AMDWX vs. SPUS
Compare and contrast key facts about Amana Mutual Funds Trust Developing World Fund (AMDWX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS).
AMDWX is managed by Amana. It was launched on Sep 27, 2009. SPUS is a passively managed fund by Toroso Investments that tracks the performance of the S&P 500 Shariah Industry Exclusions Index. It was launched on Dec 18, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMDWX or SPUS.
Performance
AMDWX vs. SPUS - Performance Comparison
Returns By Period
In the year-to-date period, AMDWX achieves a 7.99% return, which is significantly lower than SPUS's 24.57% return.
AMDWX
7.99%
-5.19%
0.45%
14.40%
6.57%
2.45%
SPUS
24.57%
-0.01%
10.29%
29.80%
N/A
N/A
Key characteristics
| AMDWX | SPUS | |
|---|---|---|
| Sharpe Ratio | 1.06 | 1.93 |
| Sortino Ratio | 1.54 | 2.58 |
| Omega Ratio | 1.19 | 1.35 |
| Calmar Ratio | 1.01 | 2.58 |
| Martin Ratio | 4.98 | 10.29 |
| Ulcer Index | 2.91% | 2.87% |
| Daily Std Dev | 13.71% | 15.30% |
| Max Drawdown | -28.89% | -30.80% |
| Current Drawdown | -7.84% | -2.24% |
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AMDWX vs. SPUS - Expense Ratio Comparison
AMDWX has a 1.14% expense ratio, which is higher than SPUS's 0.49% expense ratio.
Correlation
The correlation between AMDWX and SPUS 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. SPUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Developing World Fund (AMDWX) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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. SPUS - Dividend Comparison
AMDWX's dividend yield for the trailing twelve months is around 0.81%, more than SPUS's 0.70% 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% |
SPUS SP Funds S&P 500 Sharia Industry Exclusions ETF | 0.70% | 0.87% | 1.21% | 0.93% | 1.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AMDWX vs. SPUS - Drawdown Comparison
The maximum AMDWX drawdown since its inception was -28.89%, smaller than the maximum SPUS drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for AMDWX and SPUS. For additional features, visit the drawdowns tool.
Volatility
AMDWX vs. SPUS - Volatility Comparison
The current volatility for Amana Mutual Funds Trust Developing World Fund (AMDWX) is 3.35%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 5.19%. This indicates that AMDWX experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.