AMIGX vs. VFTNX
Compare and contrast key facts about Amana Growth Fund (AMIGX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX).
AMIGX is managed by Amana. It was launched on Sep 25, 2013. VFTNX is a passively managed fund by Vanguard that tracks the performance of the FTSE4Good US Select Index. It was launched on Jan 14, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMIGX or VFTNX.
Key characteristics
| AMIGX | VFTNX | |
|---|---|---|
| YTD Return | 17.32% | 26.39% |
| 1Y Return | 25.37% | 34.89% |
| 3Y Return (Ann) | 7.10% | 8.63% |
| 5Y Return (Ann) | 16.82% | 15.62% |
| 10Y Return (Ann) | 15.06% | 13.83% |
| Sharpe Ratio | 1.67 | 2.63 |
| Sortino Ratio | 2.32 | 3.49 |
| Omega Ratio | 1.30 | 1.49 |
| Calmar Ratio | 2.29 | 3.76 |
| Martin Ratio | 8.27 | 16.34 |
| Ulcer Index | 3.02% | 2.15% |
| Daily Std Dev | 14.99% | 13.33% |
| Max Drawdown | -27.95% | -61.92% |
| Current Drawdown | -2.39% | -0.80% |
Correlation
The correlation between AMIGX and VFTNX is 0.94, 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. VFTNX - Performance Comparison
In the year-to-date period, AMIGX achieves a 17.32% return, which is significantly lower than VFTNX's 26.39% return. Over the past 10 years, AMIGX has outperformed VFTNX with an annualized return of 15.06%, while VFTNX has yielded a comparatively lower 13.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMIGX vs. VFTNX - Expense Ratio Comparison
AMIGX has a 0.67% expense ratio, which is higher than VFTNX's 0.12% expense ratio.
Risk-Adjusted Performance
AMIGX vs. VFTNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amana Growth Fund (AMIGX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). 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.
Dividends
AMIGX vs. VFTNX - Dividend Comparison
AMIGX's dividend yield for the trailing twelve months is around 0.28%, less than VFTNX's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMIGX Amana Growth Fund | 0.28% | 0.33% | 0.43% | 0.28% | 0.44% | 0.59% | 0.62% | 0.73% | 0.90% | 0.71% | 0.53% | 0.76% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 1.04% | 1.12% | 1.37% | 0.95% | 1.22% | 1.46% | 1.82% | 1.49% | 1.82% | 1.60% | 1.33% | 1.38% |
Drawdowns
AMIGX vs. VFTNX - Drawdown Comparison
The maximum AMIGX drawdown since its inception was -27.95%, smaller than the maximum VFTNX drawdown of -61.92%. Use the drawdown chart below to compare losses from any high point for AMIGX and VFTNX. For additional features, visit the drawdowns tool.
Volatility
AMIGX vs. VFTNX - Volatility Comparison
The current volatility for Amana Growth Fund (AMIGX) is 3.72%, while Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a volatility of 4.18%. This indicates that AMIGX experiences smaller price fluctuations and is considered to be less risky than VFTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.