This article here by Richard Powers sums it up nicely. I will quote it directly and let you decide:
"One of the surprises of the study was that almost none of the physical activities appeared to offer any protection against dementia. There can be cardiovascular benefits of course, but the focus of this study was the mind. There was one important exception: the only physical activity to offer protection against dementia was frequent dancing.
Reading - 35% reduced risk of dementia
Bicycling and swimming - 0%
Doing crossword puzzles at least four days a week - 47%
Playing golf - 0%
Dancing frequently - 76%. "
Mind. Blown. Now get to that dance class!