PortfoliosLab logoPortfoliosLab logo
AMIGX vs. ADJEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

AMIGX vs. ADJEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMIGX
Amana Growth Fund
-6.50%17.89%16.01%26.00%-19.30%31.80%32.97%33.43%2.70%29.22%
ADJEX
Azzad Ethical Fund
-8.59%1.43%1.70%24.25%-27.82%17.60%30.47%30.01%-3.25%23.40%

Returns By Period

In the year-to-date period, AMIGX achieves a -6.50% return, which is significantly higher than ADJEX's -8.59% return. Over the past 10 years, AMIGX has outperformed ADJEX with an annualized return of 15.59%, while ADJEX has yielded a comparatively lower 7.44% annualized return.


AMIGX

1D
-0.84%
1M
-9.81%
YTD
-6.50%
6M
-3.93%
1Y
20.14%
3Y*
14.34%
5Y*
10.58%
10Y*
15.59%

ADJEX

1D
-1.46%
1M
-10.52%
YTD
-8.59%
6M
-12.05%
1Y
1.36%
3Y*
1.50%
5Y*
-0.34%
10Y*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AMIGX vs. ADJEX - Expense Ratio Comparison

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


Return for Risk

AMIGX vs. ADJEX — Risk / Return Rank

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

AMIGX
AMIGX Risk / Return Rank: 6363
Overall Rank
AMIGX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
AMIGX Sortino Ratio Rank: 6262
Sortino Ratio Rank
AMIGX Omega Ratio Rank: 5757
Omega Ratio Rank
AMIGX Calmar Ratio Rank: 6868
Calmar Ratio Rank
AMIGX Martin Ratio Rank: 6969
Martin Ratio Rank

ADJEX
ADJEX Risk / Return Rank: 66
Overall Rank
ADJEX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ADJEX Sortino Ratio Rank: 77
Sortino Ratio Rank
ADJEX Omega Ratio Rank: 77
Omega Ratio Rank
ADJEX Calmar Ratio Rank: 66
Calmar Ratio Rank
ADJEX Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMIGX vs. ADJEX - Risk-Adjusted Trends 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.


AMIGXADJEXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.06

+0.97

Sortino ratio

Return per unit of downside risk

1.56

0.25

+1.31

Omega ratio

Gain probability vs. loss probability

1.22

1.03

+0.19

Calmar ratio

Return relative to maximum drawdown

1.54

-0.05

+1.59

Martin ratio

Return relative to average drawdown

6.53

-0.15

+6.68

AMIGX vs. ADJEX - Sharpe Ratio Comparison

The current AMIGX Sharpe Ratio is 1.03, which is higher than the ADJEX Sharpe Ratio of 0.06. 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.


Loading graphics...

Sharpe Ratios by Period


AMIGXADJEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.06

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.00

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.01

+0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.01

+0.79

Correlation

The correlation between AMIGX and ADJEX is 0.88, 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

AMIGX vs. ADJEX - Dividend Comparison

AMIGX's dividend yield for the trailing twelve months is around 0.20%, while ADJEX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
AMIGX
Amana Growth Fund
0.20%0.19%4.02%0.82%3.88%0.74%5.42%3.37%3.61%11.11%13.79%7.61%
ADJEX
Azzad Ethical Fund
0.00%0.00%5.47%2.53%0.06%12.81%5.62%6.35%6.37%14.98%0.09%0.69%

Drawdowns

AMIGX vs. ADJEX - Drawdown Comparison

The maximum AMIGX drawdown since its inception was -27.95%, smaller than the maximum ADJEX drawdown of -96.70%. Use the drawdown chart below to compare losses from any high point for AMIGX and ADJEX.


Loading graphics...

Drawdown Indicators


AMIGXADJEXDifference

Max Drawdown

Largest peak-to-trough decline

-27.95%

-96.70%

+68.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-14.38%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.95%

-96.70%

+68.75%

Max Drawdown (10Y)

Largest decline over 10 years

-27.95%

-96.70%

+68.75%

Current Drawdown

Current decline from peak

-11.03%

-96.21%

+85.18%

Average Drawdown

Average peak-to-trough decline

-4.56%

-16.42%

+11.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

4.45%

-1.65%

Volatility

AMIGX vs. ADJEX - Volatility Comparison

Amana Growth Fund (AMIGX) and Azzad Ethical Fund (ADJEX) have volatilities of 5.96% and 5.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AMIGXADJEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

5.87%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

12.82%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.16%

22.49%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.17%

1,000.11%

-981.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

707.17%

-688.89%