ADVDX vs. IXUS
ADVDX (abrdn Dynamic Dividend Fund) and IXUS (iShares Core MSCI Total International Stock ETF) are both funds - ADVDX is a Global Equities fund managed by Aberdeen, while IXUS is a Foreign Large Cap Equities fund tracking the MSCI ACWI ex USA IMI Index (Net). Over the past 10 years, ADVDX returned 10.63%/yr vs 10.55%/yr for IXUS. Their correlation of 0.88 suggests significant overlap in exposure. ADVDX charges 1.25%/yr vs 0.07%/yr for IXUS.
Performance
ADVDX vs. IXUS - Performance Comparison
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Returns By Period
In the year-to-date period, ADVDX achieves a 11.53% return, which is significantly lower than IXUS's 16.32% return. Both investments have delivered pretty close results over the past 10 years, with ADVDX having a 10.63% annualized return and IXUS not far behind at 10.55%.
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%
IXUS
- 1D
- 0.23%
- 1M
- 3.64%
- YTD
- 16.32%
- 6M
- 16.81%
- 1Y
- 34.59%
- 3Y*
- 20.26%
- 5Y*
- 9.16%
- 10Y*
- 10.55%
ADVDX vs. IXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 11.53% | 20.33% | 7.74% | 13.35% | -13.36% | 16.80% | 10.33% | 25.43% | -9.57% | 23.36% |
IXUS iShares Core MSCI Total International Stock ETF | 16.32% | 32.40% | 5.19% | 15.83% | -16.47% | 8.86% | 10.80% | 21.71% | -14.41% | 28.12% |
Correlation
The correlation between ADVDX and IXUS is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | 0.88 |
The correlation between ADVDX and IXUS has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
ADVDX vs. IXUS — Risk / Return Rank
ADVDX
IXUS
ADVDX vs. IXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and iShares Core MSCI Total International Stock ETF (IXUS). 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 | IXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 3.06 | +0.01 |
| Martin ratioReturn relative to average drawdown | 12.91 | 11.79 | +1.12 |
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Drawdowns
ADVDX vs. IXUS - Drawdown Comparison
The maximum ADVDX drawdown since its inception was -62.03%, which is greater than IXUS's maximum drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for ADVDX and IXUS.
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Drawdown Indicators
| ADVDX | IXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -36.22% | -25.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -11.36% | +2.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -13.75% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -30.03% | +5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -36.22% | -0.11% |
Current DrawdownCurrent decline from peak | -2.08% | 0.00% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -7.48% | -8.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.94% | -0.87% |
Volatility
ADVDX vs. IXUS - Volatility Comparison
The current volatility for abrdn Dynamic Dividend Fund (ADVDX) is 4.10%, while iShares Core MSCI Total International Stock ETF (IXUS) has a volatility of 6.43%. This indicates that ADVDX experiences smaller price fluctuations and is considered to be less risky than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVDX | IXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 6.43% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.51% | 14.30% | -4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 16.28% | -4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 16.39% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 17.10% | -1.10% |
ADVDX vs. IXUS - Expense Ratio Comparison
ADVDX has a 1.25% expense ratio, which is higher than IXUS's 0.07% expense ratio.
Dividends
ADVDX vs. IXUS - Dividend Comparison
ADVDX's dividend yield for the trailing twelve months is around 7.84%, more than IXUS's 2.88% 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% |
IXUS iShares Core MSCI Total International Stock ETF | 2.88% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
Frequently Asked Questions
ADVDX and IXUS have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXUS has higher volatility (6.43%) compared to ADVDX (4.10%). In terms of maximum drawdown, ADVDX dropped -62.03% vs IXUS's -36.22%.
ADVDX currently has the higher Sharpe Ratio (2.31 vs 2.14), 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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