ADVDX vs. FAX

Last updated Apr 1, 2026

Compare and contrast key facts about abrdn Dynamic Dividend Fund (ADVDX) and abrdn Asia-Pacific Income Fund Inc (FAX).

ADVDX is managed by Aberdeen. It was launched on Sep 21, 2003. FAX is managed by Aberdeen. It was launched on Jan 2, 1990.

Performance

ADVDX vs. FAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Dynamic Dividend Fund (ADVDX) and abrdn Asia-Pacific Income Fund Inc (FAX). The values are adjusted to include any dividend payments, if applicable.

ADVDX vs. FAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADVDX abrdn Dynamic Dividend Fund	-1.55%	20.33%	7.74%	13.35%	-13.36%	16.80%	10.33%	25.43%	-9.57%	23.36%
FAX abrdn Asia-Pacific Income Fund Inc	-2.95%	18.23%	2.31%	16.53%	-22.83%	-7.20%	14.08%	19.48%	-12.72%	14.65%

Returns By Period

In the year-to-date period, ADVDX achieves a -1.55% return, which is significantly higher than FAX's -2.95% return. Over the past 10 years, ADVDX has outperformed FAX with an annualized return of 9.45%, while FAX has yielded a comparatively lower 2.82% annualized return.

ADVDX

• 1D: 0.22%
• 1M: -8.35%
• YTD: -1.55%
• 6M: 2.10%
• 1Y: 16.86%
• 3Y*: 11.24%
• 5Y*: 6.67%
• 10Y*: 9.45%

FAX

• 1D: 1.34%
• 1M: -9.09%
• YTD: -2.95%
• 6M: -5.62%
• 1Y: 4.25%
• 3Y*: 9.50%
• 5Y*: 0.61%
• 10Y*: 2.82%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ADVDX vs. FAX - Expense Ratio Comparison

ADVDX has a 1.25% expense ratio, which is lower than FAX's 3.33% expense ratio.

FAX

abrdn Asia-Pacific Income Fund Inc

ADVDX

abrdn Dynamic Dividend Fund

Return for Risk

ADVDX vs. FAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADVDX

ADVDX Risk / Return Rank: 69
ADVDX Sharpe Ratio Rank: 68
ADVDX Sortino Ratio Rank: 69
ADVDX Omega Ratio Rank: 68
ADVDX Calmar Ratio Rank: 66
ADVDX Martin Ratio Rank: 73

FAX

FAX Risk / Return Rank: 12
FAX Sharpe Ratio Rank: 13
FAX Sortino Ratio Rank: 11
FAX Omega Ratio Rank: 11
FAX Calmar Ratio Rank: 14
FAX Martin Ratio Rank: 12

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ADVDX vs. FAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and abrdn Asia-Pacific Income Fund Inc (FAX). 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	FAX	Difference
Sharpe ratio Return per unit of total volatility	1.20	0.31	+0.89
Sortino ratio Return per unit of downside risk	1.71	0.48	+1.22
Omega ratio Gain probability vs. loss probability	1.25	1.07	+0.18
Calmar ratio Return relative to maximum drawdown	1.51	0.40	+1.11
Martin ratio Return relative to average drawdown	6.90	1.04	+5.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADVDX vs. FAX - Sharpe Ratio Comparison

The current ADVDX Sharpe Ratio is 1.20, which is higher than the FAX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ADVDX and FAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ADVDX	FAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	0.31	+0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.04	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.17	+0.42
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.16	+0.19

Correlation

The correlation between ADVDX and FAX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ADVDX vs. FAX - Dividend Comparison

ADVDX's dividend yield for the trailing twelve months is around 8.77%, less than FAX's 13.73% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADVDX abrdn Dynamic Dividend Fund	8.77%	8.53%	5.59%	5.70%	6.09%	5.35%	5.50%	5.70%	6.72%	5.73%	6.65%	6.67%
FAX abrdn Asia-Pacific Income Fund Inc	13.73%	12.91%	13.45%	12.18%	12.55%	8.64%	7.42%	8.29%	10.85%	8.61%	9.07%	9.19%

Drawdowns

ADVDX vs. FAX - Drawdown Comparison

The maximum ADVDX drawdown since its inception was -62.03%, roughly equal to the maximum FAX drawdown of -63.96%. Use the drawdown chart below to compare losses from any high point for ADVDX and FAX.

Drawdown Indicators

	ADVDX	FAX	Difference
Max Drawdown Largest peak-to-trough decline	-62.03%	-63.96%	+1.93%
Max Drawdown (1Y) Largest decline over 1 year	-10.44%	-11.14%	+0.70%
Max Drawdown (5Y) Largest decline over 5 years	-24.53%	-40.49%	+15.96%
Max Drawdown (10Y) Largest decline over 10 years	-36.33%	-40.57%	+4.24%
Current Drawdown Current decline from peak	-8.53%	-9.95%	+1.42%
Average Drawdown Average peak-to-trough decline	-16.60%	-17.90%	+1.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	4.29%	-2.00%

Volatility

ADVDX vs. FAX - Volatility Comparison

The current volatility for abrdn Dynamic Dividend Fund (ADVDX) is 4.78%, while abrdn Asia-Pacific Income Fund Inc (FAX) has a volatility of 5.89%. This indicates that ADVDX experiences smaller price fluctuations and is considered to be less risky than FAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADVDX	FAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	5.89%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	8.33%	9.06%	-0.73%
Volatility (1Y) Calculated over the trailing 1-year period	14.41%	13.80%	+0.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.81%	15.89%	-2.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	16.45%	-0.51%