ADX vs. DGRW
Compare and contrast key facts about Adams Diversified Equity Fund, Inc. (ADX) and WisdomTree U.S. Dividend Growth Fund (DGRW).
ADX is managed by Adams Funds. It was launched on Jan 2, 1990. DGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Growth Index. It was launched on May 22, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADX or DGRW.
Key characteristics
| ADX | DGRW | |
|---|---|---|
| YTD Return | 30.02% | 22.14% |
| 1Y Return | 41.62% | 31.81% |
| 3Y Return (Ann) | 11.66% | 12.19% |
| 5Y Return (Ann) | 16.60% | 14.75% |
| 10Y Return (Ann) | 13.83% | 13.10% |
| Sharpe Ratio | 3.02 | 2.98 |
| Sortino Ratio | 4.02 | 4.13 |
| Omega Ratio | 1.54 | 1.56 |
| Calmar Ratio | 4.56 | 5.05 |
| Martin Ratio | 16.69 | 19.22 |
| Ulcer Index | 2.54% | 1.65% |
| Daily Std Dev | 14.02% | 10.63% |
| Max Drawdown | -60.58% | -32.04% |
| Current Drawdown | -0.36% | -1.00% |
Correlation
The correlation between ADX and DGRW is 0.87, 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.
Performance
ADX vs. DGRW - Performance Comparison
In the year-to-date period, ADX achieves a 30.02% return, which is significantly higher than DGRW's 22.14% return. Over the past 10 years, ADX has outperformed DGRW with an annualized return of 13.83%, while DGRW has yielded a comparatively lower 13.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ADX vs. DGRW - Expense Ratio Comparison
ADX has a 0.59% expense ratio, which is higher than DGRW's 0.28% expense ratio.
Risk-Adjusted Performance
ADX vs. DGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.
Dividends
ADX vs. DGRW - Dividend Comparison
ADX's dividend yield for the trailing twelve months is around 7.53%, more than DGRW's 1.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.53% | 7.34% | 7.36% | 1.13% | 5.96% | 9.00% | 15.85% | 9.18% | 1.57% | 1.17% | 8.63% | 6.43% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.50% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.06% |
Drawdowns
ADX vs. DGRW - Drawdown Comparison
The maximum ADX drawdown since its inception was -60.58%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for ADX and DGRW. For additional features, visit the drawdowns tool.
Volatility
ADX vs. DGRW - Volatility Comparison
Adams Diversified Equity Fund, Inc. (ADX) has a higher volatility of 3.74% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.51%. This indicates that ADX's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.