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ISIN
US0062121043
Inception Date
Jan 2, 1990
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

ADX Performance Chart

Adams Diversified Equity Fund, Inc. (ADX) is up 11.6% since the beginning of the year. ADX is currently trading at $25 per share. Investors who bought $1,000 worth of ADX shares 5 years ago would now be looking at an investment worth $2,174.


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S&P 500 Index

Returns By Period

Adams Diversified Equity Fund, Inc. (ADX) has returned 11.55% so far this year and 30.85% over the past 12 months. Looking at the last ten years, ADX has achieved an annualized return of 18.49%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Adams Diversified Equity Fund, Inc.

1D
-1.15%
1M
-0.08%
YTD
11.55%
6M
13.84%
1Y
30.85%
3Y*
27.81%
5Y*
16.80%
10Y*
18.49%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADX Monthly Returns History

Based on dividend-adjusted daily data since Jul 19, 1984, ADX's average daily return is +0.05%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Feb 1997 with a return of +51.5%, while the worst month was Oct 2000 at -35.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ADX closed higher 47% of trading days. The best single day was Feb 22, 2000 with a return of +51.5%, while the worst single day was Nov 9, 1998 at -34.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.63%-0.30%-5.48%11.86%6.21%-1.96%11.55%
20253.78%-1.95%-5.52%1.77%8.38%6.21%1.60%0.42%2.81%4.39%-0.65%2.87%26.03%
20242.54%5.40%2.25%-3.33%8.59%5.14%-0.05%1.66%0.84%0.46%4.06%-1.80%28.31%
20237.02%-1.10%1.37%1.22%0.45%6.66%5.29%-0.11%-5.62%-2.76%12.11%4.42%31.49%
2022-5.00%-2.94%3.31%-8.84%-0.88%-7.65%8.47%-3.15%-9.33%7.41%5.38%-6.44%-19.82%
2021-0.87%2.91%3.81%5.15%0.73%2.49%1.62%3.79%-4.81%7.12%1.93%2.92%29.69%

Benchmark Metrics

Adams Diversified Equity Fund, Inc. has an annualized alpha of 4.65%, beta of 0.76, and R2 of 0.20 versus S&P 500 Index. Calculated based on daily prices since July 19, 1984.

  • This fund participated in 95.98% of S&P 500 Index downside but only 91.08% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.20 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.65%
Beta
0.76
0.20
Upside Capture
91.08%
Downside Capture
95.98%

Expense Ratio

ADX has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ADX ranks 67 for risk / return — better than 67% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ADX Risk / Return Rank: 6767
Overall Rank
ADX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 6464
Sortino Ratio Rank
ADX Omega Ratio Rank: 5353
Omega Ratio Rank
ADX Calmar Ratio Rank: 6969
Calmar Ratio Rank
ADX Martin Ratio Rank: 8787
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) and compare them to S&P 500 Index.

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.


ADXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

3.05

2.78

+0.27

Martin ratioReturn relative to average drawdown

15.50

12.44

+3.06

Dividends

Dividend History

Adams Diversified Equity Fund, Inc. provided a 7.48% dividend yield over the last twelve months, with an annual payout of $1.87 per share.


6.00%8.00%10.00%12.00%14.00%16.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.87$1.85$2.50$1.30$1.07$2.98$1.13$1.42$2.00$1.38$0.99$0.92

Dividend yield

7.48%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Monthly Dividends

The table displays the monthly dividend distributions for Adams Diversified Equity Fund, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.47$0.00$0.00$0.48$0.00$0.00$0.95
2025$0.47$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.00$0.46$0.00$1.85
2024$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.44$0.00$0.00$1.96$0.00$2.50
2023$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$1.15$0.00$1.30
2022$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.92$0.00$1.07
2021$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$2.83$0.00$2.98

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Adams Diversified Equity Fund, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Adams Diversified Equity Fund, Inc. was 71.60%, occurring on Mar 9, 2009. Recovery took 1957 trading sessions.

The current Adams Diversified Equity Fund, Inc. drawdown is 2.42%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-71.60%Mar 2009
8y 6mo7y 9mo
16y 3moSep 2000 - Dec 2016
1996 bear market1996
-38.19%Jul 1996
3y 5mo6mo 14d
3y 11moFeb 1993 - Feb 1997
1998 bear market1998
-38.13%Nov 1998
7mo 10d1mo 27d
9mo 7dApr 1998 - Jan 1999
COVID crash2020
-37.17%Mar 2020
1mo 2d5mo 5d
6mo 7dFeb 2020 - Aug 2020
2000 bear market2000
-36.67%Feb 2000
9d14d
23dFeb 2000 - Mar 2000

Drawdown Indicators


ADXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-71.60%

-56.78%

-14.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-9.10%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.29%

-18.90%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.07%

-25.43%

+0.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.17%

-33.92%

-3.25%

Current Drawdown

Current decline from peak

-2.42%

-1.80%

-0.62%

Average Drawdown

Average peak-to-trough decline

-22.11%

-10.71%

-11.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.03%

-0.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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