PortfoliosLab logoPortfoliosLab logo
JOJO vs. ABI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JOJO vs. ABI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JOJO achieves a 2.29% return, which is significantly lower than ABI's 2.61% return.


JOJO

1D
-0.25%
1M
0.31%
YTD
2.29%
6M
2.64%
1Y
9.64%
3Y*
6.59%
5Y*
10Y*

ABI

1D
-0.04%
1M
0.75%
YTD
2.61%
6M
3.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JOJO vs. ABI - Yearly Performance Comparison


Correlation

The correlation between JOJO and ABI is 0.42, 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

0.42

Compare stocks, funds, or ETFs

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


Return for Risk

JOJO vs. ABI — Risk / Return Rank

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

JOJO
JOJO Risk / Return Rank: 4242
Overall Rank
JOJO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JOJO Sortino Ratio Rank: 4545
Sortino Ratio Rank
JOJO Omega Ratio Rank: 4545
Omega Ratio Rank
JOJO Calmar Ratio Rank: 4040
Calmar Ratio Rank
JOJO Martin Ratio Rank: 3737
Martin Ratio Rank

ABI
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.

JOJO vs. ABI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ATAC Credit Rotation ETF (JOJO) 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.


JOJOABIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

1.96

Martin ratioReturn relative to average drawdown

5.66

JOJO vs. ABI - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


JOJOABIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

3.98

-4.03

Drawdowns

JOJO vs. ABI - Drawdown Comparison

The maximum JOJO drawdown since its inception was -28.43%, which is greater than ABI's maximum drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for JOJO and ABI.


Loading charts...

Drawdown Indicators


JOJOABIDifference

Max Drawdown

Largest peak-to-trough decline

-28.43%

-0.95%

-27.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-9.43%

Current Drawdown

Current decline from peak

-5.89%

-0.04%

-5.85%

Average Drawdown

Average peak-to-trough decline

-15.82%

-0.19%

-15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

Volatility

JOJO vs. ABI - Volatility Comparison


Loading charts...

Volatility by Period


JOJOABIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

6.62%

1.28%

+5.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.31%

1.28%

+10.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.31%

1.28%

+10.03%

JOJO vs. ABI - Expense Ratio Comparison

JOJO has a 1.28% expense ratio, which is higher than ABI's 0.65% expense ratio.


Dividends

JOJO vs. ABI - Dividend Comparison

JOJO's dividend yield for the trailing twelve months is around 5.13%, which matches ABI's 5.18% yield.


PositionTTM20252024202320222021
ABI
VictoryShares Pioneer Asset-Based Income ETF
5.18%3.01%0.00%0.00%0.00%0.00%
JOJO
ATAC Credit Rotation ETF
5.13%4.78%4.88%4.30%3.63%2.53%

Frequently Asked Questions


JOJO and ABI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ABI is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ABI is cheaper with a 0.65% expense ratio, compared with 1.28% for JOJO.

ABI has the higher dividend yield at 5.18%, compared with 5.13% for JOJO.

They also come from different issuers: ATAC and VictoryShares. Their fees differ too: 1.28% for JOJO and 0.65% for ABI.

Portfolio Optimizer

Find the right allocation for JOJO 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.

Open Portfolio Optimizer