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ADVDX vs. GLIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADVDX vs. GLIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Dynamic Dividend Fund (ADVDX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX). The values are adjusted to include any dividend payments, if applicable.

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ADVDX vs. GLIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
5.89%23.85%6.71%10.89%-1.33%19.91%-4.51%22.27%-3.82%20.77%

Returns By Period

In the year-to-date period, ADVDX achieves a -1.55% return, which is significantly lower than GLIFX's 5.89% return. Both investments have delivered pretty close results over the past 10 years, with ADVDX having a 9.45% annualized return and GLIFX not far ahead at 9.87%.


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%

GLIFX

1D
1.38%
1M
-7.05%
YTD
5.89%
6M
11.15%
1Y
23.17%
3Y*
14.09%
5Y*
12.14%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ADVDX vs. GLIFX - Expense Ratio Comparison

ADVDX has a 1.25% expense ratio, which is higher than GLIFX's 0.97% expense ratio.


Return for Risk

ADVDX vs. GLIFX — Risk / Return Rank

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

ADVDX
ADVDX Risk / Return Rank: 6969
Overall Rank
ADVDX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ADVDX Sortino Ratio Rank: 6969
Sortino Ratio Rank
ADVDX Omega Ratio Rank: 6868
Omega Ratio Rank
ADVDX Calmar Ratio Rank: 6666
Calmar Ratio Rank
ADVDX Martin Ratio Rank: 7373
Martin Ratio Rank

GLIFX
GLIFX Risk / Return Rank: 9393
Overall Rank
GLIFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GLIFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GLIFX Omega Ratio Rank: 9191
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 9393
Martin Ratio Rank
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. GLIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX). 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.


ADVDXGLIFXDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.23

-1.04

Sortino ratio

Return per unit of downside risk

1.71

2.83

-1.13

Omega ratio

Gain probability vs. loss probability

1.25

1.43

-0.17

Calmar ratio

Return relative to maximum drawdown

1.51

2.74

-1.23

Martin ratio

Return relative to average drawdown

6.90

11.44

-4.54

ADVDX vs. GLIFX - Sharpe Ratio Comparison

The current ADVDX Sharpe Ratio is 1.20, which is lower than the GLIFX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of ADVDX and GLIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ADVDXGLIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.23

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

1.14

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.75

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.85

-0.49

Correlation

The correlation between ADVDX and GLIFX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ADVDX vs. GLIFX - Dividend Comparison

ADVDX's dividend yield for the trailing twelve months is around 8.77%, more than GLIFX's 6.37% yield.


TTM20252024202320222021202020192018201720162015
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%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
6.37%6.22%4.26%2.95%14.81%6.21%2.59%4.44%14.29%6.94%1.91%11.33%

Drawdowns

ADVDX vs. GLIFX - Drawdown Comparison

The maximum ADVDX drawdown since its inception was -62.03%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for ADVDX and GLIFX.


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Drawdown Indicators


ADVDXGLIFXDifference

Max Drawdown

Largest peak-to-trough decline

-62.03%

-29.65%

-32.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.44%

-9.00%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

-17.15%

-7.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.33%

-29.65%

-6.68%

Current Drawdown

Current decline from peak

-8.53%

-7.05%

-1.48%

Average Drawdown

Average peak-to-trough decline

-16.60%

-3.35%

-13.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

2.16%

+0.13%

Volatility

ADVDX vs. GLIFX - Volatility Comparison

abrdn Dynamic Dividend Fund (ADVDX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) have volatilities of 4.78% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADVDXGLIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

4.58%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

7.35%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

10.71%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

10.70%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

13.25%

+2.69%