AMDWX vs. AMAGX
Compare and contrast key facts about Amana Mutual Funds Trust Developing World Fund (AMDWX) and Amana Mutual Funds Trust Growth Fund (AMAGX).
AMDWX is managed by Amana. It was launched on Sep 27, 2009. AMAGX is managed by Amana. It was launched on Feb 3, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMDWX or AMAGX.
Performance
AMDWX vs. AMAGX - Performance Comparison
Returns By Period
In the year-to-date period, AMDWX achieves a 8.63% return, which is significantly lower than AMAGX's 16.31% return. Over the past 10 years, AMDWX has underperformed AMAGX with an annualized return of 2.51%, while AMAGX has yielded a comparatively higher 8.96% annualized return.
AMDWX
8.63%
-4.56%
0.59%
15.57%
6.69%
2.51%
AMAGX
16.31%
-1.07%
4.74%
21.62%
13.80%
8.96%
Key characteristics
| AMDWX | AMAGX | |
|---|---|---|
| Sharpe Ratio | 1.10 | 1.47 |
| Sortino Ratio | 1.60 | 2.06 |
| Omega Ratio | 1.20 | 1.27 |
| Calmar Ratio | 1.05 | 2.04 |
| Martin Ratio | 5.11 | 7.20 |
| Ulcer Index | 2.95% | 3.09% |
| Daily Std Dev | 13.72% | 15.09% |
| Max Drawdown | -28.89% | -57.64% |
| Current Drawdown | -7.30% | -3.11% |
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AMDWX vs. AMAGX - Expense Ratio Comparison
AMDWX has a 1.14% expense ratio, which is higher than AMAGX's 0.91% expense ratio.
Correlation
The correlation between AMDWX and AMAGX 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.
Risk-Adjusted Performance
AMDWX vs. AMAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Developing World Fund (AMDWX) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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
AMDWX vs. AMAGX - Dividend Comparison
AMDWX's dividend yield for the trailing twelve months is around 0.81%, more than AMAGX's 0.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMDWX Amana Mutual Funds Trust Developing World Fund | 0.81% | 0.88% | 0.75% | 1.16% | 0.00% | 0.37% | 0.50% | 0.18% | 0.28% | 0.58% | 0.20% | 0.39% |
AMAGX Amana Mutual Funds Trust Growth Fund | 0.13% | 0.16% | 0.17% | 0.07% | 0.22% | 0.36% | 0.47% | 0.49% | 0.75% | 0.54% | 0.37% | 0.60% |
Drawdowns
AMDWX vs. AMAGX - Drawdown Comparison
The maximum AMDWX drawdown since its inception was -28.89%, smaller than the maximum AMAGX drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for AMDWX and AMAGX. For additional features, visit the drawdowns tool.
Volatility
AMDWX vs. AMAGX - Volatility Comparison
The current volatility for Amana Mutual Funds Trust Developing World Fund (AMDWX) is 3.36%, while Amana Mutual Funds Trust Growth Fund (AMAGX) has a volatility of 4.16%. This indicates that AMDWX experiences smaller price fluctuations and is considered to be less risky than AMAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.