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AMIGX vs. ADJEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMIGX and ADJEX is 0.87, 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.


Performance

AMIGX vs. ADJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Growth Fund (AMIGX) and Azzad Ethical Fund (ADJEX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
162.01%
135.53%
AMIGX
ADJEX

Key characteristics

Sharpe Ratio

AMIGX:

-0.16

ADJEX:

-0.34

Sortino Ratio

AMIGX:

-0.06

ADJEX:

-0.42

Omega Ratio

AMIGX:

0.99

ADJEX:

0.95

Calmar Ratio

AMIGX:

-0.13

ADJEX:

-0.31

Martin Ratio

AMIGX:

-0.40

ADJEX:

-1.04

Ulcer Index

AMIGX:

7.85%

ADJEX:

8.66%

Daily Std Dev

AMIGX:

21.54%

ADJEX:

23.11%

Max Drawdown

AMIGX:

-28.01%

ADJEX:

-55.91%

Current Drawdown

AMIGX:

-13.25%

ADJEX:

-17.40%

Returns By Period

In the year-to-date period, AMIGX achieves a -6.24% return, which is significantly lower than ADJEX's -5.35% return. Over the past 10 years, AMIGX has outperformed ADJEX with an annualized return of 8.41%, while ADJEX has yielded a comparatively lower 6.58% annualized return.


AMIGX

YTD

-6.24%

1M

14.67%

6M

-11.67%

1Y

-3.47%

5Y*

11.75%

10Y*

8.41%

ADJEX

YTD

-5.35%

1M

17.10%

6M

-10.84%

1Y

-7.80%

5Y*

6.47%

10Y*

6.58%

*Annualized

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AMIGX vs. ADJEX - Expense Ratio Comparison

AMIGX has a 0.67% expense ratio, which is lower than ADJEX's 0.99% expense ratio.


Risk-Adjusted Performance

AMIGX vs. ADJEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMIGX
The Risk-Adjusted Performance Rank of AMIGX is 1313
Overall Rank
The Sharpe Ratio Rank of AMIGX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of AMIGX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of AMIGX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of AMIGX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of AMIGX is 1212
Martin Ratio Rank

ADJEX
The Risk-Adjusted Performance Rank of ADJEX is 55
Overall Rank
The Sharpe Ratio Rank of ADJEX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ADJEX is 55
Sortino Ratio Rank
The Omega Ratio Rank of ADJEX is 66
Omega Ratio Rank
The Calmar Ratio Rank of ADJEX is 44
Calmar Ratio Rank
The Martin Ratio Rank of ADJEX is 33
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.

AMIGX vs. ADJEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Growth Fund (AMIGX) and Azzad Ethical Fund (ADJEX). 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.


The current AMIGX Sharpe Ratio is -0.16, which is higher than the ADJEX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of AMIGX and ADJEX, 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 Ratio-1.000.001.002.00December2025FebruaryMarchAprilMay
-0.16
-0.34
AMIGX
ADJEX

Dividends

AMIGX vs. ADJEX - Dividend Comparison

AMIGX's dividend yield for the trailing twelve months is around 0.11%, while ADJEX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
AMIGX
Amana Growth Fund
0.11%0.10%0.33%0.43%0.28%0.44%0.59%0.62%0.73%0.90%0.71%0.53%
ADJEX
Azzad Ethical Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.10%0.00%9.18%

Drawdowns

AMIGX vs. ADJEX - Drawdown Comparison

The maximum AMIGX drawdown since its inception was -28.01%, smaller than the maximum ADJEX drawdown of -55.91%. Use the drawdown chart below to compare losses from any high point for AMIGX and ADJEX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.25%
-17.40%
AMIGX
ADJEX

Volatility

AMIGX vs. ADJEX - Volatility Comparison

The current volatility for Amana Growth Fund (AMIGX) is 11.50%, while Azzad Ethical Fund (ADJEX) has a volatility of 12.50%. This indicates that AMIGX experiences smaller price fluctuations and is considered to be less risky than ADJEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
11.50%
12.50%
AMIGX
ADJEX