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AEF vs. ADGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AEFADGAX
YTD Return9.27%17.26%
1Y Return9.00%24.55%
3Y Return (Ann)-8.94%8.63%
5Y Return (Ann)-0.31%12.97%
10Y Return (Ann)1.12%11.92%
Sharpe Ratio0.552.32
Daily Std Dev15.59%10.97%
Max Drawdown-63.36%-53.65%
Current Drawdown-28.74%-1.51%

Correlation

-0.50.00.51.00.4

The correlation between AEF and ADGAX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AEF vs. ADGAX - Performance Comparison

In the year-to-date period, AEF achieves a 9.27% return, which is significantly lower than ADGAX's 17.26% return. Over the past 10 years, AEF has underperformed ADGAX with an annualized return of 1.12%, while ADGAX has yielded a comparatively higher 11.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%FebruaryMarchAprilMayJuneJuly
453.78%
591.26%
AEF
ADGAX

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Aberdeen Emerging Markets Equity Income Fund, Inc.

AB Core Opportunities Fund

Risk-Adjusted Performance

AEF vs. ADGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) and AB Core Opportunities Fund (ADGAX). 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.


AEF
Sharpe ratio
The chart of Sharpe ratio for AEF, currently valued at 0.55, compared to the broader market-2.00-1.000.001.002.003.000.55
Sortino ratio
The chart of Sortino ratio for AEF, currently valued at 0.89, compared to the broader market-4.00-2.000.002.004.000.89
Omega ratio
The chart of Omega ratio for AEF, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for AEF, currently valued at 0.19, compared to the broader market0.002.004.006.000.19
Martin ratio
The chart of Martin ratio for AEF, currently valued at 1.16, compared to the broader market-5.000.005.0010.0015.0020.0025.001.16
ADGAX
Sharpe ratio
The chart of Sharpe ratio for ADGAX, currently valued at 2.32, compared to the broader market-2.00-1.000.001.002.003.002.32
Sortino ratio
The chart of Sortino ratio for ADGAX, currently valued at 3.24, compared to the broader market-4.00-2.000.002.004.003.24
Omega ratio
The chart of Omega ratio for ADGAX, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for ADGAX, currently valued at 2.11, compared to the broader market0.002.004.006.002.11
Martin ratio
The chart of Martin ratio for ADGAX, currently valued at 11.36, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.36

AEF vs. ADGAX - Sharpe Ratio Comparison

The current AEF Sharpe Ratio is 0.55, which is lower than the ADGAX Sharpe Ratio of 2.32. The chart below compares the 12-month rolling Sharpe Ratio of AEF and ADGAX.


Rolling 12-month Sharpe Ratio0.001.002.003.00FebruaryMarchAprilMayJuneJuly
0.55
2.32
AEF
ADGAX

Dividends

AEF vs. ADGAX - Dividend Comparison

AEF's dividend yield for the trailing twelve months is around 7.06%, more than ADGAX's 4.00% yield.


TTM20232022202120202019201820172016201520142013
AEF
Aberdeen Emerging Markets Equity Income Fund, Inc.
7.06%7.63%8.54%6.73%3.35%2.21%20.80%2.60%7.05%12.19%14.11%13.93%
ADGAX
AB Core Opportunities Fund
4.00%4.69%10.73%15.80%4.24%5.63%17.66%11.05%4.72%7.20%15.69%0.00%

Drawdowns

AEF vs. ADGAX - Drawdown Comparison

The maximum AEF drawdown since its inception was -63.36%, which is greater than ADGAX's maximum drawdown of -53.65%. Use the drawdown chart below to compare losses from any high point for AEF and ADGAX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%FebruaryMarchAprilMayJuneJuly
-28.74%
-1.51%
AEF
ADGAX

Volatility

AEF vs. ADGAX - Volatility Comparison

Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) has a higher volatility of 2.94% compared to AB Core Opportunities Fund (ADGAX) at 2.49%. This indicates that AEF's price experiences larger fluctuations and is considered to be riskier than ADGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
2.94%
2.49%
AEF
ADGAX