ADJEX vs. VBTIX
Compare and contrast key facts about Azzad Ethical Fund (ADJEX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
ADJEX is managed by Azzad Fund. It was launched on Dec 22, 2000. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ADJEX or VBTIX.
Key characteristics
| ADJEX | VBTIX | |
|---|---|---|
| YTD Return | 7.89% | 2.22% |
| 1Y Return | 24.72% | 8.99% |
| 3Y Return (Ann) | -7.18% | -2.41% |
| 5Y Return (Ann) | 3.44% | -0.01% |
| 10Y Return (Ann) | 3.35% | 1.47% |
| Sharpe Ratio | 1.29 | 1.38 |
| Sortino Ratio | 1.86 | 2.04 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 0.64 | 0.50 |
| Martin Ratio | 5.16 | 4.90 |
| Ulcer Index | 4.48% | 1.64% |
| Daily Std Dev | 17.85% | 5.82% |
| Max Drawdown | -57.92% | -19.01% |
| Current Drawdown | -20.33% | -8.44% |
Correlation
The correlation between ADJEX and VBTIX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
ADJEX vs. VBTIX - Performance Comparison
In the year-to-date period, ADJEX achieves a 7.89% return, which is significantly higher than VBTIX's 2.22% return. Over the past 10 years, ADJEX has outperformed VBTIX with an annualized return of 3.35%, while VBTIX has yielded a comparatively lower 1.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ADJEX vs. VBTIX - Expense Ratio Comparison
ADJEX has a 0.99% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Risk-Adjusted Performance
ADJEX vs. VBTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Azzad Ethical Fund (ADJEX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.
Dividends
ADJEX vs. VBTIX - Dividend Comparison
ADJEX has not paid dividends to shareholders, while VBTIX's dividend yield for the trailing twelve months is around 3.58%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADJEX Azzad Ethical Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.10% | 0.00% | 9.18% | 11.64% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.58% | 3.12% | 2.54% | 1.91% | 2.25% | 2.74% | 2.78% | 2.53% | 2.49% | 2.51% | 2.57% | 2.56% |
Drawdowns
ADJEX vs. VBTIX - Drawdown Comparison
The maximum ADJEX drawdown since its inception was -57.92%, which is greater than VBTIX's maximum drawdown of -19.01%. Use the drawdown chart below to compare losses from any high point for ADJEX and VBTIX. For additional features, visit the drawdowns tool.
Volatility
ADJEX vs. VBTIX - Volatility Comparison
Azzad Ethical Fund (ADJEX) has a higher volatility of 4.86% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.66%. This indicates that ADJEX's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.