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.
Performance
ADJEX vs. VBTIX - Performance Comparison
Loading graphics...
ADJEX vs. VBTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADJEX Azzad Ethical Fund | -8.59% | 1.43% | 1.70% | 24.25% | -27.82% | 17.60% | 30.47% | 30.01% | -3.25% | 23.40% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | -0.49% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | -0.24% | 3.56% |
Returns By Period
In the year-to-date period, ADJEX achieves a -8.59% return, which is significantly lower than VBTIX's -0.49% return. Over the past 10 years, ADJEX has outperformed VBTIX with an annualized return of 7.44%, while VBTIX has yielded a comparatively lower 1.59% annualized return.
ADJEX
- 1D
- -1.46%
- 1M
- -10.52%
- YTD
- -8.59%
- 6M
- -12.05%
- 1Y
- 1.36%
- 3Y*
- 1.50%
- 5Y*
- -0.34%
- 10Y*
- 7.44%
VBTIX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.78%
- 3Y*
- 3.45%
- 5Y*
- 0.25%
- 10Y*
- 1.59%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ADJEX vs. VBTIX - Expense Ratio Comparison
ADJEX has a 0.99% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Return for Risk
ADJEX vs. VBTIX — Risk / Return Rank
ADJEX
VBTIX
ADJEX vs. VBTIX - Risk-Adjusted Trends 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.
| ADJEX | VBTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 1.00 | -0.94 |
Sortino ratioReturn per unit of downside risk | 0.25 | 1.45 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.79 | -1.83 |
Martin ratioReturn relative to average drawdown | -0.15 | 5.10 | -5.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ADJEX | VBTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 1.00 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.04 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.32 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.94 | -0.93 |
Correlation
The correlation between ADJEX and VBTIX is -0.15. 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.
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 3.63%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADJEX Azzad Ethical Fund | 0.00% | 0.00% | 5.47% | 2.53% | 0.06% | 12.81% | 5.62% | 6.35% | 6.37% | 14.98% | 0.09% | 0.69% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.63% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
Drawdowns
ADJEX vs. VBTIX - Drawdown Comparison
The maximum ADJEX drawdown since its inception was -96.70%, which is greater than VBTIX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for ADJEX and VBTIX.
Loading graphics...
Drawdown Indicators
| ADJEX | VBTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.70% | -18.90% | -77.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -2.73% | -11.65% |
Max Drawdown (5Y)Largest decline over 5 years | -96.70% | -18.13% | -78.57% |
Max Drawdown (10Y)Largest decline over 10 years | -96.70% | -18.90% | -77.80% |
Current DrawdownCurrent decline from peak | -96.21% | -3.14% | -93.07% |
Average DrawdownAverage peak-to-trough decline | -16.42% | -2.32% | -14.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 0.96% | +3.49% |
Volatility
ADJEX vs. VBTIX - Volatility Comparison
Azzad Ethical Fund (ADJEX) has a higher volatility of 5.87% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.55%. 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.
Loading graphics...
Volatility by Period
| ADJEX | VBTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 1.55% | +4.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 2.58% | +10.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.49% | 4.36% | +18.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,000.11% | 5.99% | +994.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 707.17% | 4.97% | +702.20% |