ADGAX vs. AEF

In the year-to-date period, ADGAX achieves a -2.48% return, which is significantly lower than AEF's 4.76% return. Over the past 10 years, ADGAX has underperformed AEF with an annualized return of 2.02%, while AEF has yielded a comparatively higher 3.59% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for AB Core Opportunities Fund (ADGAX) and Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF). 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.

The current ADGAX Sharpe Ratio is -0.13, which is lower than the AEF Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of ADGAX and AEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ADGAX's dividend yield for the trailing twelve months is around 10.55%, more than AEF's 8.52% yield.

The maximum ADGAX drawdown since its inception was -62.43%, roughly equal to the maximum AEF drawdown of -63.36%. Use the drawdown chart below to compare losses from any high point for ADGAX and AEF. For additional features, visit the drawdowns tool.

The current volatility for AB Core Opportunities Fund (ADGAX) is 6.63%, while Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) has a volatility of 7.72%. This indicates that ADGAX experiences smaller price fluctuations and is considered to be less risky than AEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.