AMAGX vs. YLDE
Compare and contrast key facts about Amana Mutual Funds Trust Growth Fund (AMAGX) and ClearBridge Dividend Strategy ESG ETF (YLDE).
AMAGX is managed by Amana. It was launched on Feb 3, 1994. YLDE is an actively managed fund by Franklin Templeton. It was launched on May 22, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMAGX or YLDE.
Key characteristics
| AMAGX | YLDE | |
|---|---|---|
| YTD Return | 14.13% | 14.63% |
| 1Y Return | 26.84% | 23.26% |
| 3Y Return (Ann) | 6.14% | 7.58% |
| 5Y Return (Ann) | 16.36% | 11.87% |
| Sharpe Ratio | 1.99 | 2.60 |
| Sortino Ratio | 2.73 | 3.51 |
| Omega Ratio | 1.35 | 1.47 |
| Calmar Ratio | 2.77 | 4.35 |
| Martin Ratio | 10.13 | 15.04 |
| Ulcer Index | 2.99% | 1.62% |
| Daily Std Dev | 15.20% | 9.35% |
| Max Drawdown | -57.64% | -33.23% |
| Current Drawdown | -4.93% | -3.06% |
Correlation
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.
Performance
AMAGX vs. YLDE - Performance Comparison
The year-to-date returns for both investments are quite close, with AMAGX having a 14.13% return and YLDE slightly higher at 14.63%. 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. YLDE - Expense Ratio Comparison
AMAGX has a 0.91% expense ratio, which is higher than YLDE's 0.60% expense ratio.
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.
Dividends
AMAGX vs. YLDE - Dividend Comparison
AMAGX's dividend yield for the trailing twelve months is around 0.57%, less than YLDE's 1.43% 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% |
YLDE ClearBridge Dividend Strategy ESG ETF | 1.43% | 1.64% | 1.68% | 1.15% | 1.46% | 1.65% | 2.24% | 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.
Volatility
AMAGX vs. YLDE - Volatility Comparison
Amana Mutual Funds Trust Growth Fund (AMAGX) has a higher volatility of 3.86% compared to ClearBridge Dividend Strategy ESG ETF (YLDE) at 2.78%. 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.