VOLSX vs. VMNFX
Compare and contrast key facts about ABR 75/25 Volatility Fund (VOLSX) and Vanguard Market Neutral Fund Investor Shares (VMNFX).
VOLSX is managed by ABR. It was launched on Aug 2, 2020. VMNFX is managed by Vanguard. It was launched on Nov 11, 1998.
Performance
VOLSX vs. VMNFX - Performance Comparison
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VOLSX vs. VMNFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VOLSX ABR 75/25 Volatility Fund | -11.00% | 2.83% | 15.19% | 24.73% | -29.76% | 27.64% | 2.00% |
VMNFX Vanguard Market Neutral Fund Investor Shares | 6.09% | 9.27% | 5.78% | 12.23% | 13.48% | 23.24% | -8.24% |
Returns By Period
In the year-to-date period, VOLSX achieves a -11.00% return, which is significantly lower than VMNFX's 6.09% return.
VOLSX
- 1D
- -0.21%
- 1M
- -10.42%
- YTD
- -11.00%
- 6M
- -7.71%
- 1Y
- -2.78%
- 3Y*
- 7.32%
- 5Y*
- 2.59%
- 10Y*
- —
VMNFX
- 1D
- 0.07%
- 1M
- 2.92%
- YTD
- 6.09%
- 6M
- 8.13%
- 1Y
- 15.97%
- 3Y*
- 11.71%
- 5Y*
- 12.45%
- 10Y*
- 3.99%
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VOLSX vs. VMNFX - Expense Ratio Comparison
VOLSX has a 1.75% expense ratio, which is higher than VMNFX's 1.31% expense ratio.
Return for Risk
VOLSX vs. VMNFX — Risk / Return Rank
VOLSX
VMNFX
VOLSX vs. VMNFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ABR 75/25 Volatility Fund (VOLSX) and Vanguard Market Neutral Fund Investor Shares (VMNFX). 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 | VMNFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 2.17 | -2.29 |
Sortino ratioReturn per unit of downside risk | -0.04 | 3.22 | -3.26 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.40 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.36 | -3.62 |
Martin ratioReturn relative to average drawdown | -0.69 | 9.51 | -10.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VOLSX | VMNFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 2.17 | -2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 1.74 | -1.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.31 | -0.14 |
Correlation
The correlation between VOLSX and VMNFX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
VOLSX vs. VMNFX - Dividend Comparison
VOLSX's dividend yield for the trailing twelve months is around 2.45%, less than VMNFX's 3.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOLSX ABR 75/25 Volatility Fund | 2.45% | 2.18% | 2.24% | 0.29% | 0.00% | 18.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMNFX Vanguard Market Neutral Fund Investor Shares | 3.31% | 3.53% | 5.61% | 5.09% | 0.75% | 0.16% | 0.81% | 3.16% | 0.94% | 1.07% | 0.38% | 0.02% |
Drawdowns
VOLSX vs. VMNFX - Drawdown Comparison
The maximum VOLSX drawdown since its inception was -35.10%, which is greater than VMNFX's maximum drawdown of -26.42%. Use the drawdown chart below to compare losses from any high point for VOLSX and VMNFX.
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Drawdown Indicators
| VOLSX | VMNFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.10% | -26.42% | -8.68% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -4.93% | -11.95% |
Max Drawdown (5Y)Largest decline over 5 years | -35.10% | -6.75% | -28.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.09% | — |
Current DrawdownCurrent decline from peak | -12.37% | 0.00% | -12.37% |
Average DrawdownAverage peak-to-trough decline | -11.32% | -8.81% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 1.74% | +4.59% |
Volatility
VOLSX vs. VMNFX - Volatility Comparison
ABR 75/25 Volatility Fund (VOLSX) has a higher volatility of 6.18% compared to Vanguard Market Neutral Fund Investor Shares (VMNFX) at 1.59%. This indicates that VOLSX's price experiences larger fluctuations and is considered to be riskier than VMNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOLSX | VMNFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 1.59% | +4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 5.81% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.26% | 7.64% | +10.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 7.18% | +11.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 6.34% | +12.69% |