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AMANX vs. IGPT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMANX vs. IGPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Income Fund (AMANX) and Invesco AI and Next Gen Software ETF (IGPT). The values are adjusted to include any dividend payments, if applicable.

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AMANX vs. IGPT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMANX
Amana Mutual Funds Trust Income Fund
-2.35%16.41%12.85%13.60%-8.86%22.53%13.98%25.31%-5.17%21.67%
IGPT
Invesco AI and Next Gen Software ETF
-0.03%31.55%17.15%27.29%-27.73%-11.79%54.31%35.06%16.38%34.60%

Returns By Period

In the year-to-date period, AMANX achieves a -2.35% return, which is significantly lower than IGPT's -0.03% return. Over the past 10 years, AMANX has underperformed IGPT with an annualized return of 10.83%, while IGPT has yielded a comparatively higher 16.31% annualized return.


AMANX

1D
2.60%
1M
-7.38%
YTD
-2.35%
6M
0.35%
1Y
15.34%
3Y*
12.39%
5Y*
8.98%
10Y*
10.83%

IGPT

1D
2.39%
1M
-6.26%
YTD
-0.03%
6M
8.60%
1Y
45.43%
3Y*
20.71%
5Y*
3.72%
10Y*
16.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMANX vs. IGPT - Expense Ratio Comparison

AMANX has a 1.01% expense ratio, which is higher than IGPT's 0.60% expense ratio.


Return for Risk

AMANX vs. IGPT — Risk / Return Rank

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

AMANX
AMANX Risk / Return Rank: 5151
Overall Rank
AMANX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
AMANX Sortino Ratio Rank: 5151
Sortino Ratio Rank
AMANX Omega Ratio Rank: 4343
Omega Ratio Rank
AMANX Calmar Ratio Rank: 5858
Calmar Ratio Rank
AMANX Martin Ratio Rank: 5757
Martin Ratio Rank

IGPT
IGPT Risk / Return Rank: 8181
Overall Rank
IGPT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IGPT Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGPT Omega Ratio Rank: 7575
Omega Ratio Rank
IGPT Calmar Ratio Rank: 8787
Calmar Ratio Rank
IGPT Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMANX vs. IGPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Income Fund (AMANX) and Invesco AI and Next Gen Software ETF (IGPT). 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.


AMANXIGPTDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.50

-0.54

Sortino ratio

Return per unit of downside risk

1.46

2.11

-0.65

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.42

2.81

-1.40

Martin ratio

Return relative to average drawdown

5.62

10.22

-4.61

AMANX vs. IGPT - Sharpe Ratio Comparison

The current AMANX Sharpe Ratio is 0.96, which is lower than the IGPT Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of AMANX and IGPT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMANXIGPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.50

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.14

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.63

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.52

+0.08

Correlation

The correlation between AMANX and IGPT is 0.69, 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.


Dividends

AMANX vs. IGPT - Dividend Comparison

AMANX's dividend yield for the trailing twelve months is around 5.52%, more than IGPT's 0.04% yield.


TTM20252024202320222021202020192018201720162015
AMANX
Amana Mutual Funds Trust Income Fund
5.52%5.39%5.69%5.24%8.14%4.66%6.53%7.81%6.55%5.75%4.15%6.88%
IGPT
Invesco AI and Next Gen Software ETF
0.04%0.04%0.00%0.00%1.41%6.21%0.04%0.05%0.00%0.00%0.03%0.15%

Drawdowns

AMANX vs. IGPT - Drawdown Comparison

The maximum AMANX drawdown since its inception was -37.82%, smaller than the maximum IGPT drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for AMANX and IGPT.


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Drawdown Indicators


AMANXIGPTDifference

Max Drawdown

Largest peak-to-trough decline

-37.82%

-50.14%

+12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.03%

-16.68%

+5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-45.59%

+26.40%

Max Drawdown (10Y)

Largest decline over 10 years

-31.48%

-50.14%

+18.66%

Current Drawdown

Current decline from peak

-8.72%

-10.74%

+2.02%

Average Drawdown

Average peak-to-trough decline

-6.01%

-12.05%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

4.59%

-1.81%

Volatility

AMANX vs. IGPT - Volatility Comparison

The current volatility for Amana Mutual Funds Trust Income Fund (AMANX) is 5.49%, while Invesco AI and Next Gen Software ETF (IGPT) has a volatility of 11.29%. This indicates that AMANX experiences smaller price fluctuations and is considered to be less risky than IGPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMANXIGPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

11.29%

-5.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

21.40%

-11.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

30.46%

-14.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

26.89%

-13.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

25.84%

-9.97%