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MXF vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXF vs. ADX - Performance Comparison

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

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MXF vs. ADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXF
The Mexico Fund
5.65%61.94%-27.14%35.83%-1.66%18.01%3.29%11.37%-12.26%15.71%
ADX
Adams Diversified Equity Fund, Inc.
-4.23%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%

Returns By Period

In the year-to-date period, MXF achieves a 5.65% return, which is significantly higher than ADX's -4.23% return. Over the past 10 years, MXF has underperformed ADX with an annualized return of 6.49%, while ADX has yielded a comparatively higher 16.41% annualized return.


MXF

1D
2.95%
1M
-8.24%
YTD
5.65%
6M
9.47%
1Y
56.11%
3Y*
13.16%
5Y*
13.34%
10Y*
6.49%

ADX

1D
4.04%
1M
-5.48%
YTD
-4.23%
6M
2.17%
1Y
25.55%
3Y*
23.81%
5Y*
14.65%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXF vs. ADX - Expense Ratio Comparison

MXF has a 0.02% expense ratio, which is lower than ADX's 0.59% expense ratio.


Return for Risk

MXF vs. ADX — Risk / Return Rank

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

MXF
MXF Risk / Return Rank: 9595
Overall Rank
MXF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MXF Sortino Ratio Rank: 9595
Sortino Ratio Rank
MXF Omega Ratio Rank: 9292
Omega Ratio Rank
MXF Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXF Martin Ratio Rank: 9696
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8181
Sortino Ratio Rank
ADX Omega Ratio Rank: 7777
Omega Ratio Rank
ADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADX Martin Ratio Rank: 9292
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.

MXF vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Mexico Fund (MXF) 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.


MXFADXDifference

Sharpe ratio

Return per unit of total volatility

2.49

1.38

+1.11

Sortino ratio

Return per unit of downside risk

3.10

2.06

+1.04

Omega ratio

Gain probability vs. loss probability

1.43

1.29

+0.14

Calmar ratio

Return relative to maximum drawdown

3.88

2.33

+1.54

Martin ratio

Return relative to average drawdown

15.13

10.84

+4.29

MXF vs. ADX - Sharpe Ratio Comparison

The current MXF Sharpe Ratio is 2.49, which is higher than the ADX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of MXF and ADX, 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


MXFADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

1.38

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.86

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.92

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.09

+0.22

Correlation

The correlation between MXF and ADX is 0.40, 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.


Dividends

MXF vs. ADX - Dividend Comparison

MXF's dividend yield for the trailing twelve months is around 5.11%, less than ADX's 8.45% yield.


TTM20252024202320222021202020192018201720162015
MXF
The Mexico Fund
5.11%4.67%6.67%4.19%4.88%2.29%3.15%7.28%5.13%3.37%5.03%10.90%
ADX
Adams Diversified Equity Fund, Inc.
8.45%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

MXF vs. ADX - Drawdown Comparison

The maximum MXF drawdown since its inception was -80.25%, which is greater than ADX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for MXF and ADX.


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Drawdown Indicators


MXFADXDifference

Max Drawdown

Largest peak-to-trough decline

-80.25%

-71.60%

-8.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-11.12%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-30.73%

-25.07%

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-56.02%

-37.17%

-18.85%

Current Drawdown

Current decline from peak

-8.24%

-6.53%

-1.71%

Average Drawdown

Average peak-to-trough decline

-31.68%

-23.22%

-8.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

2.39%

+1.20%

Volatility

MXF vs. ADX - Volatility Comparison

The Mexico Fund (MXF) has a higher volatility of 10.75% compared to Adams Diversified Equity Fund, Inc. (ADX) at 6.18%. This indicates that MXF'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


MXFADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.75%

6.18%

+4.57%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

10.53%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

18.63%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.65%

17.20%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.25%

17.95%

+5.30%