ADVDX vs. GAOAX
Compare and contrast key facts about abrdn Dynamic Dividend Fund (ADVDX) and JPMorgan Global Allocation Fund A (GAOAX).
ADVDX is managed by Aberdeen. It was launched on Sep 21, 2003. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
ADVDX vs. GAOAX - Performance Comparison
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ADVDX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 1.02% | 20.33% | 7.74% | 13.35% | -13.36% | 16.80% | 10.33% | 25.43% | -9.57% | 23.36% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, ADVDX achieves a 1.02% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, ADVDX has outperformed GAOAX with an annualized return of 9.73%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
ADVDX
- 1D
- 2.61%
- 1M
- -5.39%
- YTD
- 1.02%
- 6M
- 3.90%
- 1Y
- 19.91%
- 3Y*
- 12.20%
- 5Y*
- 7.04%
- 10Y*
- 9.73%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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ADVDX vs. GAOAX - Expense Ratio Comparison
ADVDX has a 1.25% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
ADVDX vs. GAOAX — Risk / Return Rank
ADVDX
GAOAX
ADVDX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and JPMorgan Global Allocation Fund A (GAOAX). 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 | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.86 | +0.51 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.24 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.10 | +0.83 |
Martin ratioReturn relative to average drawdown | 8.70 | 4.47 | +4.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ADVDX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.86 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.17 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.53 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.54 | -0.18 |
Correlation
The correlation between ADVDX and GAOAX is 0.92, 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.
Dividends
ADVDX vs. GAOAX - Dividend Comparison
ADVDX's dividend yield for the trailing twelve months is around 8.55%, less than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 8.55% | 8.53% | 5.59% | 5.70% | 6.09% | 5.35% | 5.50% | 5.70% | 6.72% | 5.73% | 6.65% | 6.67% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
ADVDX vs. GAOAX - Drawdown Comparison
The maximum ADVDX drawdown since its inception was -62.03%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for ADVDX and GAOAX.
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Drawdown Indicators
| ADVDX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -29.02% | -33.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -8.95% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -29.02% | +4.49% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -29.02% | -7.31% |
Current DrawdownCurrent decline from peak | -6.14% | -7.61% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -16.59% | -6.01% | -10.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.20% | +0.12% |
Volatility
ADVDX vs. GAOAX - Volatility Comparison
abrdn Dynamic Dividend Fund (ADVDX) has a higher volatility of 5.63% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that ADVDX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVDX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 4.98% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 7.55% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 11.53% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 11.03% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.96% | 10.81% | +5.15% |