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AMANX vs. FSKAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMANX and FSKAX is 0.90, 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.


Performance

AMANX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Income Fund (AMANX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%December2025FebruaryMarchAprilMay
151.81%
464.59%
AMANX
FSKAX

Key characteristics

Sharpe Ratio

AMANX:

-0.01

FSKAX:

0.51

Sortino Ratio

AMANX:

0.13

FSKAX:

0.84

Omega Ratio

AMANX:

1.02

FSKAX:

1.12

Calmar Ratio

AMANX:

0.01

FSKAX:

0.52

Martin Ratio

AMANX:

0.04

FSKAX:

1.98

Ulcer Index

AMANX:

6.57%

FSKAX:

5.08%

Daily Std Dev

AMANX:

16.69%

FSKAX:

19.74%

Max Drawdown

AMANX:

-38.42%

FSKAX:

-35.01%

Current Drawdown

AMANX:

-9.71%

FSKAX:

-7.96%

Returns By Period

In the year-to-date period, AMANX achieves a 0.27% return, which is significantly higher than FSKAX's -3.68% return. Over the past 10 years, AMANX has underperformed FSKAX with an annualized return of 4.22%, while FSKAX has yielded a comparatively higher 11.46% annualized return.


AMANX

YTD

0.27%

1M

11.98%

6M

-7.55%

1Y

-0.12%

5Y*

6.82%

10Y*

4.22%

FSKAX

YTD

-3.68%

1M

14.24%

6M

-5.15%

1Y

10.03%

5Y*

15.30%

10Y*

11.46%

*Annualized

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AMANX vs. FSKAX - Expense Ratio Comparison

AMANX has a 1.01% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Risk-Adjusted Performance

AMANX vs. FSKAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMANX
The Risk-Adjusted Performance Rank of AMANX is 2121
Overall Rank
The Sharpe Ratio Rank of AMANX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of AMANX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of AMANX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of AMANX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of AMANX is 2121
Martin Ratio Rank

FSKAX
The Risk-Adjusted Performance Rank of FSKAX is 5858
Overall Rank
The Sharpe Ratio Rank of FSKAX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FSKAX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FSKAX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FSKAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FSKAX is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMANX vs. FSKAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Income Fund (AMANX) and Fidelity Total Market Index Fund (FSKAX). 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.


The current AMANX Sharpe Ratio is -0.01, which is lower than the FSKAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AMANX and FSKAX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.01
0.51
AMANX
FSKAX

Dividends

AMANX vs. FSKAX - Dividend Comparison

AMANX's dividend yield for the trailing twelve months is around 0.76%, less than FSKAX's 1.13% yield.


TTM20242023202220212020201920182017201620152014
AMANX
Amana Mutual Funds Trust Income Fund
0.76%0.76%0.90%1.00%0.73%1.12%1.24%1.33%1.04%1.40%1.57%1.50%
FSKAX
Fidelity Total Market Index Fund
1.13%1.19%1.41%1.62%1.15%1.45%1.80%2.06%1.66%1.82%1.96%1.63%

Drawdowns

AMANX vs. FSKAX - Drawdown Comparison

The maximum AMANX drawdown since its inception was -38.42%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for AMANX and FSKAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.71%
-7.96%
AMANX
FSKAX

Volatility

AMANX vs. FSKAX - Volatility Comparison

The current volatility for Amana Mutual Funds Trust Income Fund (AMANX) is 8.78%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 11.29%. This indicates that AMANX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.78%
11.29%
AMANX
FSKAX