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

Performance

AMAGX vs. YLDE - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.11%
13.30%
AMAGX
YLDE

Returns By Period

In the year-to-date period, AMAGX achieves a 15.61% return, which is significantly lower than YLDE's 18.87% return.


AMAGX

YTD

15.61%

1M

-2.05%

6M

3.64%

1Y

21.51%

5Y (annualized)

13.68%

10Y (annualized)

8.92%

YLDE

YTD

18.87%

1M

1.46%

6M

11.87%

1Y

25.13%

5Y (annualized)

12.45%

10Y (annualized)

N/A

Key characteristics


AMAGXYLDE
Sharpe Ratio1.412.63
Sortino Ratio1.983.63
Omega Ratio1.261.48
Calmar Ratio1.954.49
Martin Ratio6.9015.43
Ulcer Index3.08%1.63%
Daily Std Dev15.08%9.55%
Max Drawdown-57.64%-33.23%
Current Drawdown-3.70%-1.09%

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. YLDE - Expense Ratio Comparison

AMAGX has a 0.91% expense ratio, which is higher than YLDE's 0.60% expense ratio.


AMAGX
Amana Mutual Funds Trust Growth Fund
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%
Expense ratio chart for YLDE: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Correlation

-0.50.00.51.00.6

The correlation between AMAGX and YLDE is 0.60, 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. YLDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Growth Fund (AMAGX) and ClearBridge Dividend Strategy ESG ETF (YLDE). 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-1.000.001.002.003.004.005.001.412.63
The chart of Sortino ratio for AMAGX, currently valued at 1.98, compared to the broader market0.005.0010.001.983.63
The chart of Omega ratio for AMAGX, currently valued at 1.26, compared to the broader market1.002.003.004.001.261.48
The chart of Calmar ratio for AMAGX, currently valued at 1.95, compared to the broader market0.005.0010.0015.0020.0025.001.954.49
The chart of Martin ratio for AMAGX, currently valued at 6.90, compared to the broader market0.0020.0040.0060.0080.00100.006.9015.43
AMAGX
YLDE

The current AMAGX Sharpe Ratio is 1.41, which is lower than the YLDE Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of AMAGX and YLDE, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.41
2.63
AMAGX
YLDE

Dividends

AMAGX vs. YLDE - Dividend Comparison

AMAGX's dividend yield for the trailing twelve months is around 0.13%, less than YLDE's 1.38% yield.


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%
YLDE
ClearBridge Dividend Strategy ESG ETF
1.38%1.65%1.68%1.15%1.46%1.65%2.25%1.31%0.00%0.00%0.00%0.00%

Drawdowns

AMAGX vs. YLDE - Drawdown Comparison

The maximum AMAGX drawdown since its inception was -57.64%, which is greater than YLDE's maximum drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for AMAGX and YLDE. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.70%
-1.09%
AMAGX
YLDE

Volatility

AMAGX vs. YLDE - Volatility Comparison

Amana Mutual Funds Trust Growth Fund (AMAGX) has a higher volatility of 4.20% compared to ClearBridge Dividend Strategy ESG ETF (YLDE) at 3.65%. This indicates that AMAGX's price experiences larger fluctuations and is considered to be riskier than YLDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.20%
3.65%
AMAGX
YLDE