VOLSX vs. ABRSX

Last updated Jun 3, 2026

VOLSX (ABR 75/25 Volatility Fund) and ABRSX (ABR 50/50 Volatility Fund) are both Long-Short funds from ABR. Over the past 5 years, VOLSX returned 5.37%/yr vs 6.56%/yr for ABRSX. Their correlation of 0.94 suggests significant overlap in exposure. VOLSX charges 1.75%/yr vs 2.00%/yr for ABRSX.

Performance

VOLSX vs. ABRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ABR 75/25 Volatility Fund (VOLSX) and ABR 50/50 Volatility Fund (ABRSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VOLSX achieves a 7.12% return, which is significantly higher than ABRSX's 2.52% return.

VOLSX

• 1D: 0.17%
• 1M: 5.17%
• YTD: 7.12%
• 6M: 8.63%
• 1Y: 27.59%
• 3Y*: 11.15%
• 5Y*: 5.37%
• 10Y*: —

ABRSX

• 1D: -0.11%
• 1M: 5.54%
• YTD: 2.52%
• 6M: 5.21%
• 1Y: 29.03%
• 3Y*: 11.41%
• 5Y*: 6.56%
• 10Y*: —

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

VOLSX vs. ABRSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VOLSX ABR 75/25 Volatility Fund	7.12%	2.83%	15.19%	24.73%	-29.76%	27.64%	2.00%
ABRSX ABR 50/50 Volatility Fund	2.52%	6.22%	13.84%	38.75%	-34.12%	40.73%	20.11%

Correlation

The correlation between VOLSX and ABRSX is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Aug 4, 2020	0.94

The correlation between VOLSX and ABRSX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

VOLSX vs. ABRSX — Risk / Return Rank

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

VOLSX

VOLSX Risk / Return Rank: 44
VOLSX Sharpe Ratio Rank: 47
VOLSX Sortino Ratio Rank: 42
VOLSX Omega Ratio Rank: 48
VOLSX Calmar Ratio Rank: 35
VOLSX Martin Ratio Rank: 48

ABRSX

ABRSX Risk / Return Rank: 22
ABRSX Sharpe Ratio Rank: 23
ABRSX Sortino Ratio Rank: 20
ABRSX Omega Ratio Rank: 27
ABRSX Calmar Ratio Rank: 18
ABRSX Martin Ratio Rank: 24

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.

VOLSX vs. ABRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and ABR 50/50 Volatility Fund (ABRSX). 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.

	VOLSX	ABRSX	Difference
Sharpe ratio Return per unit of total volatility	2.02	1.39	+0.63
Sortino ratio Return per unit of downside risk	2.72	1.89	+0.83
Omega ratio Gain probability vs. loss probability	1.38	1.28	+0.10
Calmar ratio Return relative to maximum drawdown	2.27	1.56	+0.72
Martin ratio Return relative to average drawdown	9.94	6.19	+3.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VOLSX vs. ABRSX - Sharpe Ratio Comparison

The current VOLSX Sharpe Ratio is 2.02, which is higher than the ABRSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of VOLSX and ABRSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VOLSX	ABRSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	1.39	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.24	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.17	+0.18

Drawdowns

VOLSX vs. ABRSX - Drawdown Comparison

The maximum VOLSX drawdown since its inception was -35.10%, smaller than the maximum ABRSX drawdown of -49.78%. Use the drawdown chart below to compare losses from any high point for VOLSX and ABRSX.

Drawdown Indicators

	VOLSX	ABRSX	Difference
Max Drawdown Largest peak-to-trough decline	-35.10%	-49.78%	+14.68%
Max Drawdown (1Y) Largest decline over 1 year	-12.37%	-19.12%	+6.75%
Max Drawdown (3Y) Largest decline over 3 years	-24.07%	-27.83%	+3.76%
Max Drawdown (5Y) Largest decline over 5 years	-35.10%	-44.57%	+9.47%
Current Drawdown Current decline from peak	0.00%	-0.11%	+0.11%
Average Drawdown Average peak-to-trough decline	-11.05%	-15.96%	+4.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	4.81%	-1.98%

Volatility

VOLSX vs. ABRSX - Volatility Comparison

The current volatility for ABR 75/25 Volatility Fund (VOLSX) is 2.85%, while ABR 50/50 Volatility Fund (ABRSX) has a volatility of 3.21%. This indicates that VOLSX experiences smaller price fluctuations and is considered to be less risky than ABRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VOLSX	ABRSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	3.21%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	17.50%	-6.68%
Volatility (1Y) Calculated over the trailing 1-year period	14.16%	21.87%	-7.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.20%	27.37%	-9.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.93%	36.23%	-17.30%

VOLSX vs. ABRSX - Expense Ratio Comparison

VOLSX has a 1.75% expense ratio, which is lower than ABRSX's 2.00% expense ratio.

Dividends

VOLSX vs. ABRSX - Dividend Comparison

VOLSX's dividend yield for the trailing twelve months is around 2.04%, more than ABRSX's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ABRSX ABR 50/50 Volatility Fund	0.62%	0.63%	1.04%	0.00%	0.00%	47.19%	0.00%	10.50%	12.88%	0.99%
VOLSX ABR 75/25 Volatility Fund	2.04%	2.18%	2.24%	0.29%	0.00%	18.63%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VOLSX and ABRSX in my portfolio?

With a correlation of 0.95, VOLSX and ABRSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, VOLSX or ABRSX?

ABRSX has higher volatility (3.21%) compared to VOLSX (2.85%). In terms of maximum drawdown, VOLSX dropped -35.10% vs ABRSX's -49.78%.

Which has better risk-adjusted returns?

VOLSX currently has the higher Sharpe Ratio (2.02 vs 1.39), 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.