AGD vs. MPLX
AGD (abrdn Global Dynamic Dividend Fund) is Global Equity Income fund actively managed by abrdn, while MPLX (MPLX LP) is a stock. Over the past 10 years, AGD returned 12.86%/yr vs 15.39%/yr for MPLX. At a 0.30 correlation, their price movements are largely independent.
Performance
AGD vs. MPLX - Performance Comparison
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Returns By Period
In the year-to-date period, AGD achieves a 9.87% return, which is significantly lower than MPLX's 11.43% return. Over the past 10 years, AGD has underperformed MPLX with an annualized return of 12.86%, while MPLX has yielded a comparatively higher 15.39% annualized return.
AGD
- 1D
- -0.74%
- 1M
- 0.23%
- 6M
- 5.35%
- YTD
- 9.87%
- 1Y
- 21.35%
- 3Y*
- 20.20%
- 5Y*
- 10.01%
- 10Y*
- 12.86%
MPLX
- 1D
- 0.46%
- 1M
- 0.60%
- 6M
- 10.46%
- YTD
- 11.43%
- 1Y
- 22.16%
- 3Y*
- 28.49%
- 5Y*
- 25.60%
- 10Y*
- 15.39%
AGD vs. MPLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGD abrdn Global Dynamic Dividend Fund | 9.87% | 34.31% | 16.39% | 7.36% | -15.31% | 23.74% | 9.49% | 32.49% | -14.98% | 33.04% |
MPLX MPLX LP | 11.43% | 20.54% | 41.72% | 22.46% | 21.09% | 53.92% | -1.79% | -8.25% | -8.43% | 9.00% |
Correlation
The correlation between AGD and MPLX is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2012 | 0.30 |
The correlation between AGD and MPLX shifts across timeframes, from -0.00 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AGD vs. MPLX — Risk / Return Rank
AGD
MPLX
AGD vs. MPLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Global Dynamic Dividend Fund (AGD) and MPLX LP (MPLX). 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.
| AGD | MPLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.24 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.89 | -1.83 |
| Martin ratioReturn relative to average drawdown | 2.24 | 6.72 | -4.47 |
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Drawdowns
AGD vs. MPLX - Drawdown Comparison
The maximum AGD drawdown since its inception was -76.36%, smaller than the maximum MPLX drawdown of -85.72%. Use the drawdown chart below to compare losses from any high point for AGD and MPLX.
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Drawdown Indicators
| AGD | MPLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.36% | -85.72% | +9.36% |
Max Drawdown (1Y)Largest decline over 1 year | -20.25% | -7.71% | -12.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.25% | -14.58% | -5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -28.16% | -18.46% | -9.70% |
Max Drawdown (10Y)Largest decline over 10 years | -44.12% | -75.21% | +31.09% |
Current DrawdownCurrent decline from peak | -4.98% | -1.43% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -29.76% | -29.79% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.54% | 3.31% | +6.23% |
Volatility
AGD vs. MPLX - Volatility Comparison
abrdn Global Dynamic Dividend Fund (AGD) has a higher volatility of 6.06% compared to MPLX LP (MPLX) at 5.08%. This indicates that AGD's price experiences larger fluctuations and is considered to be riskier than MPLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGD | MPLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 5.08% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 11.57% | +4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.49% | 16.04% | +8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 19.24% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.59% | 30.44% | -10.85% |
Dividends
AGD vs. MPLX - Dividend Comparison
AGD's dividend yield for the trailing twelve months is around 11.59%, more than MPLX's 7.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGD abrdn Global Dynamic Dividend Fund | 11.59% | 11.41% | 10.46% | 8.35% | 8.25% | 6.45% | 7.47% | 7.50% | 9.17% | 7.22% | 8.89% | 8.77% |
MPLX MPLX LP | 7.32% | 7.39% | 7.33% | 8.65% | 8.80% | 11.30% | 12.70% | 10.41% | 8.22% | 6.23% | 5.86% | 4.33% |
Frequently Asked Questions
AGD and MPLX have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGD has higher volatility (6.06%) compared to MPLX (5.08%). In terms of maximum drawdown, AGD dropped -76.36% vs MPLX's -85.72%.
MPLX currently has the higher Sharpe Ratio (1.39 vs 0.88), 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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