ADVDX vs. DGRO
Compare and contrast key facts about abrdn Dynamic Dividend Fund (ADVDX) and iShares Core Dividend Growth ETF (DGRO).
ADVDX is managed by Aberdeen. It was launched on Sep 21, 2003. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADVDX or DGRO.
Performance
ADVDX vs. DGRO - Performance Comparison
Returns By Period
In the year-to-date period, ADVDX achieves a 7.98% return, which is significantly lower than DGRO's 19.49% return. Over the past 10 years, ADVDX has underperformed DGRO with an annualized return of 7.38%, while DGRO has yielded a comparatively higher 11.77% annualized return.
ADVDX
7.98%
-3.98%
2.05%
14.20%
7.52%
7.38%
DGRO
19.49%
-1.03%
9.74%
27.24%
11.86%
11.77%
Key characteristics
| ADVDX | DGRO | |
|---|---|---|
| Sharpe Ratio | 1.46 | 2.90 |
| Sortino Ratio | 2.00 | 4.07 |
| Omega Ratio | 1.26 | 1.53 |
| Calmar Ratio | 1.82 | 5.24 |
| Martin Ratio | 8.44 | 19.08 |
| Ulcer Index | 1.78% | 1.45% |
| Daily Std Dev | 10.28% | 9.56% |
| Max Drawdown | -62.03% | -35.10% |
| Current Drawdown | -3.98% | -1.50% |
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ADVDX vs. DGRO - Expense Ratio Comparison
ADVDX has a 1.25% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Correlation
The correlation between ADVDX and DGRO is 0.88, 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.
Risk-Adjusted Performance
ADVDX vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and iShares Core Dividend Growth ETF (DGRO). 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.
Dividends
ADVDX vs. DGRO - Dividend Comparison
ADVDX's dividend yield for the trailing twelve months is around 5.07%, more than DGRO's 2.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 5.07% | 5.70% | 6.09% | 4.98% | 5.50% | 5.70% | 6.72% | 5.73% | 6.65% | 6.67% | 6.20% | 6.23% |
DGRO iShares Core Dividend Growth ETF | 2.18% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
Drawdowns
ADVDX vs. DGRO - Drawdown Comparison
The maximum ADVDX drawdown since its inception was -62.03%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for ADVDX and DGRO. For additional features, visit the drawdowns tool.
Volatility
ADVDX vs. DGRO - Volatility Comparison
The current volatility for abrdn Dynamic Dividend Fund (ADVDX) is 2.65%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.32%. This indicates that ADVDX experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.