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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


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S&P 500

Returns By Period

Azzad Ethical Fund (ADJEX) returned -1.31% year-to-date (YTD) and -5.92% over the past 12 months. Over the past 10 years, ADJEX returned 7.01% annually, underperforming the S&P 500 benchmark at 10.88%.


ADJEX

YTD

-1.31%

1M

8.56%

6M

-8.36%

1Y

-5.92%

3Y*

5.93%

5Y*

6.46%

10Y*

7.01%

^GSPC (Benchmark)

YTD

0.68%

1M

7.17%

6M

-1.66%

1Y

11.63%

3Y*

12.51%

5Y*

14.34%

10Y*

10.88%

*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%8.49%-1.31%
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%
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%4.76%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%-3.25%
20173.62%4.58%0.82%1.25%0.87%0.14%0.87%1.14%1.84%2.70%3.51%-0.02%23.40%
2016-7.17%0.09%7.72%-1.89%1.68%-0.41%5.22%-0.95%-0.72%-3.36%3.73%-0.63%2.49%
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%2.76%1.70%-0.70%7.30%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADJEX is 5, meaning it’s performing worse than 95% 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 55
Overall Rank
The Sharpe Ratio Rank of ADJEX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ADJEX is 55
Sortino Ratio Rank
The Omega Ratio Rank of ADJEX is 66
Omega Ratio Rank
The Calmar Ratio Rank of ADJEX is 55
Calmar Ratio Rank
The Martin Ratio Rank of ADJEX is 44
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 Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Azzad Ethical Fund Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: -0.25
  • 5-Year: 0.28
  • 10-Year: 0.33
  • All Time: 0.38

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Azzad Ethical Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Azzad Ethical Fund provided a 5.54% 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

5.54%5.47%2.53%0.06%12.81%5.62%6.35%6.37%14.98%0.10%0.68%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.


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

The current Azzad Ethical Fund drawdown is 13.86%.


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
-24.06%Apr 24, 2015203Feb 11, 2016302Apr 25, 2017505
-21.04%Sep 17, 201869Dec 24, 201859Mar 21, 2019128
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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