DTD vs. ADX

Last updated Jun 13, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and ADX (Adams Diversified Equity Fund, Inc.) are both funds - DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while ADX is a Large Cap Blend Equities fund actively managed by Adams Funds. DTD is passively managed, while ADX is actively managed. Over the past 10 years, DTD returned 12.33%/yr vs 18.15%/yr for ADX. Their correlation of 0.82 suggests significant overlap in exposure. DTD charges 0.28%/yr vs 0.59%/yr for ADX.

Performance

DTD vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Total Dividend Fund (DTD) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DTD having a 11.00% return and ADX slightly lower at 10.79%. Over the past 10 years, DTD has underperformed ADX with an annualized return of 12.33%, while ADX has yielded a comparatively higher 18.15% annualized return.

DTD

• 1D: 0.66%
• 1M: 2.42%
• YTD: 11.00%
• 6M: 10.84%
• 1Y: 21.75%
• 3Y*: 17.57%
• 5Y*: 11.95%
• 10Y*: 12.33%

ADX

• 1D: 0.32%
• 1M: -0.48%
• YTD: 10.79%
• 6M: 14.67%
• 1Y: 29.09%
• 3Y*: 27.45%
• 5Y*: 16.57%
• 10Y*: 18.15%

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

DTD vs. ADX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTD WisdomTree U.S. Total Dividend Fund	11.00%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	17.35%
ADX Adams Diversified Equity Fund, Inc.	10.79%	26.03%	28.31%	31.49%	-19.82%	29.69%	17.28%	36.75%	-3.58%	29.61%

Correlation

The correlation between DTD and ADX is 0.50, 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	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.82

Over the past year, the correlation between DTD and ADX has dropped to 0.50 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

Return for Risk

DTD vs. ADX — Risk / Return Rank

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

DTD

DTD Risk / Return Rank: 82
DTD Sharpe Ratio Rank: 83
DTD Sortino Ratio Rank: 85
DTD Omega Ratio Rank: 81
DTD Calmar Ratio Rank: 77
DTD Martin Ratio Rank: 83

ADX

ADX Risk / Return Rank: 77
ADX Sharpe Ratio Rank: 76
ADX Sortino Ratio Rank: 76
ADX Omega Ratio Rank: 68
ADX Calmar Ratio Rank: 77
ADX Martin Ratio Rank: 90

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.

DTD vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Adams Diversified Equity Fund, Inc. (ADX). 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.

	DTD	ADX	Difference
Sharpe ratio: Return per unit of total volatility	2.32	2.07	+0.25
Sortino ratio: Return per unit of downside risk	3.30	2.94	+0.36
Omega ratio: Gain probability vs. loss probability	1.42	1.36	+0.06
Calmar ratio: Return relative to maximum drawdown	3.47	2.88	+0.59
Martin ratio: Return relative to average drawdown	14.35	14.72	-0.37

DTD vs. ADX - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.32, which is comparable to the ADX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DTD and ADX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTD vs. ADX - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for DTD and ADX.

Drawdown Indicators

	DTD	ADX	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-71.60%	+13.41%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-10.16%	+3.86%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-18.29%	+3.88%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-25.07%	+8.93%
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	-37.17%	-0.12%
Current Drawdown Current decline from peak	0.00%	-3.08%	+3.08%
Average Drawdown Average peak-to-trough decline	-7.33%	-22.12%	+14.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	1.98%	-0.46%

Volatility

DTD vs. ADX - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.66%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 4.43%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTD	ADX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	4.43%	-1.77%
Volatility (6M) Calculated over the trailing 6-month period	7.10%	11.00%	-3.90%
Volatility (1Y) Calculated over the trailing 1-year period	9.42%	14.14%	-4.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.59%	17.34%	-3.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	18.04%	-1.83%

DTD vs. ADX - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is lower than ADX's 0.59% expense ratio.

Dividends

DTD vs. ADX - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.85%, less than ADX's 7.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADX Adams Diversified Equity Fund, Inc.	7.53%	7.93%	12.38%	7.34%	7.36%	15.35%	6.54%	9.00%	15.85%	9.18%	7.79%	7.17%
DTD WisdomTree U.S. Total Dividend Fund	1.85%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%

Frequently Asked Questions

Can I hold both DTD and ADX in my portfolio?

DTD and ADX 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, DTD or ADX?

ADX has higher volatility (4.43%) compared to DTD (2.66%). In terms of maximum drawdown, DTD dropped -58.19% vs ADX's -71.60%.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.32 vs 2.07), 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.