ADGAX vs. AEF
Compare and contrast key facts about AB Core Opportunities Fund (ADGAX) and Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF).
ADGAX is managed by AllianceBernstein. It was launched on Dec 22, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADGAX or AEF.
Key characteristics
| ADGAX | AEF | |
|---|---|---|
| YTD Return | 4.53% | 2.02% |
| 1Y Return | 3.53% | -0.71% |
| 5Y Return (Ann) | 8.42% | -3.05% |
| 10Y Return (Ann) | 10.68% | -2.76% |
| Sharpe Ratio | 0.29 | 0.03 |
| Daily Std Dev | 20.59% | 22.79% |
| Max Drawdown | -53.65% | -63.36% |
Correlation
The correlation between ADGAX and AEF is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
ADGAX vs. AEF - Performance Comparison
In the year-to-date period, ADGAX achieves a 4.53% return, which is significantly higher than AEF's 2.02% return. Over the past 10 years, ADGAX has underperformed AEF with an annualized return of 10.68%, while AEF has yielded a comparatively higher -2.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ADGAX vs. AEF - Dividend Comparison
ADGAX's dividend yield for the trailing twelve months is around 10.27%, less than AEF's 10.49% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADGAX AB Core Opportunities Fund | 10.27% | 10.73% | 17.46% | 5.43% | 7.53% | 24.96% | 18.24% | 8.65% | 13.83% | 32.29% | 0.00% | 0.00% |
AEF Aberdeen Emerging Markets Equity Income Fund, Inc. | 10.49% | 8.72% | 7.45% | 3.94% | 2.71% | 26.08% | 3.84% | 10.68% | 19.82% | 25.46% | 28.04% | 23.83% |
ADGAX vs. AEF - Risk-Adjusted Performance Comparison
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ADGAX AB Core Opportunities Fund | 0.29 | ||||
AEF Aberdeen Emerging Markets Equity Income Fund, Inc. | 0.03 |
ADGAX vs. AEF - Drawdown Comparison
The maximum ADGAX drawdown for the period was -17.54%, higher than the maximum AEF drawdown of -42.40%. The drawdown chart below compares losses from any high point along the way for ADGAX and AEF
ADGAX vs. AEF - Volatility Comparison
The current volatility for AB Core Opportunities Fund (ADGAX) is 3.41%, while Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) has a volatility of 5.52%. 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.