ADVDX vs. PGVFX
ADVDX (abrdn Dynamic Dividend Fund) and PGVFX (Polaris Global Value Fund) are both Global Equities funds. Over the past 10 years, ADVDX returned 10.98%/yr vs 11.80%/yr for PGVFX. Their correlation of 0.84 suggests significant overlap in exposure. ADVDX charges 1.25%/yr vs 0.99%/yr for PGVFX.
Performance
ADVDX vs. PGVFX - Performance Comparison
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Returns By Period
In the year-to-date period, ADVDX achieves a 11.10% return, which is significantly lower than PGVFX's 21.22% return. Over the past 10 years, ADVDX has underperformed PGVFX with an annualized return of 10.98%, while PGVFX has yielded a comparatively higher 11.80% annualized return.
ADVDX
- 1D
- -0.39%
- 1M
- -0.39%
- YTD
- 11.10%
- 6M
- 11.10%
- 1Y
- 25.65%
- 3Y*
- 15.25%
- 5Y*
- 8.17%
- 10Y*
- 10.98%
PGVFX
- 1D
- 0.67%
- 1M
- 2.47%
- YTD
- 21.22%
- 6M
- 21.44%
- 1Y
- 40.62%
- 3Y*
- 22.15%
- 5Y*
- 10.54%
- 10Y*
- 11.80%
ADVDX vs. PGVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 11.10% | 20.33% | 7.74% | 13.35% | -13.36% | 16.80% | 10.33% | 25.43% | -9.57% | 23.36% |
PGVFX Polaris Global Value Fund | 21.22% | 27.01% | 5.33% | 14.76% | -12.00% | 15.38% | 6.65% | 22.83% | -12.64% | 20.60% |
Correlation
The correlation between ADVDX and PGVFX is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2003 | 0.84 |
Over the past year, the correlation between ADVDX and PGVFX has dropped to 0.62 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
ADVDX vs. PGVFX — Risk / Return Rank
ADVDX
PGVFX
ADVDX vs. PGVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and Polaris Global Value Fund (PGVFX). 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 | PGVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.63 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 4.68 | -1.63 |
| Martin ratioReturn relative to average drawdown | 12.77 | 16.84 | -4.07 |
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Drawdowns
ADVDX vs. PGVFX - Drawdown Comparison
The maximum ADVDX drawdown since its inception was -62.03%, smaller than the maximum PGVFX drawdown of -68.09%. Use the drawdown chart below to compare losses from any high point for ADVDX and PGVFX.
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Drawdown Indicators
| ADVDX | PGVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -68.09% | +6.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -8.76% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.06% | -12.53% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -27.58% | +3.05% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -41.26% | +4.93% |
Current DrawdownCurrent decline from peak | -2.46% | 0.00% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -16.44% | -11.28% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.43% | -0.35% |
Volatility
ADVDX vs. PGVFX - Volatility Comparison
The current volatility for abrdn Dynamic Dividend Fund (ADVDX) is 4.00%, while Polaris Global Value Fund (PGVFX) has a volatility of 4.22%. This indicates that ADVDX experiences smaller price fluctuations and is considered to be less risky than PGVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVDX | PGVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 4.22% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 10.16% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 12.27% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.86% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 15.86% | +0.13% |
ADVDX vs. PGVFX - Expense Ratio Comparison
ADVDX has a 1.25% expense ratio, which is higher than PGVFX's 0.99% expense ratio.
Dividends
ADVDX vs. PGVFX - Dividend Comparison
ADVDX's dividend yield for the trailing twelve months is around 7.87%, more than PGVFX's 4.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 7.87% | 8.53% | 5.59% | 5.70% | 6.09% | 5.35% | 5.50% | 5.70% | 6.72% | 5.73% | 6.65% | 6.67% |
PGVFX Polaris Global Value Fund | 4.27% | 5.17% | 5.65% | 1.68% | 3.55% | 4.05% | 1.55% | 3.69% | 3.39% | 1.50% | 1.32% | 1.26% |
Frequently Asked Questions
ADVDX and PGVFX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGVFX has higher volatility (4.22%) compared to ADVDX (4.00%). In terms of maximum drawdown, ADVDX dropped -62.03% vs PGVFX's -68.09%.
PGVFX currently has the higher Sharpe Ratio (3.35 vs 2.29), 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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