AMDWX vs. ^SP500TR

Last updated Apr 3, 2026

Compare and contrast key facts about Amana Mutual Funds Trust Developing World Fund (AMDWX) and S&P 500 Total Return (^SP500TR).

AMDWX is managed by Amana. It was launched on Sep 27, 2009.

Performance

AMDWX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Developing World Fund (AMDWX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

AMDWX vs. ^SP500TR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AMDWX Amana Mutual Funds Trust Developing World Fund	8.70%	19.97%	6.93%	13.25%	-17.60%	7.31%	21.26%	18.68%	-15.56%	21.39%
^SP500TR S&P 500 Total Return	-3.53%	17.88%	25.02%	26.29%	-18.11%	28.71%	18.40%	31.49%	-4.38%	21.83%

Returns By Period

In the year-to-date period, AMDWX achieves a 8.70% return, which is significantly higher than ^SP500TR's -3.53% return. Over the past 10 years, AMDWX has underperformed ^SP500TR with an annualized return of 6.95%, while ^SP500TR has yielded a comparatively higher 14.22% annualized return.

AMDWX

• 1D: 1.57%
• 1M: -1.52%
• YTD: 8.70%
• 6M: 15.48%
• 1Y: 36.25%
• 3Y*: 14.11%
• 5Y*: 6.02%
• 10Y*: 6.95%

^SP500TR

• 1D: 0.12%
• 1M: -3.32%
• YTD: -3.53%
• 6M: -1.37%
• 1Y: 17.55%
• 3Y*: 18.50%
• 5Y*: 11.99%
• 10Y*: 14.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AMDWX vs. ^SP500TR — Risk / Return Rank

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

AMDWX

AMDWX Risk / Return Rank: 93
AMDWX Sharpe Ratio Rank: 94
AMDWX Sortino Ratio Rank: 93
AMDWX Omega Ratio Rank: 90
AMDWX Calmar Ratio Rank: 93
AMDWX Martin Ratio Rank: 93

^SP500TR

^SP500TR Risk / Return Rank: 68
^SP500TR Sharpe Ratio Rank: 64
^SP500TR Sortino Ratio Rank: 68
^SP500TR Omega Ratio Rank: 71
^SP500TR Calmar Ratio Rank: 60
^SP500TR Martin Ratio Rank: 79

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.

AMDWX vs. ^SP500TR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Developing World Fund (AMDWX) and S&P 500 Total Return (^SP500TR). 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.

	AMDWX	^SP500TR	Difference
Sharpe ratio Return per unit of total volatility	2.25	0.96	+1.29
Sortino ratio Return per unit of downside risk	2.96	1.48	+1.48
Omega ratio Gain probability vs. loss probability	1.42	1.23	+0.20
Calmar ratio Return relative to maximum drawdown	3.21	1.51	+1.70
Martin ratio Return relative to average drawdown	12.62	7.14	+5.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMDWX vs. ^SP500TR - Sharpe Ratio Comparison

The current AMDWX Sharpe Ratio is 2.25, which is higher than the ^SP500TR Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of AMDWX and ^SP500TR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AMDWX	^SP500TR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	0.96	+1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.71	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.79	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.62	-0.32

Correlation

The correlation between AMDWX and ^SP500TR is 0.75, 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.

Drawdowns

AMDWX vs. ^SP500TR - Drawdown Comparison

The maximum AMDWX drawdown since its inception was -28.88%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AMDWX and ^SP500TR.

Drawdown Indicators

	AMDWX	^SP500TR	Difference
Max Drawdown Largest peak-to-trough decline	-28.88%	-55.25%	+26.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.36%	-8.89%	-2.47%
Max Drawdown (5Y) Largest decline over 5 years	-27.01%	-24.49%	-2.52%
Max Drawdown (10Y) Largest decline over 10 years	-27.42%	-33.79%	+6.37%
Current Drawdown Current decline from peak	-7.46%	-5.44%	-2.02%
Average Drawdown Average peak-to-trough decline	-9.07%	-8.20%	-0.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.57%	+0.32%

Volatility

AMDWX vs. ^SP500TR - Volatility Comparison

Amana Mutual Funds Trust Developing World Fund (AMDWX) has a higher volatility of 7.16% compared to S&P 500 Total Return (^SP500TR) at 5.30%. This indicates that AMDWX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMDWX	^SP500TR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.16%	5.30%	+1.86%
Volatility (6M) Calculated over the trailing 6-month period	12.81%	9.55%	+3.26%
Volatility (1Y) Calculated over the trailing 1-year period	16.06%	18.32%	-2.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.55%	16.90%	-3.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.79%	18.04%	-4.25%