AUSC.L vs. FDL
Compare and contrast key facts about Abrdn UK Smaller Companies Growth Trust plc (AUSC.L) and First Trust Morningstar Dividend Leaders Index Fund (FDL).
FDL is a passively managed fund by First Trust that tracks the performance of the Morningstar Dividend Leaders Index. It was launched on Mar 9, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AUSC.L or FDL.
Key characteristics
| AUSC.L | FDL | |
|---|---|---|
| YTD Return | 9.42% | 19.07% |
| 1Y Return | 22.48% | 25.80% |
| 3Y Return (Ann) | -12.67% | 12.96% |
| 5Y Return (Ann) | 1.67% | 11.07% |
| 10Y Return (Ann) | 6.70% | 10.06% |
| Sharpe Ratio | 1.60 | 2.00 |
| Daily Std Dev | 14.35% | 12.71% |
| Max Drawdown | -89.77% | -65.93% |
| Current Drawdown | -33.37% | -0.45% |
Correlation
The correlation between AUSC.L and FDL is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AUSC.L vs. FDL - Performance Comparison
In the year-to-date period, AUSC.L achieves a 9.42% return, which is significantly lower than FDL's 19.07% return. Over the past 10 years, AUSC.L has underperformed FDL with an annualized return of 6.70%, while FDL has yielded a comparatively higher 10.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AUSC.L vs. FDL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Abrdn UK Smaller Companies Growth Trust plc (AUSC.L) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.
Dividends
AUSC.L vs. FDL - Dividend Comparison
AUSC.L's dividend yield for the trailing twelve months is around 2.35%, less than FDL's 4.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUSC.L Abrdn UK Smaller Companies Growth Trust plc | 2.35% | 2.40% | 1.17% | 0.01% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.02% | 0.02% | 1.22% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 4.06% | 4.58% | 3.58% | 4.59% | 4.48% | 3.75% | 3.97% | 3.18% | 2.93% | 3.65% | 3.35% | 3.13% |
Drawdowns
AUSC.L vs. FDL - Drawdown Comparison
The maximum AUSC.L drawdown since its inception was -89.77%, which is greater than FDL's maximum drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for AUSC.L and FDL. For additional features, visit the drawdowns tool.
Volatility
AUSC.L vs. FDL - Volatility Comparison
Abrdn UK Smaller Companies Growth Trust plc (AUSC.L) has a higher volatility of 3.82% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 2.75%. This indicates that AUSC.L's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.