ADX vs. SPY
Compare and contrast key facts about Adams Diversified Equity Fund, Inc. (ADX) and State Street SPDR S&P 500 ETF (SPY).
ADX is managed by Adams Funds. It was launched on Jan 2, 1990. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
ADX vs. SPY - Performance Comparison
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ADX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | -4.23% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
The year-to-date returns for both stocks are quite close, with ADX having a -4.23% return and SPY slightly lower at -4.37%. Over the past 10 years, ADX has outperformed SPY with an annualized return of 16.41%, while SPY has yielded a comparatively lower 13.98% annualized return.
ADX
- 1D
- 4.04%
- 1M
- -5.48%
- YTD
- -4.23%
- 6M
- 2.17%
- 1Y
- 25.55%
- 3Y*
- 23.81%
- 5Y*
- 14.65%
- 10Y*
- 16.41%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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ADX vs. SPY - Expense Ratio Comparison
ADX has a 0.59% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
ADX vs. SPY — Risk / Return Rank
ADX
SPY
ADX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adams Diversified Equity Fund, Inc. (ADX) and State Street SPDR S&P 500 ETF (SPY). 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.
| ADX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.93 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.06 | 1.45 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.53 | +0.81 |
Martin ratioReturn relative to average drawdown | 10.84 | 7.30 | +3.54 |
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
| ADX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.93 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.69 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.78 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.56 | -0.47 |
Correlation
The correlation between ADX and SPY is 0.75, 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
ADX vs. SPY - Dividend Comparison
ADX's dividend yield for the trailing twelve months is around 8.45%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 8.45% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
ADX vs. SPY - Drawdown Comparison
The maximum ADX drawdown since its inception was -71.60%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ADX and SPY.
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Drawdown Indicators
| ADX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.60% | -55.19% | -16.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -12.05% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -25.07% | -24.50% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -37.17% | -33.72% | -3.45% |
Current DrawdownCurrent decline from peak | -6.53% | -6.24% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -23.22% | -9.09% | -14.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.52% | -0.13% |
Volatility
ADX vs. SPY - Volatility Comparison
Adams Diversified Equity Fund, Inc. (ADX) has a higher volatility of 6.18% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that ADX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 5.31% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 10.53% | 9.47% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 19.05% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 17.06% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 17.92% | +0.03% |