MAVF vs. ABEQ

Last updated Jun 26, 2026

MAVF (Matrix Advisors Value ETF) and ABEQ (Absolute Select Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, MAVF returned 28.85% vs 11.54% for ABEQ. A 0.51 correlation means they provide meaningful diversification when combined. MAVF charges 0.75%/yr vs 0.85%/yr for ABEQ.

Performance

MAVF vs. ABEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matrix Advisors Value ETF (MAVF) and Absolute Select Value ETF (ABEQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MAVF achieves a 10.41% return, which is significantly higher than ABEQ's 5.02% return.

MAVF

• 1D: 0.23%
• 1M: -1.08%
• YTD: 10.41%
• 6M: 8.94%
• 1Y: 28.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ABEQ

• 1D: 0.30%
• 1M: 0.35%
• YTD: 5.02%
• 6M: 3.74%
• 1Y: 11.54%
• 3Y*: 12.19%
• 5Y*: 8.06%
• 10Y*: —

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

MAVF vs. ABEQ - Yearly Performance Comparison

	2026 (YTD)	2025
MAVF Matrix Advisors Value ETF	10.41%	18.40%
ABEQ Absolute Select Value ETF	5.02%	10.60%

Correlation

The correlation between MAVF and ABEQ is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025	0.51

The correlation between MAVF and ABEQ has been stable across timeframes, ranging from 0.51 to 0.51 - a consistent structural relationship.

MAVF vs. ABEQ - Sectors Allocation Comparison

Sectors	MAVF	ABEQ
Technology	26.2%	4.4%
Financial Services	25.6%	29.8%
Communication Services	15.2%	6.2%
Consumer Cyclical	11.7%	-
Healthcare	8.0%	6.1%
Industrials	7.4%	15.6%
Consumer Defensive	6.0%	7.0%
Basic Materials	-	19.4%
Energy	-	11.8%
Real Estate	-	4.2%
Utilities	-	1.4%

Return for Risk

MAVF vs. ABEQ — Risk / Return Rank

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

MAVF

MAVF Risk / Return Rank: 67
MAVF Sharpe Ratio Rank: 71
MAVF Sortino Ratio Rank: 70
MAVF Omega Ratio Rank: 67
MAVF Calmar Ratio Rank: 61
MAVF Martin Ratio Rank: 66

ABEQ

ABEQ Risk / Return Rank: 35
ABEQ Sharpe Ratio Rank: 41
ABEQ Sortino Ratio Rank: 40
ABEQ Omega Ratio Rank: 38
ABEQ Calmar Ratio Rank: 32
ABEQ Martin Ratio Rank: 26

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.

MAVF vs. ABEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matrix Advisors Value ETF (MAVF) and Absolute Select Value ETF (ABEQ). 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.

	MAVF	ABEQ	Difference
Sharpe ratio: Return per unit of total volatility	2.02	1.30	+0.72
Sortino ratio: Return per unit of downside risk	2.78	1.87	+0.91
Omega ratio: Gain probability vs. loss probability	1.35	1.23	+0.13
Calmar ratio: Return relative to maximum drawdown	2.65	1.47	+1.18
Martin ratio: Return relative to average drawdown	10.64	3.22	+7.42

MAVF vs. ABEQ - Sharpe Ratio Comparison

The current MAVF Sharpe Ratio is 2.02, which is higher than the ABEQ Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of MAVF and ABEQ, 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

MAVF vs. ABEQ - Drawdown Comparison

The maximum MAVF drawdown since its inception was -17.13%, smaller than the maximum ABEQ drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for MAVF and ABEQ.

Drawdown Indicators

	MAVF	ABEQ	Difference
Max Drawdown Largest peak-to-trough decline	-17.13%	-27.82%	+10.69%
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	-7.89%	-3.05%
Max Drawdown (3Y) Largest decline over 3 years	—	-7.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.26%	—
Current Drawdown Current decline from peak	-1.97%	-6.02%	+4.05%
Average Drawdown Average peak-to-trough decline	-2.55%	-4.10%	+1.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	3.59%	-0.87%

Volatility

MAVF vs. ABEQ - Volatility Comparison

Matrix Advisors Value ETF (MAVF) has a higher volatility of 4.92% compared to Absolute Select Value ETF (ABEQ) at 2.12%. This indicates that MAVF's price experiences larger fluctuations and is considered to be riskier than ABEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAVF	ABEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	2.12%	+2.80%
Volatility (6M) Calculated over the trailing 6-month period	11.25%	6.45%	+4.80%
Volatility (1Y) Calculated over the trailing 1-year period	14.34%	8.94%	+5.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.13%	10.77%	+8.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	13.79%	+5.34%

MAVF vs. ABEQ - Expense Ratio Comparison

MAVF has a 0.75% expense ratio, which is lower than ABEQ's 0.85% expense ratio.

Dividends

MAVF vs. ABEQ - Dividend Comparison

MAVF's dividend yield for the trailing twelve months is around 0.38%, less than ABEQ's 1.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ABEQ Absolute Select Value ETF	1.19%	1.25%	1.48%	2.60%	1.20%	0.60%	0.60%
MAVF Matrix Advisors Value ETF	0.38%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MAVF and ABEQ in my portfolio?

MAVF and ABEQ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MAVF or ABEQ?

MAVF has higher volatility (4.92%) compared to ABEQ (2.12%). In terms of maximum drawdown, MAVF dropped -17.13% vs ABEQ's -27.82%.

Which ETF is better, MAVF or ABEQ?

On 1-year performance, MAVF leads with 28.85% vs 11.54% for ABEQ. On fees, MAVF is cheaper at 0.75% per year. On volatility, ABEQ has been the lower-risk option at 2.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MAVF or ABEQ?

Over the 1-year period, MAVF has performed better with a 28.85% return vs 11.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MAVF or ABEQ?

MAVF is cheaper with a 0.75% expense ratio, compared with 0.85% for ABEQ.

Which ETF pays a higher dividend yield, MAVF or ABEQ?

ABEQ has the higher dividend yield at 1.19%, compared with 0.38% for MAVF.

What is the main difference between MAVF and ABEQ?

They also come from different issuers: Matrix Asset Advisors and Absolute Investment Advisers LLC. Their fees differ too: 0.75% for MAVF and 0.85% for ABEQ.

Which has better risk-adjusted returns?

MAVF currently has the higher Sharpe Ratio (2.02 vs 1.30), 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.