MPV vs. ADX
MPV (Barings Participation Investors) is a stock, while ADX (Adams Diversified Equity Fund, Inc.) is Large Cap Blend Equities fund actively managed by Adams Funds. Over the past 10 years, MPV returned 8.64%/yr vs 18.40%/yr for ADX. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
MPV vs. ADX - Performance Comparison
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Returns By Period
In the year-to-date period, MPV achieves a 3.71% return, which is significantly lower than ADX's 18.52% return. Over the past 10 years, MPV has underperformed ADX with an annualized return of 8.64%, while ADX has yielded a comparatively higher 18.40% annualized return.
MPV
- 1D
- -0.62%
- 1M
- -1.22%
- 6M
- -12.35%
- YTD
- 3.71%
- 1Y
- -7.25%
- 3Y*
- 16.84%
- 5Y*
- 11.11%
- 10Y*
- 8.64%
- ALL TIME*
- 9.14%
ADX
- 1D
- 0.35%
- 1M
- 3.80%
- 6M
- 16.92%
- YTD
- 18.52%
- 1Y
- 31.33%
- 3Y*
- 27.93%
- 5Y*
- 17.29%
- 10Y*
- 18.40%
- ALL TIME*
- 8.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.65M | $8.30M | $7.16M | |
| $567.49K | $369.46K | $280.69K |
MPV vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPV Barings Participation Investors | 3.71% | 0.74% | 20.52% | 39.14% | -10.73% | 31.93% | -21.01% | 14.57% | 14.84% | 7.04% |
ADX Adams Diversified Equity Fund, Inc. | 18.52% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Correlation
The correlation between MPV and ADX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1989 | 0.09 |
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Return for Risk
MPV vs. ADX — Risk / Return Rank
MPV
ADX
MPV vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Barings Participation Investors (MPV) 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.
| MPV | ADX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.37 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 3.10 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.78 | 15.34 | -16.11 |
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Drawdowns
MPV vs. ADX - Drawdown Comparison
The maximum MPV drawdown since its inception was -54.02%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for MPV and ADX.
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Drawdown Indicators
| MPV | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.02% | -71.60% | +17.58% |
Max Drawdown (1Y)Largest decline over 1 year | -20.76% | -10.16% | -10.60% |
Max Drawdown (3Y)Largest decline over 3 years | -20.76% | -18.29% | -2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -22.63% | -25.07% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -54.02% | -37.17% | -16.85% |
Current DrawdownCurrent decline from peak | -16.79% | 0.00% | -16.79% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -22.05% | +14.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.37% | 2.05% | +7.32% |
Volatility
MPV vs. ADX - Volatility Comparison
Barings Participation Investors (MPV) has a higher volatility of 5.58% compared to Adams Diversified Equity Fund, Inc. (ADX) at 5.19%. This indicates that MPV's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPV | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 5.19% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 16.17% | 11.97% | +4.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.14% | 14.78% | +10.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.32% | 17.51% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.92% | 18.09% | +7.83% |
Dividends
MPV vs. ADX - Dividend Comparison
MPV's dividend yield for the trailing twelve months is around 9.18%, more than ADX's 7.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADX Adams Diversified Equity Fund, Inc. | 7.33% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
MPV Barings Participation Investors | 9.18% | 9.31% | 9.19% | 8.27% | 6.98% | 5.41% | 6.73% | 6.70% | 7.18% | 7.66% | 7.61% | 7.86% |
Frequently Asked Questions
MPV and ADX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPV has higher volatility (5.58%) compared to ADX (5.19%). In terms of maximum drawdown, MPV dropped -54.02% vs ADX's -71.60%.
ADX currently has the higher Sharpe Ratio (2.14 vs -0.29), 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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