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Azzad Ethical Fund (ADJEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US0550602066

CUSIP

055060206

Inception Date

Dec 22, 2000

Min. Investment

$1,000

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

ADJEX has a high expense ratio of 0.99%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


400.00%450.00%500.00%550.00%December2025FebruaryMarchAprilMay
472.78%
503.65%
ADJEX (Azzad Ethical Fund)
Benchmark (^GSPC)

Returns By Period

Azzad Ethical Fund (ADJEX) returned -6.60% year-to-date (YTD) and -10.16% over the past 12 months. Over the past 10 years, ADJEX returned 6.41% annually, underperforming the S&P 500 benchmark at 10.31%.


ADJEX

YTD

-6.60%

1M

12.53%

6M

-11.27%

1Y

-10.16%

5Y*

6.20%

10Y*

6.41%

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of ADJEX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.36%-5.97%-6.79%-0.54%2.67%-6.60%
2024-1.69%7.11%2.97%-6.28%2.19%-1.33%-0.76%1.19%2.93%-3.70%7.26%-7.04%1.70%
20238.54%-0.47%3.72%-1.95%1.60%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%
20200.81%-6.23%-13.50%14.45%9.67%2.43%6.17%2.72%-1.94%-1.26%11.44%5.47%30.47%
201910.64%6.04%0.77%3.21%-7.17%8.08%2.29%-2.77%-0.61%1.77%4.75%0.75%30.01%
20185.71%-2.98%-0.22%-0.95%5.63%-0.56%2.54%4.75%-1.31%-9.45%3.60%-8.61%-3.26%
20173.62%4.58%0.82%1.25%0.87%0.14%0.86%1.14%1.84%2.71%3.51%-0.02%23.40%
2016-7.17%0.09%7.72%-1.89%1.68%-0.41%5.22%-0.94%-0.72%-3.37%3.73%-0.63%2.48%
2015-2.93%7.55%0.22%-0.81%1.26%-1.39%-0.30%-5.67%-4.11%4.37%-0.87%-2.61%-5.84%
2014-3.84%6.18%-1.11%-1.12%1.36%1.78%-2.34%6.51%-3.51%2.77%1.70%-0.70%7.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADJEX is 4, meaning it’s performing worse than 96% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ADJEX is 44
Overall Rank
The Sharpe Ratio Rank of ADJEX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ADJEX is 44
Sortino Ratio Rank
The Omega Ratio Rank of ADJEX is 55
Omega Ratio Rank
The Calmar Ratio Rank of ADJEX is 33
Calmar Ratio Rank
The Martin Ratio Rank of ADJEX is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Azzad Ethical Fund (ADJEX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Azzad Ethical Fund Sharpe ratio is -0.39. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Azzad Ethical Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.44
0.44
ADJEX (Azzad Ethical Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Azzad Ethical Fund provided a 5.85% dividend yield over the last twelve months, with an annual payout of $0.88 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.88$0.88$0.42$0.01$2.43$1.03$0.94$0.77$2.00$0.01$0.08$1.19

Dividend yield

5.85%5.47%2.53%0.06%12.81%5.62%6.35%6.37%14.98%0.09%0.69%9.18%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03$1.03
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.00$2.00
2016$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
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2014$1.19$1.19

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-18.49%
-8.35%
ADJEX (Azzad Ethical Fund)
Benchmark (^GSPC)

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 55.91%, occurring on Nov 20, 2008. Recovery took 512 trading sessions.

The current Azzad Ethical Fund drawdown is 18.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.91%Dec 28, 2007227Nov 20, 2008512Dec 3, 2010739
-37.22%Nov 17, 2021146Jun 16, 2022
-33.65%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-24.05%Apr 24, 2015203Feb 11, 2016302Apr 25, 2017505
-21.04%Sep 17, 201869Dec 24, 201859Mar 21, 2019128

Volatility

Volatility Chart

The current Azzad Ethical Fund volatility is 12.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.94%
11.43%
ADJEX (Azzad Ethical Fund)
Benchmark (^GSPC)