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

Key characteristics


AMANXHLAL
YTD Return6.48%4.60%
1Y Return15.80%23.36%
3Y Return (Ann)7.82%10.29%
Sharpe Ratio1.511.83
Daily Std Dev10.13%12.36%
Max Drawdown-37.82%-33.57%
Current Drawdown-3.22%-2.02%

Correlation

-0.50.00.51.00.9

The correlation between AMANX and HLAL is 0.86, 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. HLAL - Performance Comparison

In the year-to-date period, AMANX achieves a 6.48% return, which is significantly higher than HLAL's 4.60% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%100.00%December2024FebruaryMarchAprilMay
69.51%
99.64%
AMANX
HLAL

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amana Mutual Funds Trust Income Fund

Wahed FTSE USA Shariah ETF

AMANX vs. HLAL - Expense Ratio Comparison

AMANX has a 1.01% expense ratio, which is higher than HLAL's 0.50% expense ratio.


AMANX
Amana Mutual Funds Trust Income Fund
Expense ratio chart for AMANX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for HLAL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

AMANX vs. HLAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Income Fund (AMANX) and Wahed FTSE USA Shariah ETF (HLAL). 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
Sharpe ratio
The chart of Sharpe ratio for AMANX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.51
Sortino ratio
The chart of Sortino ratio for AMANX, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.002.18
Omega ratio
The chart of Omega ratio for AMANX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.26
Calmar ratio
The chart of Calmar ratio for AMANX, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.001.83
Martin ratio
The chart of Martin ratio for AMANX, currently valued at 5.84, compared to the broader market0.0020.0040.0060.005.84
HLAL
Sharpe ratio
The chart of Sharpe ratio for HLAL, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.83
Sortino ratio
The chart of Sortino ratio for HLAL, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.002.57
Omega ratio
The chart of Omega ratio for HLAL, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for HLAL, currently valued at 2.27, compared to the broader market0.002.004.006.008.0010.0012.002.27
Martin ratio
The chart of Martin ratio for HLAL, currently valued at 7.92, compared to the broader market0.0020.0040.0060.007.92

AMANX vs. HLAL - Sharpe Ratio Comparison

The current AMANX Sharpe Ratio is 1.51, which roughly equals the HLAL Sharpe Ratio of 1.83. The chart below compares the 12-month rolling Sharpe Ratio of AMANX and HLAL.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
1.51
1.83
AMANX
HLAL

Dividends

AMANX vs. HLAL - Dividend Comparison

AMANX's dividend yield for the trailing twelve months is around 4.92%, more than HLAL's 0.56% yield.


TTM20232022202120202019201820172016201520142013
AMANX
Amana Mutual Funds Trust Income Fund
4.92%5.24%8.14%4.66%6.53%7.81%6.55%5.75%4.15%6.88%2.38%1.39%
HLAL
Wahed FTSE USA Shariah ETF
0.56%0.72%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMANX vs. HLAL - Drawdown Comparison

The maximum AMANX drawdown since its inception was -37.82%, which is greater than HLAL's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for AMANX and HLAL. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-3.22%
-2.02%
AMANX
HLAL

Volatility

AMANX vs. HLAL - Volatility Comparison

The current volatility for Amana Mutual Funds Trust Income Fund (AMANX) is 2.77%, while Wahed FTSE USA Shariah ETF (HLAL) has a volatility of 4.49%. This indicates that AMANX experiences smaller price fluctuations and is considered to be less risky than HLAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
2.77%
4.49%
AMANX
HLAL