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

Correlation

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.


-0.50.00.51.00.4

Performance

AEF vs. ADGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) and AB Core Opportunities Fund (ADGAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
13.21%
4.36%
AEF
ADGAX

Key characteristics

Sharpe Ratio

AEF:

1.16

ADGAX:

0.75

Sortino Ratio

AEF:

1.70

ADGAX:

0.97

Omega Ratio

AEF:

1.22

ADGAX:

1.17

Calmar Ratio

AEF:

0.54

ADGAX:

0.61

Martin Ratio

AEF:

4.09

ADGAX:

2.63

Ulcer Index

AEF:

5.04%

ADGAX:

4.58%

Daily Std Dev

AEF:

17.88%

ADGAX:

16.11%

Max Drawdown

AEF:

-63.36%

ADGAX:

-62.43%

Current Drawdown

AEF:

-25.43%

ADGAX:

-11.08%

Returns By Period

In the year-to-date period, AEF achieves a 4.43% return, which is significantly higher than ADGAX's 4.04% return. Over the past 10 years, AEF has outperformed ADGAX with an annualized return of 4.25%, while ADGAX has yielded a comparatively lower 2.85% annualized return.


AEF

YTD

4.43%

1M

3.24%

6M

13.21%

1Y

21.03%

5Y*

-0.34%

10Y*

4.25%

ADGAX

YTD

4.04%

1M

2.48%

6M

4.36%

1Y

10.88%

5Y*

3.18%

10Y*

2.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

AEF vs. ADGAX — Risk-Adjusted Performance Rank

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

AEF
The Risk-Adjusted Performance Rank of AEF is 7575
Overall Rank
The Sharpe Ratio Rank of AEF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AEF is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AEF is 7373
Omega Ratio Rank
The Calmar Ratio Rank of AEF is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AEF is 7878
Martin Ratio Rank

ADGAX
The Risk-Adjusted Performance Rank of ADGAX is 4141
Overall Rank
The Sharpe Ratio Rank of ADGAX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ADGAX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ADGAX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ADGAX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ADGAX is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for AEF, currently valued at 1.16, compared to the broader market-2.000.002.004.001.160.75
The chart of Sortino ratio for AEF, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.700.97
The chart of Omega ratio for AEF, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.17
The chart of Calmar ratio for AEF, currently valued at 0.54, compared to the broader market0.002.004.006.000.540.61
The chart of Martin ratio for AEF, currently valued at 4.09, compared to the broader market-10.000.0010.0020.004.092.63
AEF
ADGAX

The current AEF Sharpe Ratio is 1.16, which is higher than the ADGAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of AEF and ADGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.16
0.75
AEF
ADGAX

Dividends

AEF vs. ADGAX - Dividend Comparison

AEF's dividend yield for the trailing twelve months is around 7.20%, more than ADGAX's 0.04% yield.


TTM20242023202220212020201920182017201620152014
AEF
Aberdeen Emerging Markets Equity Income Fund, Inc.
7.20%7.51%7.63%8.54%6.73%3.37%2.23%20.80%2.60%7.05%12.19%14.11%
ADGAX
AB Core Opportunities Fund
0.04%0.04%0.25%0.04%0.00%0.20%0.43%0.35%0.00%0.12%0.00%0.00%

Drawdowns

AEF vs. ADGAX - Drawdown Comparison

The maximum AEF drawdown since its inception was -63.36%, roughly equal to the maximum ADGAX drawdown of -62.43%. Use the drawdown chart below to compare losses from any high point for AEF and ADGAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-25.43%
-11.08%
AEF
ADGAX

Volatility

AEF vs. ADGAX - Volatility Comparison

Aberdeen Emerging Markets Equity Income Fund, Inc. (AEF) has a higher volatility of 4.96% compared to AB Core Opportunities Fund (ADGAX) at 4.07%. 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%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.96%
4.07%
AEF
ADGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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