AEMSX vs. ADVDX
AEMSX (abrdn Emerging Markets Instl Svc) and ADVDX (abrdn Dynamic Dividend Fund) are both mutual funds - AEMSX is a Emerging Markets Diversified fund managed by Aberdeen, while ADVDX is a Global Equities fund managed by Aberdeen. Over the past 10 years, AEMSX returned 10.58%/yr vs 10.98%/yr for ADVDX. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 1.25% expense ratio.
Performance
AEMSX vs. ADVDX - Performance Comparison
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Returns By Period
In the year-to-date period, AEMSX achieves a 34.21% return, which is significantly higher than ADVDX's 11.10% return. Both investments have delivered pretty close results over the past 10 years, with AEMSX having a 10.58% annualized return and ADVDX not far ahead at 10.98%.
AEMSX
- 1D
- 0.72%
- 1M
- 7.95%
- YTD
- 34.21%
- 6M
- 34.94%
- 1Y
- 64.43%
- 3Y*
- 23.35%
- 5Y*
- 8.16%
- 10Y*
- 10.58%
ADVDX
- 1D
- -0.39%
- 1M
- -0.39%
- YTD
- 11.10%
- 6M
- 11.10%
- 1Y
- 25.65%
- 3Y*
- 15.25%
- 5Y*
- 8.17%
- 10Y*
- 10.98%
AEMSX vs. ADVDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEMSX abrdn Emerging Markets Instl Svc | 34.21% | 32.19% | 3.81% | 6.49% | -26.28% | 7.03% | 27.52% | 20.24% | -14.71% | 29.95% |
ADVDX abrdn Dynamic Dividend Fund | 11.10% | 20.33% | 7.74% | 13.35% | -13.36% | 16.80% | 10.33% | 25.43% | -9.57% | 23.36% |
Correlation
The correlation between AEMSX and ADVDX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.76 |
The correlation between AEMSX and ADVDX has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
AEMSX vs. ADVDX — Risk / Return Rank
AEMSX
ADVDX
AEMSX vs. ADVDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets Instl Svc (AEMSX) and abrdn Dynamic Dividend Fund (ADVDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AEMSX | ADVDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.42 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.74 | 3.05 | +1.69 |
| Martin ratioReturn relative to average drawdown | 17.76 | 12.77 | +4.99 |
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Drawdowns
AEMSX vs. ADVDX - Drawdown Comparison
The maximum AEMSX drawdown since its inception was -38.58%, smaller than the maximum ADVDX drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for AEMSX and ADVDX.
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Drawdown Indicators
| AEMSX | ADVDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.58% | -62.03% | +23.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.70% | -8.73% | -4.97% |
Max Drawdown (3Y)Largest decline over 3 years | -18.72% | -13.06% | -5.66% |
Max Drawdown (5Y)Largest decline over 5 years | -36.65% | -24.53% | -12.12% |
Max Drawdown (10Y)Largest decline over 10 years | -38.58% | -36.33% | -2.25% |
Current DrawdownCurrent decline from peak | 0.00% | -2.46% | +2.46% |
Average DrawdownAverage peak-to-trough decline | -12.55% | -16.44% | +3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 2.08% | +1.57% |
Volatility
AEMSX vs. ADVDX - Volatility Comparison
abrdn Emerging Markets Instl Svc (AEMSX) has a higher volatility of 11.59% compared to abrdn Dynamic Dividend Fund (ADVDX) at 4.00%. This indicates that AEMSX's price experiences larger fluctuations and is considered to be riskier than ADVDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEMSX | ADVDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.59% | 4.00% | +7.59% |
Volatility (6M)Calculated over the trailing 6-month period | 19.41% | 9.50% | +9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 11.65% | +9.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.23% | 13.96% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 15.99% | +2.94% |
AEMSX vs. ADVDX - Expense Ratio Comparison
Both AEMSX and ADVDX have an expense ratio of 1.25%.
Dividends
AEMSX vs. ADVDX - Dividend Comparison
AEMSX's dividend yield for the trailing twelve months is around 4.58%, less than ADVDX's 7.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 7.87% | 8.53% | 5.59% | 5.70% | 6.09% | 5.35% | 5.50% | 5.70% | 6.72% | 5.73% | 6.65% | 6.67% |
AEMSX abrdn Emerging Markets Instl Svc | 4.58% | 6.14% | 0.95% | 1.39% | 1.83% | 22.97% | 0.68% | 1.82% | 1.57% | 1.09% | 1.08% | 2.32% |
Frequently Asked Questions
AEMSX and ADVDX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AEMSX has higher volatility (11.59%) compared to ADVDX (4.00%). In terms of maximum drawdown, AEMSX dropped -38.58% vs ADVDX's -62.03%.
AEMSX currently has the higher Sharpe Ratio (3.02 vs 2.29), 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.
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