decline over 5 years	-31.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.09%	—	—
Current Drawdown Current decline from peak	-7.11%	-6.27%	-0.84%
Average Drawdown Average peak-to-trough decline	-12.12%	-3.70%	-8.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	3.48%	-0.59%

Volatility

IVAL vs. ABCS - Volatility Comparison

Alpha Architect International Quantitative Value ETF (IVAL) has a higher volatility of 7.41% compared to Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) at 4.62%. This indicates that IVAL's price experiences larger fluctuations and is considered to be riskier than ABCS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVAL	ABCS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	4.62%	+2.79%
Volatility (6M) Calculated over the trailing 6-month period	11.38%	10.35%	+1.03%
Volatility (1Y) Calculated over the trailing 1-year period	17.60%	19.25%	-1.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.67%	17.49%	+0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.91%	17.49%	+1.42%