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AMDWX vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AMDWX and ^SP500TR 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.


-0.50.00.51.00.8

Performance

AMDWX vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Mutual Funds Trust Developing World Fund (AMDWX) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-1.88%
10.80%
AMDWX
^SP500TR

Key characteristics

Sharpe Ratio

AMDWX:

0.65

^SP500TR:

1.97

Sortino Ratio

AMDWX:

0.98

^SP500TR:

2.64

Omega Ratio

AMDWX:

1.12

^SP500TR:

1.36

Calmar Ratio

AMDWX:

0.90

^SP500TR:

2.98

Martin Ratio

AMDWX:

1.99

^SP500TR:

12.34

Ulcer Index

AMDWX:

4.66%

^SP500TR:

2.04%

Daily Std Dev

AMDWX:

14.26%

^SP500TR:

12.79%

Max Drawdown

AMDWX:

-28.88%

^SP500TR:

-55.25%

Current Drawdown

AMDWX:

-6.76%

^SP500TR:

0.00%

Returns By Period

In the year-to-date period, AMDWX achieves a 2.18% return, which is significantly lower than ^SP500TR's 4.11% return. Over the past 10 years, AMDWX has underperformed ^SP500TR with an annualized return of 3.04%, while ^SP500TR has yielded a comparatively higher 13.33% annualized return.


AMDWX

YTD

2.18%

1M

2.18%

6M

-1.87%

1Y

8.31%

5Y*

5.37%

10Y*

3.04%

^SP500TR

YTD

4.11%

1M

2.87%

6M

10.80%

1Y

23.21%

5Y*

14.40%

10Y*

13.33%

*Annualized

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Risk-Adjusted Performance

AMDWX vs. ^SP500TR — 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 3737
Overall Rank
The Sharpe Ratio Rank of AMDWX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of AMDWX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of AMDWX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of AMDWX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AMDWX is 3131
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 9090
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 9393
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. ^SP500TR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Mutual Funds Trust Developing World Fund (AMDWX) and S&P 500 Total Return (^SP500TR). 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 0.65, compared to the broader market-1.000.001.002.003.004.000.651.97
The chart of Sortino ratio for AMDWX, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.000.982.64
The chart of Omega ratio for AMDWX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.36
The chart of Calmar ratio for AMDWX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.000.902.98
The chart of Martin ratio for AMDWX, currently valued at 1.99, compared to the broader market0.0020.0040.0060.0080.001.9912.34
AMDWX
^SP500TR

The current AMDWX Sharpe Ratio is 0.65, which is lower than the ^SP500TR Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of AMDWX and ^SP500TR, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.65
1.97
AMDWX
^SP500TR

Drawdowns

AMDWX vs. ^SP500TR - Drawdown Comparison

The maximum AMDWX drawdown since its inception was -28.88%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for AMDWX and ^SP500TR. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.76%
0
AMDWX
^SP500TR

Volatility

AMDWX vs. ^SP500TR - Volatility Comparison

Amana Mutual Funds Trust Developing World Fund (AMDWX) has a higher volatility of 5.11% compared to S&P 500 Total Return (^SP500TR) at 3.21%. This indicates that AMDWX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR 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%SeptemberOctoberNovemberDecember2025February
5.11%
3.21%
AMDWX
^SP500TR
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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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