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

Correlation

The correlation between AMANX and WISEX is 0.59, 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.


Performance

AMANX vs. WISEX - Performance Comparison

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

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
160.08%
35.85%
AMANX
WISEX

Key characteristics

Sharpe Ratio

AMANX:

-0.01

WISEX:

3.58

Sortino Ratio

AMANX:

0.13

WISEX:

5.70

Omega Ratio

AMANX:

1.02

WISEX:

2.00

Calmar Ratio

AMANX:

0.01

WISEX:

6.11

Martin Ratio

AMANX:

0.04

WISEX:

19.29

Ulcer Index

AMANX:

6.57%

WISEX:

0.25%

Daily Std Dev

AMANX:

16.69%

WISEX:

1.34%

Max Drawdown

AMANX:

-38.42%

WISEX:

-5.49%

Current Drawdown

AMANX:

-9.71%

WISEX:

0.00%

Returns By Period

In the year-to-date period, AMANX achieves a 0.27% return, which is significantly lower than WISEX's 1.78% return. Over the past 10 years, AMANX has outperformed WISEX with an annualized return of 4.22%, while WISEX has yielded a comparatively lower 2.02% annualized return.


AMANX

YTD

0.27%

1M

11.98%

6M

-7.55%

1Y

-0.12%

5Y*

6.82%

10Y*

4.22%

WISEX

YTD

1.78%

1M

0.96%

6M

1.48%

1Y

4.76%

5Y*

2.66%

10Y*

2.02%

*Annualized

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AMANX vs. WISEX - Expense Ratio Comparison

AMANX has a 1.01% expense ratio, which is higher than WISEX's 0.89% expense ratio.


Risk-Adjusted Performance

AMANX vs. WISEX — 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

WISEX
The Risk-Adjusted Performance Rank of WISEX is 9898
Overall Rank
The Sharpe Ratio Rank of WISEX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of WISEX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of WISEX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of WISEX is 9898
Calmar Ratio Rank
The Martin Ratio Rank of WISEX is 9797
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. WISEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Income Fund (AMANX) and Azzad Wise Capital Fund (WISEX). 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 WISEX Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of AMANX and WISEX, 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-1.000.001.002.003.004.005.006.00December2025FebruaryMarchAprilMay
-0.01
3.58
AMANX
WISEX

Dividends

AMANX vs. WISEX - Dividend Comparison

AMANX's dividend yield for the trailing twelve months is around 0.76%, less than WISEX's 3.53% 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%
WISEX
Azzad Wise Capital Fund
3.53%3.50%2.63%1.50%1.19%1.16%1.84%1.23%1.12%0.98%0.67%0.77%

Drawdowns

AMANX vs. WISEX - Drawdown Comparison

The maximum AMANX drawdown since its inception was -38.42%, which is greater than WISEX's maximum drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for AMANX and WISEX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.71%
0
AMANX
WISEX

Volatility

AMANX vs. WISEX - Volatility Comparison

Amana Mutual Funds Trust Income Fund (AMANX) has a higher volatility of 8.78% compared to Azzad Wise Capital Fund (WISEX) at 0.32%. This indicates that AMANX's price experiences larger fluctuations and is considered to be riskier than WISEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
8.78%
0.32%
AMANX
WISEX