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ACUSX vs. VDADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACUSX vs. VDADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advisors Capital US Dividend Fund (ACUSX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

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ACUSX vs. VDADX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ACUSX
Advisors Capital US Dividend Fund
-0.93%13.11%15.45%17.27%-21.05%15.90%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
-1.50%14.17%16.99%14.44%-9.80%21.17%

Returns By Period

In the year-to-date period, ACUSX achieves a -0.93% return, which is significantly higher than VDADX's -1.50% return.


ACUSX

1D
0.36%
1M
-3.69%
YTD
-0.93%
6M
-0.86%
1Y
13.90%
3Y*
13.20%
5Y*
6.25%
10Y*

VDADX

1D
0.27%
1M
-3.84%
YTD
-1.50%
6M
0.23%
1Y
12.47%
3Y*
13.88%
5Y*
9.81%
10Y*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACUSX vs. VDADX - Expense Ratio Comparison

ACUSX has a 1.95% expense ratio, which is higher than VDADX's 0.08% expense ratio.


Return for Risk

ACUSX vs. VDADX — Risk / Return Rank

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

ACUSX
ACUSX Risk / Return Rank: 4343
Overall Rank
ACUSX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ACUSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
ACUSX Omega Ratio Rank: 4242
Omega Ratio Rank
ACUSX Calmar Ratio Rank: 4040
Calmar Ratio Rank
ACUSX Martin Ratio Rank: 5353
Martin Ratio Rank

VDADX
VDADX Risk / Return Rank: 3535
Overall Rank
VDADX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VDADX Sortino Ratio Rank: 3434
Sortino Ratio Rank
VDADX Omega Ratio Rank: 3434
Omega Ratio Rank
VDADX Calmar Ratio Rank: 3333
Calmar Ratio Rank
VDADX Martin Ratio Rank: 4141
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.

ACUSX vs. VDADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Advisors Capital US Dividend Fund (ACUSX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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.


ACUSXVDADXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.86

+0.09

Sortino ratio

Return per unit of downside risk

1.45

1.32

+0.13

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.42

1.20

+0.23

Martin ratio

Return relative to average drawdown

6.64

5.30

+1.34

ACUSX vs. VDADX - Sharpe Ratio Comparison

The current ACUSX Sharpe Ratio is 0.96, which is comparable to the VDADX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ACUSX and VDADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACUSXVDADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.86

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.69

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.72

-0.71

Correlation

The correlation between ACUSX and VDADX is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ACUSX vs. VDADX - Dividend Comparison

ACUSX has not paid dividends to shareholders, while VDADX's dividend yield for the trailing twelve months is around 1.58%.


TTM20252024202320222021202020192018201720162015
ACUSX
Advisors Capital US Dividend Fund
0.00%0.00%0.04%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.58%1.60%1.71%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%

Drawdowns

ACUSX vs. VDADX - Drawdown Comparison

The maximum ACUSX drawdown since its inception was -96.85%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for ACUSX and VDADX.


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Drawdown Indicators


ACUSXVDADXDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-31.70%

-65.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-7.93%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-96.85%

-20.42%

-76.43%

Max Drawdown (10Y)

Largest decline over 10 years

-31.70%

Current Drawdown

Current decline from peak

-96.00%

-5.75%

-90.25%

Average Drawdown

Average peak-to-trough decline

-29.62%

-3.44%

-26.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.45%

-0.21%

Volatility

ACUSX vs. VDADX - Volatility Comparison

Advisors Capital US Dividend Fund (ACUSX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) have volatilities of 4.08% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACUSXVDADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

4.08%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

7.84%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

15.30%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,173.45%

14.30%

+1,159.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,169.27%

16.19%

+1,153.08%