Abacus FCF Leaders ETF (ABFL) Performance
ABFL total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +10.6% since Dec 31, 2025
- 1 year
- +9.7% total return
- 5 years
- +7.4% a year
- 10 years
- +12.9% a year
- Since first price
- +12.7% a year since 2016
ABFL trailing returns vs SPY, QQQ, AGG
| Period | ABFL total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.8% | −2.9% | −1.0% | −5.0% | +0.9% |
| 3 months | −5.4% | −5.5% | +3.2% | +1.9% | −0.4% |
| 6 months | +1.6% | +1.3% | +7.8% | +8.4% | −1.5% |
| YTD | +10.6% | +10.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +9.7% | +9.0% | +14.4% | +15.9% | −1.1% |
| 3 years | +58.6%+16.6%/yr | +55.4% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +42.6%+7.4%/yr | +36.8% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +236.6%+12.9%/yr | +215.5% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionSep 28, 2016 | +233.4%+12.7%/yr | +212.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: ABFL vs SPY
From Sep 28, 2016: ABFL grew to $33,339, SPY to $41,077.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
ABFL returns by calendar year
7 of 9 full years positive. Best 2019 (+26.0%), worst 2022 (−15.4%). 2026 is year to date.
ABFL annual returns table
| Year | ABFL | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +10.6% | −8.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +8.1% | −19.9% | +17.7% | +20.8% | +7.2% |
| 2024 | +18.3% | −7.4% | +24.9% | +25.6% | +1.3% |
| 2023 | +23.0% | −8.8% | +26.2% | +54.9% | +5.7% |
| 2022 | −15.4% | −21.3% | −18.2% | −32.6% | −13.0% |
| 2021 | +20.2% | −8.5% | +28.7% | +27.4% | −1.8% |
| 2020 | +18.3% | −35.0% | +18.3% | +48.6% | +7.5% |
| 2019 | +26.0% | −6.7% | +31.2% | +39.0% | +8.5% |
| 2018 | −6.3% | −23.1% | −4.6% | −0.1% | +0.1% |
| 2017 | +25.1% | −3.3% | +21.7% | +32.7% | +3.6% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
ABFL largest drawdowns
Now 8.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −35.0% | Mar 23, 2020 | Aug 25, 2020 | 33 days | 6 months |
| Dec 29, 2021 | −28.2% | Sep 30, 2022 | Feb 15, 2024 | 9 months | 2.1 years |
| Sep 4, 2018 | −23.1% | Dec 24, 2018 | Nov 18, 2019 | 4 months | 1.2 years |
| Feb 19, 2025 | −19.9% | Apr 8, 2025 | Jul 3, 2025 | 48 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
ABFL risk statistics
| Statistic | 3 years | 5 years | 10 years |
|---|---|---|---|
| Annualized return | +17.0% | +9.2% | +13.0% |
| Volatility (annualized) | 13.2% | 15.2% | 15.9% |
| Sharpe ratio | 0.93 | 0.42 | 0.71 |
| Sortino ratio | 1.62 | 0.65 | 1.10 |
| Best month | +10.5% | +10.5% | +13.5% |
| Worst month | −6.2% | −8.4% | −15.1% |
| Best 12 months | +31.2% | +31.2% | +62.4% |
| Worst 12 months | +3.3% | −19.2% | −19.2% |
| Positive months | 67% | 60% | 64% |
| Beta vs S&P 500 | 0.92 | 0.88 | 0.97 |
| Correlation with S&P 500 | 0.86 | 0.91 | 0.94 |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
ABFL rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 110 | −19.2% | +14.2% | +62.4% | 83% |
| 3-year (a year) | 86 | +2.8% | +11.6% | +21.5% | 100% |
| 5-year (a year) | 62 | +6.9% | +11.1% | +19.0% | 100% |
| 10-year (a year) | 2 | +13.0% | +13.0% | +13.0% | 100% |
Every holding period starting at a month-end since 2016. Returns for 3 years and longer are annualized.
ABFL performance overview
Abacus FCF Leaders ETF (ABFL) returned +9.7% over the past year and +12.9% a year over ten years, with distributions reinvested. Since its first recorded price in 2016 it has returned +12.7% a year, turning $10,000 into about $33,339. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −35.0%, from Feb 19, 2020 to Mar 23, 2020, and it took 5 months to get back to the old high. ABFL finished 7 of its 9 full calendar years with a gain; the best year was 2019 (+26.0%) and the worst 2022 (−15.4%). Volatility has been 15.9% a year.
Related: ABFL chart, ABFL dividends. See the ABFL overview for the latest quote and fund facts.
ABFL performance FAQ
What is the ABFL return over the past year?
ABFL returned +9.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 9.0%.
What is the average annual return of ABFL?
ABFL has returned +7.4% a year over 5 years, +12.9% a year over 10 years, +12.7% a year since September 28, 2016 (total return, distributions reinvested).
How much would $10,000 invested in ABFL be worth?
$10,000 invested in ABFL at its first recorded close on September 28, 2016 would be worth about $33,339 on October 23, 2026 with distributions reinvested.
What was the worst year for ABFL?
The worst calendar year was 2022, with a total return of −15.4%. The best was 2019 at +26.0%.
What is the biggest drawdown of ABFL?
The largest peak-to-trough decline was −35.0% between February 19, 2020 and March 23, 2020. It recovered to the old high on August 25, 2020, 5 months after the bottom.
How volatile is ABFL?
Over the past 3 years ABFL had an annualized volatility of 13.2% and a Sharpe ratio of 0.93 (excess return over 1–3 month T-bills per unit of risk).