AGD vs. VT

Last updated Jun 4, 2026

AGD (abrdn Global Dynamic Dividend Fund) and VT (Vanguard Total World Stock ETF) are both funds - AGD is a Global Equity Income fund actively managed by abrdn, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. AGD is actively managed, while VT is passively managed. Over the past 10 years, AGD returned 13.34%/yr vs 12.74%/yr for VT. A 0.70 correlation means they provide meaningful diversification when combined. AGD charges 1.14%/yr vs 0.06%/yr for VT.

Performance

AGD vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Dynamic Dividend Fund (AGD) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGD achieves a 13.13% return, which is significantly higher than VT's 12.24% return. Both investments have delivered pretty close results over the past 10 years, with AGD having a 13.34% annualized return and VT not far behind at 12.74%.

AGD

• 1D: -0.48%
• 1M: 3.19%
• YTD: 13.13%
• 6M: 14.59%
• 1Y: 36.12%
• 3Y*: 23.04%
• 5Y*: 10.57%
• 10Y*: 13.34%

VT

• 1D: -0.88%
• 1M: 4.91%
• YTD: 12.24%
• 6M: 13.14%
• 1Y: 29.24%
• 3Y*: 20.93%
• 5Y*: 10.99%
• 10Y*: 12.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGD vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AGD abrdn Global Dynamic Dividend Fund	13.13%	34.31%	16.39%	7.36%	-15.31%	23.74%	9.49%	32.49%	-14.98%	33.04%
VT Vanguard Total World Stock ETF	12.24%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-9.76%	24.50%

Correlation

The correlation between AGD and VT is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 27, 2008	0.70

Over the past year, the correlation between AGD and VT has dropped to 0.50 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

Return for Risk

AGD vs. VT — Risk / Return Rank

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

AGD

AGD Risk / Return Rank: 23
AGD Sharpe Ratio Rank: 28
AGD Sortino Ratio Rank: 19
AGD Omega Ratio Rank: 34
AGD Calmar Ratio Rank: 24
AGD Martin Ratio Rank: 13

VT

VT Risk / Return Rank: 67
VT Sharpe Ratio Rank: 68
VT Sortino Ratio Rank: 68
VT Omega Ratio Rank: 67
VT Calmar Ratio Rank: 60
VT Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGD vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Dynamic Dividend Fund (AGD) and Vanguard Total World Stock ETF (VT). 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.

	AGD	VT	Difference
Sharpe ratio: Return per unit of total volatility	1.52	2.31	-0.79
Sortino ratio: Return per unit of downside risk	1.81	3.20	-1.40
Omega ratio: Gain probability vs. loss probability	1.30	1.42	-0.11
Calmar ratio: Return relative to maximum drawdown	1.79	3.04	-1.24
Martin ratio: Return relative to average drawdown	3.85	13.53	-9.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGD vs. VT - Sharpe Ratio Comparison

The current AGD Sharpe Ratio is 1.52, which is lower than the VT Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of AGD and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGD	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	2.31	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.69	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.74	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.44	-0.26

Drawdowns

AGD vs. VT - Drawdown Comparison

The maximum AGD drawdown since its inception was -76.36%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for AGD and VT.

Drawdown Indicators

	AGD	VT	Difference
Max Drawdown Largest peak-to-trough decline	-76.36%	-50.27%	-26.09%
Max Drawdown (1Y) Largest decline over 1 year	-20.25%	-9.67%	-10.58%
Max Drawdown (3Y) Largest decline over 3 years	-20.25%	-16.51%	-3.74%
Max Drawdown (5Y) Largest decline over 5 years	-28.16%	-26.38%	-1.78%
Max Drawdown (10Y) Largest decline over 10 years	-44.12%	-34.24%	-9.88%
Current Drawdown Current decline from peak	-2.16%	-0.88%	-1.28%
Average Drawdown Average peak-to-trough decline	-29.90%	-7.02%	-22.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.42%	2.17%	+7.25%

Volatility

AGD vs. VT - Volatility Comparison

abrdn Global Dynamic Dividend Fund (AGD) has a higher volatility of 4.22% compared to Vanguard Total World Stock ETF (VT) at 3.83%. This indicates that AGD's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGD	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	3.83%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	16.32%	10.17%	+6.15%
Volatility (1Y) Calculated over the trailing 1-year period	23.88%	12.70%	+11.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.98%	16.05%	+2.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.60%	17.23%	+2.37%

AGD vs. VT - Expense Ratio Comparison

AGD has a 1.14% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

AGD vs. VT - Dividend Comparison

AGD's dividend yield for the trailing twelve months is around 11.07%, more than VT's 1.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AGD abrdn Global Dynamic Dividend Fund	11.07%	11.41%	10.46%	8.35%	8.25%	6.45%	7.47%	7.50%	9.17%	7.22%	8.89%	8.77%
VT Vanguard Total World Stock ETF	1.59%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both AGD and VT in my portfolio?

AGD and VT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGD or VT?

AGD has higher volatility (4.22%) compared to VT (3.83%). In terms of maximum drawdown, AGD dropped -76.36% vs VT's -50.27%.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (2.31 vs 1.52), 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.