ADVDX vs. DYNF
ADVDX (abrdn Dynamic Dividend Fund) and DYNF (iShares U.S. Equity Factor Rotation Active ETF) are both funds - ADVDX is a Global Equities fund managed by Aberdeen, while DYNF is a Large Cap Blend Equities fund actively managed by iShares. Over the past 5 years, ADVDX returned 8.44%/yr vs 15.28%/yr for DYNF. Their correlation of 0.87 suggests significant overlap in exposure. ADVDX charges 1.25%/yr vs 0.26%/yr for DYNF.
Performance
ADVDX vs. DYNF - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ADVDX having a 11.53% return and DYNF slightly higher at 11.85%.
ADVDX
- 1D
- 0.59%
- 1M
- 0.00%
- YTD
- 11.53%
- 6M
- 12.00%
- 1Y
- 26.99%
- 3Y*
- 14.57%
- 5Y*
- 8.44%
- 10Y*
- 10.63%
DYNF
- 1D
- -0.01%
- 1M
- 1.78%
- YTD
- 11.85%
- 6M
- 11.36%
- 1Y
- 30.86%
- 3Y*
- 25.88%
- 5Y*
- 15.28%
- 10Y*
- —
ADVDX vs. DYNF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 11.53% | 20.33% | 7.74% | 13.35% | -13.36% | 16.80% | 10.33% | 13.32% |
DYNF iShares U.S. Equity Factor Rotation Active ETF | 11.85% | 20.00% | 30.29% | 36.25% | -20.27% | 22.12% | 13.47% | 14.75% |
Correlation
The correlation between ADVDX and DYNF is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2019 | 0.87 |
The correlation between ADVDX and DYNF has been stable across timeframes, ranging from 0.78 to 0.87 - a consistent structural relationship.
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Return for Risk
ADVDX vs. DYNF — Risk / Return Rank
ADVDX
DYNF
ADVDX vs. DYNF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and iShares U.S. Equity Factor Rotation Active ETF (DYNF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADVDX | DYNF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.58 | -0.50 |
| Martin ratioReturn relative to average drawdown | 12.91 | 16.77 | -3.86 |
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Drawdowns
ADVDX vs. DYNF - Drawdown Comparison
The maximum ADVDX drawdown since its inception was -62.03%, which is greater than DYNF's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for ADVDX and DYNF.
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Drawdown Indicators
| ADVDX | DYNF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -34.72% | -27.31% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -8.67% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -18.70% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -28.65% | +4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | — | — |
Current DrawdownCurrent decline from peak | -2.08% | -0.35% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -5.95% | -10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.85% | +0.22% |
Volatility
ADVDX vs. DYNF - Volatility Comparison
The current volatility for abrdn Dynamic Dividend Fund (ADVDX) is 4.10%, while iShares U.S. Equity Factor Rotation Active ETF (DYNF) has a volatility of 5.10%. This indicates that ADVDX experiences smaller price fluctuations and is considered to be less risky than DYNF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVDX | DYNF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 5.10% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 10.53% | -1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 13.15% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 17.60% | -3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 19.91% | -3.91% |
ADVDX vs. DYNF - Expense Ratio Comparison
ADVDX has a 1.25% expense ratio, which is higher than DYNF's 0.26% expense ratio.
Dividends
ADVDX vs. DYNF - Dividend Comparison
ADVDX's dividend yield for the trailing twelve months is around 7.84%, more than DYNF's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 7.84% | 8.53% | 5.59% | 5.70% | 6.09% | 5.35% | 5.50% | 5.70% | 6.72% | 5.73% | 6.65% | 6.67% |
DYNF iShares U.S. Equity Factor Rotation Active ETF | 0.80% | 1.01% | 0.65% | 1.11% | 1.66% | 2.89% | 1.52% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ADVDX and DYNF have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DYNF has higher volatility (5.10%) compared to ADVDX (4.10%). In terms of maximum drawdown, ADVDX dropped -62.03% vs DYNF's -34.72%.
DYNF currently has the higher Sharpe Ratio (2.36 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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