AMDWX vs. ^SP500TR
Compare and contrast key facts about Amana Mutual Funds Trust Developing World Fund (AMDWX) and S&P 500 Total Return (^SP500TR).
AMDWX is managed by Amana. It was launched on Sep 27, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMDWX or ^SP500TR.
Performance
AMDWX vs. ^SP500TR - Performance Comparison
Returns By Period
In the year-to-date period, AMDWX achieves a 8.63% return, which is significantly lower than ^SP500TR's 26.26% return. Over the past 10 years, AMDWX has underperformed ^SP500TR with an annualized return of 2.51%, while ^SP500TR has yielded a comparatively higher 13.21% annualized return.
AMDWX
8.63%
-4.56%
0.59%
15.57%
6.69%
2.51%
^SP500TR
26.26%
1.79%
13.68%
32.39%
15.71%
13.21%
Key characteristics
| AMDWX | ^SP500TR | |
|---|---|---|
| Sharpe Ratio | 1.10 | 2.69 |
| Sortino Ratio | 1.60 | 3.59 |
| Omega Ratio | 1.20 | 1.50 |
| Calmar Ratio | 1.05 | 3.90 |
| Martin Ratio | 5.11 | 17.53 |
| Ulcer Index | 2.95% | 1.88% |
| Daily Std Dev | 13.72% | 12.24% |
| Max Drawdown | -28.89% | -55.25% |
| Current Drawdown | -7.30% | -0.81% |
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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.
Risk-Adjusted Performance
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.
Drawdowns
AMDWX vs. ^SP500TR - Drawdown Comparison
The maximum AMDWX drawdown since its inception was -28.89%, 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.
Volatility
AMDWX vs. ^SP500TR - Volatility Comparison
The current volatility for Amana Mutual Funds Trust Developing World Fund (AMDWX) is 3.36%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.95%. This indicates that AMDWX experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.