PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AMAGX vs. BPTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

AMAGX vs. BPTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Growth Fund (AMAGX) and Baron Partners Fund (BPTRX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
4.11%
33.19%
AMAGX
BPTRX

Returns By Period

In the year-to-date period, AMAGX achieves a 15.61% return, which is significantly lower than BPTRX's 16.52% return. Over the past 10 years, AMAGX has underperformed BPTRX with an annualized return of 8.92%, while BPTRX has yielded a comparatively higher 17.69% annualized return.


AMAGX

YTD

15.61%

1M

-2.05%

6M

3.64%

1Y

21.51%

5Y (annualized)

13.68%

10Y (annualized)

8.92%

BPTRX

YTD

16.52%

1M

18.87%

6M

30.11%

1Y

24.11%

5Y (annualized)

23.78%

10Y (annualized)

17.69%

Key characteristics


AMAGXBPTRX
Sharpe Ratio1.410.96
Sortino Ratio1.981.55
Omega Ratio1.261.19
Calmar Ratio1.950.61
Martin Ratio6.902.62
Ulcer Index3.08%9.80%
Daily Std Dev15.08%26.62%
Max Drawdown-57.64%-68.06%
Current Drawdown-3.70%-17.95%

Compare stocks, funds, or ETFs

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


AMAGX vs. BPTRX - Expense Ratio Comparison

AMAGX has a 0.91% expense ratio, which is lower than BPTRX's 1.36% expense ratio.


BPTRX
Baron Partners Fund
Expense ratio chart for BPTRX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
Expense ratio chart for AMAGX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Correlation

-0.50.00.51.00.6

The correlation between AMAGX and BPTRX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

AMAGX vs. BPTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Growth Fund (AMAGX) and Baron Partners Fund (BPTRX). 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.


Sharpe ratio
The chart of Sharpe ratio for AMAGX, currently valued at 1.41, compared to the broader market-1.000.001.002.003.004.005.001.410.96
The chart of Sortino ratio for AMAGX, currently valued at 1.98, compared to the broader market0.005.0010.001.981.55
The chart of Omega ratio for AMAGX, currently valued at 1.26, compared to the broader market1.002.003.004.001.261.19
The chart of Calmar ratio for AMAGX, currently valued at 1.95, compared to the broader market0.005.0010.0015.0020.0025.001.950.61
The chart of Martin ratio for AMAGX, currently valued at 6.90, compared to the broader market0.0020.0040.0060.0080.00100.006.902.62
AMAGX
BPTRX

The current AMAGX Sharpe Ratio is 1.41, which is higher than the BPTRX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of AMAGX and BPTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.41
0.96
AMAGX
BPTRX

Dividends

AMAGX vs. BPTRX - Dividend Comparison

AMAGX's dividend yield for the trailing twelve months is around 0.13%, while BPTRX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AMAGX
Amana Mutual Funds Trust Growth Fund
0.13%0.16%0.17%0.07%0.22%0.36%0.47%0.49%0.75%0.54%0.37%0.60%
BPTRX
Baron Partners Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.00%0.00%

Drawdowns

AMAGX vs. BPTRX - Drawdown Comparison

The maximum AMAGX drawdown since its inception was -57.64%, smaller than the maximum BPTRX drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for AMAGX and BPTRX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.70%
-17.95%
AMAGX
BPTRX

Volatility

AMAGX vs. BPTRX - Volatility Comparison

The current volatility for Amana Mutual Funds Trust Growth Fund (AMAGX) is 4.20%, while Baron Partners Fund (BPTRX) has a volatility of 13.70%. This indicates that AMAGX experiences smaller price fluctuations and is considered to be less risky than BPTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
4.20%
13.70%
AMAGX
BPTRX