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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Azzad Ethical Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Azzad Ethical Fund (ADJEX) has returned -8.59% so far this year and 1.36% over the past 12 months. Over the last ten years, ADJEX has returned 7.44% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Azzad Ethical Fund
- 1D
- -1.46%
- 1M
- -10.52%
- YTD
- -8.59%
- 6M
- -12.05%
- 1Y
- 1.36%
- 3Y*
- 1.50%
- 5Y*
- -0.34%
- 10Y*
- 7.44%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 30, 2000, ADJEX's average daily return is +0.37%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.
Historically, 56% of months were positive and 44% were negative. The best month was Apr 2009 with a return of +15.9%, while the worst month was Oct 2008 at -18.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ADJEX closed higher 52% of trading days. The best single day was Jan 29, 2025 with a return of +2,231.0%, while the worst single day was Jan 30, 2025 at -95.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.12% | 2.27% | -10.52% | -8.59% | |||||||||
| 2025 | 4.36% | -5.97% | -6.79% | -0.54% | 7.46% | 4.52% | 4.14% | -0.23% | -0.70% | 0.18% | -1.71% | -2.28% | 1.43% |
| 2024 | -1.69% | 7.11% | 2.97% | -6.28% | 2.19% | -1.33% | -0.76% | 1.18% | 2.93% | -3.70% | 7.27% | -7.04% | 1.70% |
| 2023 | 8.54% | -0.47% | 3.72% | -1.95% | 1.59% | 8.04% | 1.94% | -4.81% | -6.61% | -6.55% | 11.51% | 9.12% | 24.25% |
| 2022 | -13.80% | -2.57% | 2.76% | -11.10% | -2.81% | -7.84% | 13.56% | -4.66% | -8.35% | 4.79% | 7.22% | -5.79% | -27.82% |
| 2021 | -0.05% | 2.95% | -1.70% | 5.03% | -2.16% | 5.89% | 3.87% | 2.01% | -4.55% | 6.78% | -3.31% | 2.33% | 17.60% |
Benchmark Metrics
Azzad Ethical Fund has an annualized alpha of 134.30%, beta of 0.85, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 01, 2000.
- R² of 0.00 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 134.30%
- Beta
- 0.85
- R²
- 0.00
- Upside Capture
- 101.29%
- Downside Capture
- 104.52%
Expense Ratio
ADJEX has a high expense ratio of 0.99%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ADJEX ranks 6 for risk / return — in the bottom 6% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Azzad Ethical Fund (ADJEX) and compare them to a chosen benchmark (S&P 500 Index).
| ADJEX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.90 | -0.83 |
Sortino ratioReturn per unit of downside risk | 0.25 | 1.39 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.21 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.40 | -1.45 |
Martin ratioReturn relative to average drawdown | -0.15 | 6.61 | -6.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ADJEX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Azzad Ethical Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.88 | $0.42 | $0.01 | $2.43 | $1.03 | $0.94 | $0.77 | $2.00 | $0.01 | $0.08 |
Dividend yield | 0.00% | 0.00% | 5.47% | 2.53% | 0.06% | 12.81% | 5.62% | 6.35% | 6.37% | 14.98% | 0.09% | 0.69% |
Monthly Dividends
The table displays the monthly dividend distributions for Azzad Ethical Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $0.88 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.43 | $2.43 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Azzad Ethical Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Azzad Ethical Fund was 96.70%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Azzad Ethical Fund drawdown is 96.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -96.7% | Jan 30, 2025 | 48 | Apr 8, 2025 | — | — | — |
| -55.62% | Oct 19, 2007 | 276 | Nov 20, 2008 | 511 | Dec 2, 2010 | 787 |
| -40.11% | Jan 31, 2001 | 527 | Mar 11, 2003 | 715 | Jan 10, 2006 | 1242 |
| -37.22% | Nov 17, 2021 | 146 | Jun 16, 2022 | 658 | Jan 29, 2025 | 804 |
| -33.65% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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