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AMAGX vs. NVLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMAGX vs. NVLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Growth Fund (AMAGX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). The values are adjusted to include any dividend payments, if applicable.

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AMAGX vs. NVLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMAGX
Amana Mutual Funds Trust Growth Fund
-3.22%17.62%15.73%25.67%-19.49%31.51%32.93%33.09%2.47%28.91%
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
-11.60%12.76%29.48%43.60%-31.31%27.62%37.97%33.54%3.02%33.09%

Returns By Period

In the year-to-date period, AMAGX achieves a -3.22% return, which is significantly higher than NVLIX's -11.60% return. Both investments have delivered pretty close results over the past 10 years, with AMAGX having a 15.74% annualized return and NVLIX not far behind at 15.48%.


AMAGX

1D
3.57%
1M
-6.50%
YTD
-3.22%
6M
-1.86%
1Y
23.71%
3Y*
15.41%
5Y*
10.77%
10Y*
15.74%

NVLIX

1D
3.68%
1M
-6.71%
YTD
-11.60%
6M
-11.36%
1Y
9.95%
3Y*
18.20%
5Y*
9.66%
10Y*
15.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMAGX vs. NVLIX - Expense Ratio Comparison

AMAGX has a 0.91% expense ratio, which is higher than NVLIX's 0.83% expense ratio.


Return for Risk

AMAGX vs. NVLIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMAGX
AMAGX Risk / Return Rank: 7373
Overall Rank
AMAGX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AMAGX Sortino Ratio Rank: 7070
Sortino Ratio Rank
AMAGX Omega Ratio Rank: 6464
Omega Ratio Rank
AMAGX Calmar Ratio Rank: 8484
Calmar Ratio Rank
AMAGX Martin Ratio Rank: 8484
Martin Ratio Rank

NVLIX
NVLIX Risk / Return Rank: 1515
Overall Rank
NVLIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
NVLIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NVLIX Omega Ratio Rank: 1717
Omega Ratio Rank
NVLIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NVLIX Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMAGX vs. NVLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Growth Fund (AMAGX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX). 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.


AMAGXNVLIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.47

+0.71

Sortino ratio

Return per unit of downside risk

1.78

0.84

+0.94

Omega ratio

Gain probability vs. loss probability

1.25

1.12

+0.13

Calmar ratio

Return relative to maximum drawdown

2.08

0.39

+1.69

Martin ratio

Return relative to average drawdown

8.67

1.29

+7.38

AMAGX vs. NVLIX - Sharpe Ratio Comparison

The current AMAGX Sharpe Ratio is 1.19, which is higher than the NVLIX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AMAGX and NVLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMAGXNVLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.47

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.43

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.71

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.74

-0.09

Correlation

The correlation between AMAGX and NVLIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AMAGX vs. NVLIX - Dividend Comparison

AMAGX has not paid dividends to shareholders, while NVLIX's dividend yield for the trailing twelve months is around 25.40%.


TTM20252024202320222021202020192018201720162015
AMAGX
Amana Mutual Funds Trust Growth Fund
0.00%0.00%3.95%0.65%3.64%0.52%5.44%3.15%3.47%10.90%13.67%7.45%
NVLIX
Nuveen Winslow Large-Cap Growth ESG Fund Class I
25.40%22.45%14.35%5.39%8.93%9.51%5.47%8.69%18.81%18.70%17.11%15.18%

Drawdowns

AMAGX vs. NVLIX - Drawdown Comparison

The maximum AMAGX drawdown since its inception was -57.64%, which is greater than NVLIX's maximum drawdown of -39.57%. Use the drawdown chart below to compare losses from any high point for AMAGX and NVLIX.


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Drawdown Indicators


AMAGXNVLIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.64%

-39.57%

-18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-19.01%

+7.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.09%

-39.57%

+11.48%

Max Drawdown (10Y)

Largest decline over 10 years

-28.09%

-39.57%

+11.48%

Current Drawdown

Current decline from peak

-7.87%

-16.03%

+8.16%

Average Drawdown

Average peak-to-trough decline

-10.32%

-6.20%

-4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

5.80%

-2.96%

Volatility

AMAGX vs. NVLIX - Volatility Comparison

Amana Mutual Funds Trust Growth Fund (AMAGX) and Nuveen Winslow Large-Cap Growth ESG Fund Class I (NVLIX) have volatilities of 7.18% and 6.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMAGXNVLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

6.85%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

12.64%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

20.42%

22.89%

-2.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

22.40%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

21.99%

-3.68%