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

Correlation

The correlation between AMIGX and AMAPX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

AMIGX vs. AMAPX - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
310.48%
18.27%
AMIGX
AMAPX

Key characteristics

Sharpe Ratio

AMIGX:

0.91

AMAPX:

1.75

Sortino Ratio

AMIGX:

1.30

AMAPX:

2.68

Omega Ratio

AMIGX:

1.17

AMAPX:

1.42

Calmar Ratio

AMIGX:

1.33

AMAPX:

1.01

Martin Ratio

AMIGX:

4.59

AMAPX:

6.71

Ulcer Index

AMIGX:

3.16%

AMAPX:

0.57%

Daily Std Dev

AMIGX:

15.95%

AMAPX:

2.19%

Max Drawdown

AMIGX:

-27.95%

AMAPX:

-7.47%

Current Drawdown

AMIGX:

-6.98%

AMAPX:

-1.40%

Returns By Period

In the year-to-date period, AMIGX achieves a 12.24% return, which is significantly higher than AMAPX's 3.31% return.


AMIGX

YTD

12.24%

1M

-3.11%

6M

-3.39%

1Y

13.11%

5Y*

15.20%

10Y*

14.19%

AMAPX

YTD

3.31%

1M

-0.31%

6M

2.15%

1Y

3.73%

5Y*

1.31%

10Y*

N/A

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. AMAPX - Expense Ratio Comparison

AMIGX has a 0.67% expense ratio, which is lower than AMAPX's 0.78% expense ratio.


AMAPX
Amana Participation Fund
Expense ratio chart for AMAPX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for AMIGX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%

Risk-Adjusted Performance

AMIGX vs. AMAPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Growth Fund (AMIGX) and Amana Participation Fund (AMAPX). 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 AMIGX, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.000.911.75
The chart of Sortino ratio for AMIGX, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.001.302.68
The chart of Omega ratio for AMIGX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.42
The chart of Calmar ratio for AMIGX, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.0014.001.331.01
The chart of Martin ratio for AMIGX, currently valued at 4.59, compared to the broader market0.0020.0040.0060.004.596.71
AMIGX
AMAPX

The current AMIGX Sharpe Ratio is 0.91, which is lower than the AMAPX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of AMIGX and AMAPX, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
0.91
1.75
AMIGX
AMAPX

Dividends

AMIGX vs. AMAPX - Dividend Comparison

AMIGX has not paid dividends to shareholders, while AMAPX's dividend yield for the trailing twelve months is around 2.91%.


TTM20232022202120202019201820172016201520142013
AMIGX
Amana Growth Fund
0.00%0.33%0.43%0.28%0.44%0.59%0.62%0.73%0.90%0.71%0.53%0.76%
AMAPX
Amana Participation Fund
2.91%2.62%1.61%1.55%1.95%2.45%2.62%2.12%2.04%0.00%0.00%0.00%

Drawdowns

AMIGX vs. AMAPX - Drawdown Comparison

The maximum AMIGX drawdown since its inception was -27.95%, which is greater than AMAPX's maximum drawdown of -7.47%. Use the drawdown chart below to compare losses from any high point for AMIGX and AMAPX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.98%
-1.40%
AMIGX
AMAPX

Volatility

AMIGX vs. AMAPX - Volatility Comparison

Amana Growth Fund (AMIGX) has a higher volatility of 5.88% compared to Amana Participation Fund (AMAPX) at 0.48%. This indicates that AMIGX's price experiences larger fluctuations and is considered to be riskier than AMAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.88%
0.48%
AMIGX
AMAPX
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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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