ADVDX vs. SSGLX
Compare and contrast key facts about abrdn Dynamic Dividend Fund (ADVDX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
ADVDX is managed by Aberdeen. It was launched on Sep 21, 2003. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
ADVDX vs. SSGLX - Performance Comparison
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ADVDX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, ADVDX achieves a -1.55% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, ADVDX has outperformed SSGLX with an annualized return of 9.45%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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ADVDX vs. SSGLX - Expense Ratio Comparison
ADVDX has a 1.25% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
ADVDX vs. SSGLX — Risk / Return Rank
ADVDX
SSGLX
ADVDX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.56 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.71 | 2.12 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 2.00 | -0.49 |
Martin ratioReturn relative to average drawdown | 6.90 | 7.90 | -1.00 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.56 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.48 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.53 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.37 | -0.02 |
Correlation
The correlation between ADVDX and SSGLX is 0.82, 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. SSGLX - Dividend Comparison
ADVDX's dividend yield for the trailing twelve months is around 8.77%, more than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
ADVDX vs. SSGLX - Drawdown Comparison
The maximum ADVDX drawdown since its inception was -62.03%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for ADVDX and SSGLX.
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Drawdown Indicators
| ADVDX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.03% | -35.88% | -26.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -11.22% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -30.08% | +5.55% |
Max Drawdown (10Y)Largest decline over 10 years | -36.33% | -35.88% | -0.45% |
Current DrawdownCurrent decline from peak | -8.53% | -10.87% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -16.60% | -8.32% | -8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.84% | -0.55% |
Volatility
ADVDX vs. SSGLX - Volatility Comparison
The current volatility for abrdn Dynamic Dividend Fund (ADVDX) is 4.78%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that ADVDX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADVDX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 6.44% | -1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 10.02% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 15.49% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 14.49% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 16.15% | -0.21% |