AMDWX vs. SPY
Compare and contrast key facts about Amana Mutual Funds Trust Developing World Fund (AMDWX) and State Street 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.
Performance
AMDWX vs. SPY - Performance Comparison
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AMDWX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMDWX Amana Mutual Funds Trust Developing World Fund | 4.13% | 19.97% | 6.93% | 13.25% | -17.60% | 7.31% | 21.26% | 18.68% | -15.56% | 21.39% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, AMDWX achieves a 4.13% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, AMDWX has underperformed SPY with an annualized return of 6.49%, while SPY has yielded a comparatively higher 13.98% annualized return.
AMDWX
- 1D
- -1.16%
- 1M
- -10.63%
- YTD
- 4.13%
- 6M
- 12.41%
- 1Y
- 30.72%
- 3Y*
- 12.49%
- 5Y*
- 5.41%
- 10Y*
- 6.49%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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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.
Return for Risk
AMDWX vs. SPY — Risk / Return Rank
AMDWX
SPY
AMDWX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Developing World Fund (AMDWX) and State Street 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.
| AMDWX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 0.93 | +1.02 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.45 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.22 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.53 | +1.02 |
Martin ratioReturn relative to average drawdown | 10.34 | 7.30 | +3.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMDWX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 0.93 | +1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.69 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.78 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.56 | -0.28 |
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.
Dividends
AMDWX vs. SPY - Dividend Comparison
AMDWX's dividend yield for the trailing twelve months is around 2.69%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMDWX Amana Mutual Funds Trust Developing World Fund | 2.69% | 2.80% | 0.58% | 0.91% | 1.03% | 1.16% | 0.00% | 0.37% | 0.50% | 0.18% | 0.28% | 0.58% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
AMDWX vs. SPY - Drawdown Comparison
The maximum AMDWX drawdown since its inception was -28.88%, 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.
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Drawdown Indicators
| AMDWX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.88% | -55.19% | +26.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -12.05% | +0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -24.50% | -2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -27.42% | -33.72% | +6.30% |
Current DrawdownCurrent decline from peak | -11.36% | -6.24% | -5.12% |
Average DrawdownAverage peak-to-trough decline | -9.07% | -9.09% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.52% | +0.27% |
Volatility
AMDWX vs. SPY - Volatility Comparison
Amana Mutual Funds Trust Developing World Fund (AMDWX) has a higher volatility of 7.41% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that AMDWX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDWX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 5.31% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 9.47% | +2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.80% | 19.05% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.49% | 17.06% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 17.92% | -4.16% |