SOFR vs. ABI
SOFR (Amplify Samsung SOFR ETF) and ABI (VictoryShares Pioneer Asset-Based Income ETF) are both Multisector Bonds funds. Over the past year, SOFR returned 3.88% vs 5.25% for ABI. At a 0.14 correlation, their price movements are largely independent. SOFR charges 0.20%/yr vs 0.65%/yr for ABI.
Performance
SOFR vs. ABI - Performance Comparison
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Returns By Period
In the year-to-date period, SOFR achieves a 1.89% return, which is significantly lower than ABI's 3.08% return.
SOFR
- 1D
- -0.00%
- 1M
- 0.29%
- 6M
- 1.83%
- YTD
- 1.89%
- 1Y
- 3.88%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ABI
- 1D
- -0.04%
- 1M
- 0.32%
- 6M
- 2.61%
- YTD
- 3.08%
- 1Y
- 5.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOFR vs. ABI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOFR Amplify Samsung SOFR ETF | 1.89% | 2.16% |
ABI VictoryShares Pioneer Asset-Based Income ETF | 3.08% | 2.05% |
Correlation
The correlation between SOFR and ABI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.14 |
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Return for Risk
SOFR vs. ABI — Risk / Return Rank
SOFR
ABI
SOFR vs. ABI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung SOFR ETF (SOFR) 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.
| SOFR | ABI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 3.32 | 2.01 | +1.31 |
| Calmar ratioReturn relative to maximum drawdown | 9.60 | 5.55 | +4.05 |
| Martin ratioReturn relative to average drawdown | 38.87 | 16.81 | +22.06 |
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Drawdowns
SOFR vs. ABI - Drawdown Comparison
The maximum SOFR drawdown since its inception was -0.41%, smaller than the maximum ABI drawdown of -0.95%. Use the drawdown chart below to compare losses from any high point for SOFR and ABI.
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Drawdown Indicators
| SOFR | ABI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.41% | -0.95% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -0.41% | -0.95% | +0.54% |
Current DrawdownCurrent decline from peak | -0.00% | -0.05% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -0.03% | -0.17% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.10% | 0.31% | -0.21% |
Volatility
SOFR vs. ABI - Volatility Comparison
The current volatility for Amplify Samsung SOFR ETF (SOFR) is 0.22%, while VictoryShares Pioneer Asset-Based Income ETF (ABI) has a volatility of 0.35%. This indicates that SOFR experiences smaller price fluctuations and is considered to be less risky than ABI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOFR | ABI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.22% | 0.35% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 0.59% | 0.81% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.86% | 1.28% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.83% | 1.26% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.83% | 1.26% | -0.43% |
SOFR vs. ABI - Expense Ratio Comparison
SOFR has a 0.20% expense ratio, which is lower than ABI's 0.65% expense ratio.
Dividends
SOFR vs. ABI - Dividend Comparison
SOFR's dividend yield for the trailing twelve months is around 3.89%, less than ABI's 6.21% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ABI VictoryShares Pioneer Asset-Based Income ETF | 6.21% | 3.01% | 0.00% |
SOFR Amplify Samsung SOFR ETF | 3.89% | 4.22% | 1.60% |
Frequently Asked Questions
SOFR and ABI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABI has higher volatility (0.35%) compared to SOFR (0.22%). In terms of maximum drawdown, SOFR dropped -0.41% vs ABI's -0.95%.
On 1-year performance, ABI leads with 5.25% vs 3.88% for SOFR. On fees, SOFR is cheaper at 0.20% per year. On volatility, SOFR has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ABI has performed better with a 5.25% return vs 3.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOFR is cheaper with a 0.20% expense ratio, compared with 0.65% for ABI.
ABI has the higher dividend yield at 6.21%, compared with 3.89% for SOFR.
They also come from different issuers: Amplify and VictoryShares. Their fees differ too: 0.20% for SOFR and 0.65% for ABI.
SOFR currently has the higher Sharpe Ratio (4.56 vs 4.13), 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.
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