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AMDWX vs. HLAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMDWX and HLAL 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.


-0.50.00.51.00.7

Performance

AMDWX vs. HLAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Developing World Fund (AMDWX) and Wahed FTSE USA Shariah ETF (HLAL). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
36.98%
125.47%
AMDWX
HLAL

Key characteristics

Sharpe Ratio

AMDWX:

0.69

HLAL:

1.48

Sortino Ratio

AMDWX:

1.04

HLAL:

1.96

Omega Ratio

AMDWX:

1.13

HLAL:

1.27

Calmar Ratio

AMDWX:

0.77

HLAL:

2.13

Martin Ratio

AMDWX:

2.61

HLAL:

7.88

Ulcer Index

AMDWX:

3.60%

HLAL:

2.50%

Daily Std Dev

AMDWX:

13.60%

HLAL:

13.32%

Max Drawdown

AMDWX:

-28.89%

HLAL:

-33.57%

Current Drawdown

AMDWX:

-9.14%

HLAL:

-2.75%

Returns By Period

In the year-to-date period, AMDWX achieves a 6.47% return, which is significantly lower than HLAL's 18.13% return.


AMDWX

YTD

6.47%

1M

-1.41%

6M

-3.20%

1Y

8.38%

5Y*

5.58%

10Y*

2.80%

HLAL

YTD

18.13%

1M

2.24%

6M

6.27%

1Y

18.42%

5Y*

15.47%

10Y*

N/A

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. HLAL - Expense Ratio Comparison

AMDWX has a 1.14% expense ratio, which is higher than HLAL's 0.50% expense ratio.


AMDWX
Amana Mutual Funds Trust Developing World Fund
Expense ratio chart for AMDWX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for HLAL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

AMDWX vs. HLAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Developing World Fund (AMDWX) and Wahed FTSE USA Shariah ETF (HLAL). 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.


Sharpe ratio
The chart of Sharpe ratio for AMDWX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.691.48
The chart of Sortino ratio for AMDWX, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.0010.001.041.96
The chart of Omega ratio for AMDWX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.27
The chart of Calmar ratio for AMDWX, currently valued at 0.77, compared to the broader market0.002.004.006.008.0010.0012.0014.000.772.13
The chart of Martin ratio for AMDWX, currently valued at 2.61, compared to the broader market0.0020.0040.0060.002.617.88
AMDWX
HLAL

The current AMDWX Sharpe Ratio is 0.69, which is lower than the HLAL Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of AMDWX and HLAL, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.69
1.48
AMDWX
HLAL

Dividends

AMDWX vs. HLAL - Dividend Comparison

AMDWX has not paid dividends to shareholders, while HLAL's dividend yield for the trailing twelve months is around 0.68%.


TTM20232022202120202019201820172016201520142013
AMDWX
Amana Mutual Funds Trust Developing World Fund
0.00%0.88%0.75%1.16%0.00%0.37%0.50%0.18%0.28%0.58%0.20%0.39%
HLAL
Wahed FTSE USA Shariah ETF
0.68%0.72%1.15%0.78%0.97%0.72%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AMDWX vs. HLAL - Drawdown Comparison

The maximum AMDWX drawdown since its inception was -28.89%, smaller than the maximum HLAL drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for AMDWX and HLAL. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.14%
-2.75%
AMDWX
HLAL

Volatility

AMDWX vs. HLAL - Volatility Comparison

The current volatility for Amana Mutual Funds Trust Developing World Fund (AMDWX) is 2.62%, while Wahed FTSE USA Shariah ETF (HLAL) has a volatility of 4.16%. This indicates that AMDWX experiences smaller price fluctuations and is considered to be less risky than HLAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.62%
4.16%
AMDWX
HLAL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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