AMAGX vs. PSET
Compare and contrast key facts about Amana Mutual Funds Trust Growth Fund (AMAGX) and Principal Quality ETF (PSET).
AMAGX is managed by Amana. It was launched on Feb 3, 1994. PSET is a passively managed fund by Principal that tracks the performance of the NASDAQ US Price Setters. It was launched on Mar 21, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMAGX or PSET.
Key characteristics
| AMAGX | PSET | |
|---|---|---|
| YTD Return | 14.13% | 14.85% |
| 1Y Return | 26.84% | 28.42% |
| 3Y Return (Ann) | 6.14% | 8.08% |
| 5Y Return (Ann) | 16.36% | 13.96% |
| Sharpe Ratio | 1.99 | 2.00 |
| Sortino Ratio | 2.73 | 2.72 |
| Omega Ratio | 1.35 | 1.35 |
| Calmar Ratio | 2.77 | 2.98 |
| Martin Ratio | 10.13 | 11.06 |
| Ulcer Index | 2.99% | 2.73% |
| Daily Std Dev | 15.20% | 15.08% |
| Max Drawdown | -57.64% | -34.74% |
| Current Drawdown | -4.93% | -3.54% |
Correlation
The correlation between AMAGX and PSET is 0.66, 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.
Performance
AMAGX vs. PSET - Performance Comparison
In the year-to-date period, AMAGX achieves a 14.13% return, which is significantly lower than PSET's 14.85% 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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AMAGX vs. PSET - Expense Ratio Comparison
AMAGX has a 0.91% expense ratio, which is higher than PSET's 0.15% expense ratio.
Risk-Adjusted Performance
AMAGX vs. PSET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Growth Fund (AMAGX) and Principal Quality ETF (PSET). 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
AMAGX vs. PSET - Dividend Comparison
AMAGX's dividend yield for the trailing twelve months is around 0.57%, less than PSET's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMAGX Amana Mutual Funds Trust Growth Fund | 0.57% | 0.65% | 3.64% | 0.52% | 5.44% | 3.15% | 3.47% | 10.90% | 13.67% | 7.45% | 6.50% | 3.22% |
PSET Principal Quality ETF | 0.71% | 0.85% | 1.47% | 0.89% | 1.09% | 1.36% | 1.33% | 1.02% | 1.26% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMAGX vs. PSET - Drawdown Comparison
The maximum AMAGX drawdown since its inception was -57.64%, which is greater than PSET's maximum drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for AMAGX and PSET. For additional features, visit the drawdowns tool.
Volatility
AMAGX vs. PSET - Volatility Comparison
Amana Mutual Funds Trust Growth Fund (AMAGX) and Principal Quality ETF (PSET) have volatilities of 3.86% and 4.01%, 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.