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AMINX vs. REAYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMINX vs. REAYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amana Income Fund Institutional Class (AMINX) and Russell Investments Equity Income Fund (REAYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMINX achieves a 12.82% return, which is significantly lower than REAYX's 17.51% return.


AMINX

1D
1.61%
1M
-0.29%
6M
10.38%
YTD
12.82%
1Y
21.50%
3Y*
15.37%
5Y*
10.98%
10Y*
12.05%
ALL TIME*
11.04%

REAYX

1D
0.19%
1M
2.24%
6M
13.47%
YTD
17.51%
1Y
27.49%
3Y*
15.76%
5Y*
10.64%
10Y*
ALL TIME*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AMINX vs. REAYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMINX
Amana Income Fund Institutional Class
12.82%16.69%13.13%13.87%-8.65%22.81%14.18%25.59%-4.94%15.27%
REAYX
Russell Investments Equity Income Fund
17.51%14.66%11.90%12.50%-8.86%27.01%9.06%29.57%-8.60%13.19%

Correlation

The correlation between AMINX and REAYX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2017

0.82

The correlation between AMINX and REAYX shifts across timeframes, from 0.68 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AMINX vs. REAYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AMINX
AMINX Risk / Return Rank: 5757
Overall Rank
AMINX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AMINX Sortino Ratio Rank: 6262
Sortino Ratio Rank
AMINX Omega Ratio Rank: 5858
Omega Ratio Rank
AMINX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AMINX Martin Ratio Rank: 5454
Martin Ratio Rank

REAYX
REAYX Risk / Return Rank: 9191
Overall Rank
REAYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
REAYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
REAYX Omega Ratio Rank: 8686
Omega Ratio Rank
REAYX Calmar Ratio Rank: 9393
Calmar Ratio Rank
REAYX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AMINX vs. REAYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amana Income Fund Institutional Class (AMINX) and Russell Investments Equity Income Fund (REAYX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMINXREAYXDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratioReturn relative to maximum drawdown

1.82

3.78

-1.97

Martin ratioReturn relative to average drawdown

7.24

14.86

-7.62

AMINX vs. REAYX - Sharpe Ratio Comparison

The current AMINX Sharpe Ratio is 1.51, which is lower than the REAYX Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of AMINX and REAYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMINX vs. REAYX - Drawdown Comparison

The maximum AMINX drawdown since its inception was -31.45%, smaller than the maximum REAYX drawdown of -36.87%. Use the drawdown chart below to compare losses from any high point for AMINX and REAYX.


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Drawdown Indicators


AMINXREAYXDifference

Max Drawdown

Largest peak-to-trough decline

-31.45%

-36.87%

+5.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-6.66%

-4.34%

Max Drawdown (3Y)

Largest decline over 3 years

-15.34%

-20.66%

+5.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-20.66%

+1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-31.45%

Current Drawdown

Current decline from peak

-1.09%

-0.67%

-0.42%

Average Drawdown

Average peak-to-trough decline

-3.61%

-4.85%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

1.70%

+1.06%

Volatility

AMINX vs. REAYX - Volatility Comparison

Amana Income Fund Institutional Class (AMINX) has a higher volatility of 3.49% compared to Russell Investments Equity Income Fund (REAYX) at 3.04%. This indicates that AMINX's price experiences larger fluctuations and is considered to be riskier than REAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMINXREAYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

3.04%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

7.84%

+3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

10.46%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.08%

16.74%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

18.45%

-2.50%

AMINX vs. REAYX - Expense Ratio Comparison

AMINX has a 0.76% expense ratio, which is higher than REAYX's 0.66% expense ratio.


Dividends

AMINX vs. REAYX - Dividend Comparison

AMINX's dividend yield for the trailing twelve months is around 5.16%, less than REAYX's 12.84% yield.


PositionTTM20252024202320222021202020192018201720162015
AMINX
Amana Income Fund Institutional Class
5.16%5.80%6.06%5.61%8.61%5.02%6.91%8.22%6.87%6.04%4.58%7.18%
REAYX
Russell Investments Equity Income Fund
12.84%15.24%15.38%13.55%19.72%10.47%3.61%1.86%45.26%14.47%0.00%0.00%

Frequently Asked Questions


AMINX and REAYX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMINX has higher volatility (3.49%) compared to REAYX (3.04%). In terms of maximum drawdown, AMINX dropped -31.45% vs REAYX's -36.87%.

REAYX currently has the higher Sharpe Ratio (2.41 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMINX and REAYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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