AMANX vs. SPUS
Compare and contrast key facts about Amana Mutual Funds Trust Income Fund (AMANX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).
AMANX is managed by Amana. It was launched on Jun 23, 1986. SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMANX or SPUS.
Key characteristics
| AMANX | SPUS | |
|---|---|---|
| YTD Return | 14.78% | 25.93% |
| 1Y Return | 19.93% | 32.38% |
| 3Y Return (Ann) | 7.42% | 10.62% |
| Sharpe Ratio | 1.77 | 2.14 |
| Sortino Ratio | 2.49 | 2.85 |
| Omega Ratio | 1.31 | 1.40 |
| Calmar Ratio | 2.29 | 2.84 |
| Martin Ratio | 9.17 | 11.40 |
| Ulcer Index | 2.13% | 2.85% |
| Daily Std Dev | 11.03% | 15.16% |
| Max Drawdown | -37.82% | -30.80% |
| Current Drawdown | -3.92% | -1.18% |
Correlation
The correlation between AMANX and SPUS is 0.82, 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. SPUS - Performance Comparison
In the year-to-date period, AMANX achieves a 14.78% return, which is significantly lower than SPUS's 25.93% return. 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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AMANX vs. SPUS - Expense Ratio Comparison
AMANX has a 1.01% expense ratio, which is higher than SPUS's 0.49% expense ratio.
Risk-Adjusted Performance
AMANX vs. SPUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Income Fund (AMANX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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
AMANX vs. SPUS - Dividend Comparison
AMANX's dividend yield for the trailing twelve months is around 0.74%, more than SPUS's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMANX Amana Mutual Funds Trust Income Fund | 0.74% | 0.90% | 1.00% | 0.73% | 1.12% | 1.24% | 1.33% | 1.04% | 1.40% | 1.57% | 1.50% | 1.39% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.70% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMANX vs. SPUS - Drawdown Comparison
The maximum AMANX drawdown since its inception was -37.82%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for AMANX and SPUS. For additional features, visit the drawdowns tool.
Volatility
AMANX vs. SPUS - Volatility Comparison
The current volatility for Amana Mutual Funds Trust Income Fund (AMANX) is 3.03%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 4.66%. This indicates that AMANX experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.