AMAGX vs. TMDV
Compare and contrast key facts about Amana Mutual Funds Trust Growth Fund (AMAGX) and ProShares Russell U.S. Dividend Growers ETF (TMDV).
AMAGX is managed by Amana. It was launched on Feb 3, 1994. TMDV is a passively managed fund by ProShares that tracks the performance of the Russell 3000 Dividend Elite Index. It was launched on Nov 5, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMAGX or TMDV.
Key characteristics
| AMAGX | TMDV | |
|---|---|---|
| YTD Return | 14.13% | 5.38% |
| 1Y Return | 26.84% | 13.99% |
| 3Y Return (Ann) | 6.14% | 1.82% |
| Sharpe Ratio | 1.99 | 1.32 |
| Sortino Ratio | 2.73 | 1.94 |
| Omega Ratio | 1.35 | 1.24 |
| Calmar Ratio | 2.77 | 1.23 |
| Martin Ratio | 10.13 | 6.24 |
| Ulcer Index | 2.99% | 2.53% |
| Daily Std Dev | 15.20% | 11.91% |
| Max Drawdown | -57.64% | -33.42% |
| Current Drawdown | -4.93% | -4.31% |
Correlation
The correlation between AMAGX and TMDV 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.
Performance
AMAGX vs. TMDV - Performance Comparison
In the year-to-date period, AMAGX achieves a 14.13% return, which is significantly higher than TMDV's 5.38% 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. TMDV - Expense Ratio Comparison
AMAGX has a 0.91% expense ratio, which is higher than TMDV's 0.35% expense ratio.
Risk-Adjusted Performance
AMAGX vs. TMDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Growth Fund (AMAGX) and ProShares Russell U.S. Dividend Growers ETF (TMDV). 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. TMDV - Dividend Comparison
AMAGX's dividend yield for the trailing twelve months is around 0.57%, less than TMDV's 2.60% 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% |
TMDV ProShares Russell U.S. Dividend Growers ETF | 2.60% | 2.45% | 2.46% | 2.14% | 2.28% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMAGX vs. TMDV - Drawdown Comparison
The maximum AMAGX drawdown since its inception was -57.64%, which is greater than TMDV's maximum drawdown of -33.42%. Use the drawdown chart below to compare losses from any high point for AMAGX and TMDV. For additional features, visit the drawdowns tool.
Volatility
AMAGX vs. TMDV - Volatility Comparison
Amana Mutual Funds Trust Growth Fund (AMAGX) has a higher volatility of 3.86% compared to ProShares Russell U.S. Dividend Growers ETF (TMDV) at 3.09%. This indicates that AMAGX's price experiences larger fluctuations and is considered to be riskier than TMDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.