PRAFX vs. ADVDX
PRAFX (T. Rowe Price Real Assets Fund) and ADVDX (abrdn Dynamic Dividend Fund) are both Global Equities funds. Over the past 10 years, PRAFX returned 7.79%/yr vs 10.32%/yr for ADVDX. Their correlation of 0.81 means they have usually moved in the same direction. PRAFX charges 0.92%/yr vs 1.25%/yr for ADVDX.
Performance
PRAFX vs. ADVDX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with PRAFX having a 11.09% return and ADVDX slightly higher at 11.53%. Over the past 10 years, PRAFX has underperformed ADVDX with an annualized return of 7.79%, while ADVDX has yielded a comparatively higher 10.32% annualized return.
PRAFX
- 1D
- 1.29%
- 1M
- 1.92%
- 6M
- -2.00%
- YTD
- 11.09%
- 1Y
- 32.99%
- 3Y*
- 13.25%
- 5Y*
- 7.72%
- 10Y*
- 7.79%
- ALL TIME*
- 6.29%
ADVDX
- 1D
- 1.18%
- 1M
- 0.98%
- 6M
- 7.66%
- YTD
- 11.53%
- 1Y
- 24.74%
- 3Y*
- 13.75%
- 5Y*
- 7.98%
- 10Y*
- 10.32%
- ALL TIME*
- 6.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRAFX vs. ADVDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAFX T. Rowe Price Real Assets Fund | 11.09% | 29.51% | 0.32% | 6.65% | -10.24% | 25.74% | 7.02% | 19.62% | -11.55% | 10.48% |
ADVDX abrdn Dynamic Dividend Fund | 11.53% | 20.33% | 7.74% | 13.35% | -13.36% | 16.80% | 10.33% | 25.43% | -9.57% | 23.36% |
Correlation
The correlation between PRAFX and ADVDX is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2010 | 0.81 |
The correlation between PRAFX and ADVDX shifts across timeframes, from 0.65 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRAFX vs. ADVDX — Risk / Return Rank
PRAFX
ADVDX
PRAFX vs. ADVDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Real Assets Fund (PRAFX) 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.
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.
| PRAFX | ADVDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.56 | -0.10 |
| Martin ratioReturn relative to average drawdown | 6.78 | 9.87 | -3.09 |
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Drawdowns
PRAFX vs. ADVDX - Drawdown Comparison
The maximum PRAFX drawdown since its inception was -38.05%, smaller than the maximum ADVDX drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for PRAFX and ADVDX.
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Drawdown Indicators
| PRAFX | ADVDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.05% | -62.03% | +23.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.91% | -8.73% | -4.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -13.06% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -26.73% | -24.53% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | -38.05% | -36.33% | -1.72% |
Current DrawdownCurrent decline from peak | -7.14% | -2.08% | -5.06% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -16.38% | +7.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 2.27% | +2.42% |
Volatility
PRAFX vs. ADVDX - Volatility Comparison
T. Rowe Price Real Assets Fund (PRAFX) has a higher volatility of 3.79% compared to abrdn Dynamic Dividend Fund (ADVDX) at 2.90%. This indicates that PRAFX's price experiences larger fluctuations and is considered to be riskier 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
| PRAFX | ADVDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | 2.90% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 9.49% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 11.72% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 13.95% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.12% | 15.85% | +2.27% |
PRAFX vs. ADVDX - Expense Ratio Comparison
PRAFX has a 0.92% expense ratio, which is lower than ADVDX's 1.25% expense ratio.
Dividends
PRAFX vs. ADVDX - Dividend Comparison
PRAFX's dividend yield for the trailing twelve months is around 2.65%, less than ADVDX's 7.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADVDX abrdn Dynamic Dividend Fund | 7.45% | 8.53% | 5.59% | 5.70% | 6.09% | 5.35% | 5.50% | 5.70% | 6.72% | 5.73% | 6.65% | 6.67% |
PRAFX T. Rowe Price Real Assets Fund | 2.65% | 2.94% | 1.56% | 1.52% | 1.38% | 1.83% | 1.37% | 2.64% | 2.58% | 1.45% | 1.96% | 1.88% |
Frequently Asked Questions
PRAFX and ADVDX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRAFX has higher volatility (3.79%) compared to ADVDX (2.90%). In terms of maximum drawdown, PRAFX dropped -38.05% vs ADVDX's -62.03%.
ADVDX currently has the higher Sharpe Ratio (1.91 vs 1.90), 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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