PortfoliosLab logo
AMDWX vs. FDFIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMDWX and FDFIX 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.


Performance

AMDWX vs. FDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Developing World Fund (AMDWX) and Fidelity Flex 500 Index Fund (FDFIX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
44.50%
171.18%
AMDWX
FDFIX

Key characteristics

Sharpe Ratio

AMDWX:

0.01

FDFIX:

0.52

Sortino Ratio

AMDWX:

0.13

FDFIX:

0.89

Omega Ratio

AMDWX:

1.02

FDFIX:

1.13

Calmar Ratio

AMDWX:

0.01

FDFIX:

0.56

Martin Ratio

AMDWX:

0.03

FDFIX:

2.18

Ulcer Index

AMDWX:

7.36%

FDFIX:

4.85%

Daily Std Dev

AMDWX:

15.81%

FDFIX:

19.37%

Max Drawdown

AMDWX:

-28.88%

FDFIX:

-33.77%

Current Drawdown

AMDWX:

-10.67%

FDFIX:

-7.64%

Returns By Period

In the year-to-date period, AMDWX achieves a -2.11% return, which is significantly higher than FDFIX's -3.37% return.


AMDWX

YTD

-2.11%

1M

5.17%

6M

-6.39%

1Y

0.12%

5Y*

7.41%

10Y*

2.76%

FDFIX

YTD

-3.37%

1M

3.82%

6M

-4.98%

1Y

9.98%

5Y*

15.84%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMDWX vs. FDFIX - Expense Ratio Comparison

AMDWX has a 1.14% expense ratio, which is higher than FDFIX's 0.00% expense ratio.


Risk-Adjusted Performance

AMDWX vs. FDFIX — Risk-Adjusted Performance Rank

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

AMDWX
The Risk-Adjusted Performance Rank of AMDWX is 2222
Overall Rank
The Sharpe Ratio Rank of AMDWX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of AMDWX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of AMDWX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of AMDWX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of AMDWX is 2222
Martin Ratio Rank

FDFIX
The Risk-Adjusted Performance Rank of FDFIX is 6363
Overall Rank
The Sharpe Ratio Rank of FDFIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FDFIX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FDFIX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FDFIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FDFIX is 6464
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.

AMDWX vs. FDFIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Developing World Fund (AMDWX) and Fidelity Flex 500 Index Fund (FDFIX). 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 AMDWX Sharpe Ratio is 0.01, which is lower than the FDFIX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of AMDWX and FDFIX, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.01
0.52
AMDWX
FDFIX

Dividends

AMDWX vs. FDFIX - Dividend Comparison

AMDWX's dividend yield for the trailing twelve months is around 0.59%, less than FDFIX's 1.32% yield.


TTM20242023202220212020201920182017201620152014
AMDWX
Amana Mutual Funds Trust Developing World Fund
0.59%0.58%0.88%0.75%1.16%0.00%0.37%0.50%0.18%0.28%0.58%0.20%
FDFIX
Fidelity Flex 500 Index Fund
1.32%1.26%1.48%1.70%1.27%1.52%1.78%2.16%0.92%0.00%0.00%0.00%

Drawdowns

AMDWX vs. FDFIX - Drawdown Comparison

The maximum AMDWX drawdown since its inception was -28.88%, smaller than the maximum FDFIX drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for AMDWX and FDFIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.67%
-7.64%
AMDWX
FDFIX

Volatility

AMDWX vs. FDFIX - Volatility Comparison

The current volatility for Amana Mutual Funds Trust Developing World Fund (AMDWX) is 3.72%, while Fidelity Flex 500 Index Fund (FDFIX) has a volatility of 6.80%. This indicates that AMDWX experiences smaller price fluctuations and is considered to be less risky than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.72%
6.80%
AMDWX
FDFIX