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abrdn Dynamic Dividend Fund (ADVDX) Sharpe Ratio: 2.66

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

Under normal circumstances, the fund invests at least 80% of its net assets in the equity securities of certain domestic and foreign corporations that pay dividend income that the advisor believes are undervalued relative to the market and to the securities' historic valuations.

ADVDX's Sharpe Ratio of 2.66 indicates that for each unit of volatility, it generates 2.66 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

ADVDX Sharpe Ratio Rank

ADVDX Sharpe Ratio Rank: 82.482
Exceptional

ADVDX ranks above 82.4% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

ADVDX Sharpe Ratio Market Positioning

The chart shows ADVDX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares abrdn Dynamic Dividend Fund's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how ADVDX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VGPMXVanguard Global Capital Cycles Fund4.04
LVAGXLSV Global Value Fund3.81
GCCHXGMO Climate Change Fund3.53
EPSYXMainStay Epoch Global Equity Yield Fund3.39
GMGEXGMO Global Equity Allocation Fund3.36
JGYIXJohn Hancock Global Shareholder Yield Fund3.35
NEFFXAmerican Funds The New Economy Fund® Class F-23.35
ANEFXAmerican Funds The New Economy Fund3.33
RNGCXAmerican Funds The New Economy Fund Class R-33.30
PGVFXPolaris Global Value Fund3.29
ADVDXabrdn Dynamic Dividend Fund2.66

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ADVDX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ADVDX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ADVDX fit in your portfolio?

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