AMANX vs. ESGV
Compare and contrast key facts about Amana Mutual Funds Trust Income Fund (AMANX) and Vanguard ESG U.S. Stock ETF (ESGV).
AMANX is managed by Amana. It was launched on Jun 23, 1986. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018.
Performance
AMANX vs. ESGV - Performance Comparison
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AMANX vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMANX Amana Mutual Funds Trust Income Fund | -4.82% | 16.41% | 12.85% | 13.60% | -8.86% | 22.53% | 13.98% | 25.31% | -10.51% |
ESGV Vanguard ESG U.S. Stock ETF | -6.94% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.59% |
Returns By Period
In the year-to-date period, AMANX achieves a -4.82% return, which is significantly higher than ESGV's -6.94% return.
AMANX
- 1D
- -0.66%
- 1M
- -10.44%
- YTD
- -4.82%
- 6M
- -0.88%
- 1Y
- 12.28%
- 3Y*
- 11.43%
- 5Y*
- 8.58%
- 10Y*
- 10.55%
ESGV
- 1D
- 3.40%
- 1M
- -5.45%
- YTD
- -6.94%
- 6M
- -4.73%
- 1Y
- 15.76%
- 3Y*
- 17.42%
- 5Y*
- 9.75%
- 10Y*
- —
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AMANX vs. ESGV - Expense Ratio Comparison
AMANX has a 1.01% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Return for Risk
AMANX vs. ESGV — Risk / Return Rank
AMANX
ESGV
AMANX vs. ESGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Income Fund (AMANX) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
| AMANX | ESGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.81 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.29 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 1.33 | -0.29 |
Martin ratioReturn relative to average drawdown | 4.20 | 5.29 | -1.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMANX | ESGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.81 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.54 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.61 | -0.01 |
Correlation
The correlation between AMANX and ESGV is 0.85, 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
AMANX vs. ESGV - Dividend Comparison
AMANX's dividend yield for the trailing twelve months is around 5.66%, more than ESGV's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMANX Amana Mutual Funds Trust Income Fund | 5.66% | 5.39% | 5.69% | 5.24% | 8.14% | 4.66% | 6.53% | 7.81% | 6.55% | 5.75% | 4.15% | 6.88% |
ESGV Vanguard ESG U.S. Stock ETF | 1.01% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMANX vs. ESGV - Drawdown Comparison
The maximum AMANX drawdown since its inception was -37.82%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for AMANX and ESGV.
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Drawdown Indicators
| AMANX | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.82% | -33.66% | -4.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.03% | -12.28% | +1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -28.81% | +9.62% |
Max Drawdown (10Y)Largest decline over 10 years | -31.48% | — | — |
Current DrawdownCurrent decline from peak | -11.03% | -8.60% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -6.55% | +0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 3.08% | -0.36% |
Volatility
AMANX vs. ESGV - Volatility Comparison
The current volatility for Amana Mutual Funds Trust Income Fund (AMANX) is 4.56%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 6.09%. This indicates that AMANX experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMANX | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 6.09% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.22% | 10.58% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.66% | 19.47% | -3.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 18.33% | -4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 20.72% | -4.87% |