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BJBHX vs. ADVDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BJBHX vs. ADVDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global High Income Fund (BJBHX) and abrdn Dynamic Dividend Fund (ADVDX). The values are adjusted to include any dividend payments, if applicable.

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BJBHX vs. ADVDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BJBHX
abrdn Global High Income Fund
-0.98%6.99%7.69%12.32%-12.63%2.98%5.32%14.32%-5.59%8.68%
ADVDX
abrdn Dynamic Dividend Fund
-1.55%20.33%7.74%13.35%-13.36%16.80%10.33%25.43%-9.57%23.36%

Returns By Period

In the year-to-date period, BJBHX achieves a -0.98% return, which is significantly higher than ADVDX's -1.55% return. Over the past 10 years, BJBHX has underperformed ADVDX with an annualized return of 4.52%, while ADVDX has yielded a comparatively higher 9.45% annualized return.


BJBHX

1D
0.00%
1M
-2.20%
YTD
-0.98%
6M
-0.38%
1Y
5.22%
3Y*
7.43%
5Y*
2.72%
10Y*
4.52%

ADVDX

1D
0.22%
1M
-8.35%
YTD
-1.55%
6M
2.10%
1Y
16.86%
3Y*
11.24%
5Y*
6.67%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BJBHX vs. ADVDX - Expense Ratio Comparison

BJBHX has a 1.03% expense ratio, which is lower than ADVDX's 1.25% expense ratio.


Return for Risk

BJBHX vs. ADVDX — Risk / Return Rank

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

BJBHX
BJBHX Risk / Return Rank: 6868
Overall Rank
BJBHX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BJBHX Sortino Ratio Rank: 7474
Sortino Ratio Rank
BJBHX Omega Ratio Rank: 8080
Omega Ratio Rank
BJBHX Calmar Ratio Rank: 5858
Calmar Ratio Rank
BJBHX Martin Ratio Rank: 5454
Martin Ratio Rank

ADVDX
ADVDX Risk / Return Rank: 6969
Overall Rank
ADVDX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ADVDX Sortino Ratio Rank: 6969
Sortino Ratio Rank
ADVDX Omega Ratio Rank: 6868
Omega Ratio Rank
ADVDX Calmar Ratio Rank: 6666
Calmar Ratio Rank
ADVDX Martin Ratio Rank: 7373
Martin Ratio Rank
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.

BJBHX vs. ADVDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global High Income Fund (BJBHX) 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.


BJBHXADVDXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.20

+0.21

Sortino ratio

Return per unit of downside risk

1.84

1.71

+0.13

Omega ratio

Gain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratio

Return relative to maximum drawdown

1.37

1.51

-0.15

Martin ratio

Return relative to average drawdown

5.27

6.90

-1.63

BJBHX vs. ADVDX - Sharpe Ratio Comparison

The current BJBHX Sharpe Ratio is 1.40, which is comparable to the ADVDX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of BJBHX and ADVDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BJBHXADVDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.20

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.49

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

0.59

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.35

+0.97

Correlation

The correlation between BJBHX and ADVDX is 0.46, 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.


Dividends

BJBHX vs. ADVDX - Dividend Comparison

BJBHX's dividend yield for the trailing twelve months is around 6.41%, less than ADVDX's 8.77% yield.


TTM20252024202320222021202020192018201720162015
BJBHX
abrdn Global High Income Fund
6.41%6.36%6.08%5.02%7.45%4.60%4.35%5.37%5.62%3.69%4.97%6.16%
ADVDX
abrdn Dynamic Dividend Fund
8.77%8.53%5.59%5.70%6.09%5.35%5.50%5.70%6.72%5.73%6.65%6.67%

Drawdowns

BJBHX vs. ADVDX - Drawdown Comparison

The maximum BJBHX drawdown since its inception was -28.45%, smaller than the maximum ADVDX drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for BJBHX and ADVDX.


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Drawdown Indicators


BJBHXADVDXDifference

Max Drawdown

Largest peak-to-trough decline

-28.45%

-62.03%

+33.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-10.44%

+6.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-24.53%

+6.76%

Max Drawdown (10Y)

Largest decline over 10 years

-22.82%

-36.33%

+13.51%

Current Drawdown

Current decline from peak

-2.48%

-8.53%

+6.05%

Average Drawdown

Average peak-to-trough decline

-3.28%

-16.60%

+13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

2.29%

-1.38%

Volatility

BJBHX vs. ADVDX - Volatility Comparison

The current volatility for abrdn Global High Income Fund (BJBHX) is 1.31%, while abrdn Dynamic Dividend Fund (ADVDX) has a volatility of 4.78%. This indicates that BJBHX experiences smaller price fluctuations and is considered to be less risky 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


BJBHXADVDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

4.78%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.03%

8.33%

-6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

14.41%

-10.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.33%

13.81%

-9.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.07%

15.94%

-10.87%