AMDWX vs. SPY
Compare and contrast key facts about Amana Mutual Funds Trust Developing World Fund (AMDWX) and SPDR S&P 500 ETF (SPY).
AMDWX is managed by Amana. It was launched on Sep 27, 2009. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMDWX or SPY.
Performance
AMDWX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, AMDWX achieves a 8.63% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, AMDWX has underperformed SPY with an annualized return of 2.51%, while SPY has yielded a comparatively higher 13.10% annualized return.
AMDWX
8.63%
-4.56%
0.59%
15.57%
6.69%
2.51%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| AMDWX | SPY | |
|---|---|---|
| Sharpe Ratio | 1.10 | 2.70 |
| Sortino Ratio | 1.60 | 3.60 |
| Omega Ratio | 1.20 | 1.50 |
| Calmar Ratio | 1.05 | 3.90 |
| Martin Ratio | 5.11 | 17.52 |
| Ulcer Index | 2.95% | 1.87% |
| Daily Std Dev | 13.72% | 12.14% |
| Max Drawdown | -28.89% | -55.19% |
| Current Drawdown | -7.30% | -0.85% |
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AMDWX vs. SPY - Expense Ratio Comparison
AMDWX has a 1.14% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between AMDWX and SPY 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. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Developing World Fund (AMDWX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
AMDWX's dividend yield for the trailing twelve months is around 0.81%, less than SPY's 1.18% 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% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
AMDWX vs. SPY - Drawdown Comparison
The maximum AMDWX drawdown since its inception was -28.89%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for AMDWX and SPY. For additional features, visit the drawdowns tool.
Volatility
AMDWX vs. SPY - Volatility Comparison
The current volatility for Amana Mutual Funds Trust Developing World Fund (AMDWX) is 3.36%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.98%. This indicates that AMDWX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.