ADVDX vs. VTWAX

Last updated Jun 4, 2026

ADVDX (abrdn Dynamic Dividend Fund) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both Global Equities funds. Over the past 5 years, ADVDX returned 8.53%/yr vs 11.34%/yr for VTWAX. Their correlation of 0.95 suggests significant overlap in exposure. ADVDX charges 1.25%/yr vs 0.09%/yr for VTWAX.

Performance

ADVDX vs. VTWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Dynamic Dividend Fund (ADVDX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADVDX achieves a 13.90% return, which is significantly higher than VTWAX's 13.15% return.

ADVDX

• 1D: 0.57%
• 1M: 4.96%
• YTD: 13.90%
• 6M: 14.50%
• 1Y: 29.69%
• 3Y*: 16.12%
• 5Y*: 8.53%
• 10Y*: 10.71%

VTWAX

• 1D: 0.37%
• 1M: 5.68%
• YTD: 13.15%
• 6M: 14.09%
• 1Y: 30.29%
• 3Y*: 21.27%
• 5Y*: 11.34%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ADVDX vs. VTWAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ADVDX abrdn Dynamic Dividend Fund	13.90%	20.33%	7.74%	13.35%	-13.36%	16.80%	10.33%	15.99%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	13.15%	22.43%	16.43%	21.85%	-18.02%	18.17%	16.67%	17.53%

Correlation

The correlation between ADVDX and VTWAX is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Feb 8, 2019	0.95

The correlation between ADVDX and VTWAX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Return for Risk

ADVDX vs. VTWAX — Risk / Return Rank

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

ADVDX

ADVDX Risk / Return Rank: 78
ADVDX Sharpe Ratio Rank: 82
ADVDX Sortino Ratio Rank: 76
ADVDX Omega Ratio Rank: 75
ADVDX Calmar Ratio Rank: 75
ADVDX Martin Ratio Rank: 79

VTWAX

VTWAX Risk / Return Rank: 70
VTWAX Sharpe Ratio Rank: 73
VTWAX Sortino Ratio Rank: 67
VTWAX Omega Ratio Rank: 65
VTWAX Calmar Ratio Rank: 68
VTWAX Martin Ratio Rank: 75

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. VTWAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Dynamic Dividend Fund (ADVDX) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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	VTWAX	Difference
Sharpe ratio: Return per unit of total volatility	2.67	2.49	+0.18
Sortino ratio: Return per unit of downside risk	3.66	3.41	+0.25
Omega ratio: Gain probability vs. loss probability	1.49	1.45	+0.04
Calmar ratio: Return relative to maximum drawdown	3.42	3.19	+0.23
Martin ratio: Return relative to average drawdown	14.77	14.26	+0.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADVDX vs. VTWAX - Sharpe Ratio Comparison

The current ADVDX Sharpe Ratio is 2.67, which is comparable to the VTWAX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of ADVDX and VTWAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ADVDX	VTWAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.67	2.49	+0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.73	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.77	-0.38

Drawdowns

ADVDX vs. VTWAX - Drawdown Comparison

The maximum ADVDX drawdown since its inception was -62.03%, which is greater than VTWAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for ADVDX and VTWAX.

Drawdown Indicators

	ADVDX	VTWAX	Difference
Max Drawdown Largest peak-to-trough decline	-62.03%	-34.20%	-27.83%
Max Drawdown (1Y) Largest decline over 1 year	-8.73%	-9.64%	+0.91%
Max Drawdown (3Y) Largest decline over 3 years	-13.06%	-16.43%	+3.37%
Max Drawdown (5Y) Largest decline over 5 years	-24.53%	-26.40%	+1.87%
Max Drawdown (10Y) Largest decline over 10 years	-36.33%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-16.48%	-5.30%	-11.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	2.15%	-0.13%

Volatility

ADVDX vs. VTWAX - Volatility Comparison

The current volatility for abrdn Dynamic Dividend Fund (ADVDX) is 3.33%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 3.55%. This indicates that ADVDX experiences smaller price fluctuations and is considered to be less risky than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADVDX	VTWAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	3.55%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	8.89%	9.82%	-0.93%
Volatility (1Y) Calculated over the trailing 1-year period	11.19%	12.37%	-1.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.89%	15.71%	-1.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.98%	18.20%	-2.22%

ADVDX vs. VTWAX - Expense Ratio Comparison

ADVDX has a 1.25% expense ratio, which is higher than VTWAX's 0.09% expense ratio.

Dividends

ADVDX vs. VTWAX - Dividend Comparison

ADVDX's dividend yield for the trailing twelve months is around 7.64%, more than VTWAX's 1.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADVDX abrdn Dynamic Dividend Fund	7.64%	8.53%	5.59%	5.70%	6.09%	5.35%	5.50%	5.70%	6.72%	5.73%	6.65%	6.67%
VTWAX Vanguard Total World Stock Index Fund Admiral Shares	1.56%	1.80%	1.92%	2.06%	2.17%	1.79%	1.64%	2.28%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ADVDX and VTWAX in my portfolio?

With a correlation of 0.90, ADVDX and VTWAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ADVDX or VTWAX?

VTWAX has higher volatility (3.55%) compared to ADVDX (3.33%). In terms of maximum drawdown, ADVDX dropped -62.03% vs VTWAX's -34.20%.

Which has better risk-adjusted returns?

ADVDX currently has the higher Sharpe Ratio (2.67 vs 2.49), 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.