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ADVDX vs. AVUVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ADVDXAVUVX
YTD Return8.50%9.83%
1Y Return11.25%21.51%
3Y Return (Ann)3.44%13.14%
Sharpe Ratio1.161.29
Daily Std Dev10.12%18.49%
Max Drawdown-62.03%-50.24%
Current Drawdown-0.67%-0.50%

Correlation

-0.50.00.51.00.8

The correlation between ADVDX and AVUVX is 0.78, 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.

Performance

ADVDX vs. AVUVX - Performance Comparison

In the year-to-date period, ADVDX achieves a 8.50% return, which is significantly lower than AVUVX's 9.83% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%FebruaryMarchAprilMayJuneJuly
43.49%
109.61%
ADVDX
AVUVX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


abrdn Dynamic Dividend Fund

Avantis U.S. Small Cap Value Fund

ADVDX vs. AVUVX - Expense Ratio Comparison

ADVDX has a 1.25% expense ratio, which is higher than AVUVX's 0.25% expense ratio.


ADVDX
abrdn Dynamic Dividend Fund
Expense ratio chart for ADVDX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for AVUVX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

ADVDX vs. AVUVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and Avantis U.S. Small Cap Value Fund (AVUVX). 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.


ADVDX
Sharpe ratio
The chart of Sharpe ratio for ADVDX, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.005.001.16
Sortino ratio
The chart of Sortino ratio for ADVDX, currently valued at 1.68, compared to the broader market0.005.0010.001.68
Omega ratio
The chart of Omega ratio for ADVDX, currently valued at 1.20, compared to the broader market1.002.003.004.001.20
Calmar ratio
The chart of Calmar ratio for ADVDX, currently valued at 0.77, compared to the broader market0.005.0010.0015.0020.000.77
Martin ratio
The chart of Martin ratio for ADVDX, currently valued at 3.02, compared to the broader market0.0020.0040.0060.0080.00100.003.02
AVUVX
Sharpe ratio
The chart of Sharpe ratio for AVUVX, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.005.001.29
Sortino ratio
The chart of Sortino ratio for AVUVX, currently valued at 1.98, compared to the broader market0.005.0010.001.98
Omega ratio
The chart of Omega ratio for AVUVX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for AVUVX, currently valued at 2.00, compared to the broader market0.005.0010.0015.0020.002.00
Martin ratio
The chart of Martin ratio for AVUVX, currently valued at 5.03, compared to the broader market0.0020.0040.0060.0080.00100.005.03

ADVDX vs. AVUVX - Sharpe Ratio Comparison

The current ADVDX Sharpe Ratio is 1.16, which roughly equals the AVUVX Sharpe Ratio of 1.29. The chart below compares the 12-month rolling Sharpe Ratio of ADVDX and AVUVX.


Rolling 12-month Sharpe Ratio0.501.001.502.00FebruaryMarchAprilMayJuneJuly
1.16
1.29
ADVDX
AVUVX

Dividends

ADVDX vs. AVUVX - Dividend Comparison

ADVDX's dividend yield for the trailing twelve months is around 5.41%, more than AVUVX's 1.43% yield.


TTM20232022202120202019201820172016201520142013
ADVDX
abrdn Dynamic Dividend Fund
5.41%5.70%6.09%5.17%5.50%5.70%6.72%5.73%6.65%6.67%6.20%6.23%
AVUVX
Avantis U.S. Small Cap Value Fund
1.43%1.57%8.07%5.83%0.73%0.14%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ADVDX vs. AVUVX - Drawdown Comparison

The maximum ADVDX drawdown since its inception was -62.03%, which is greater than AVUVX's maximum drawdown of -50.24%. Use the drawdown chart below to compare losses from any high point for ADVDX and AVUVX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.67%
-0.50%
ADVDX
AVUVX

Volatility

ADVDX vs. AVUVX - Volatility Comparison

The current volatility for abrdn Dynamic Dividend Fund (ADVDX) is 2.04%, while Avantis U.S. Small Cap Value Fund (AVUVX) has a volatility of 5.68%. This indicates that ADVDX experiences smaller price fluctuations and is considered to be less risky than AVUVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
2.04%
5.68%
ADVDX
AVUVX