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IHIAX vs. AMAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHIAX vs. AMAPX - Performance Comparison

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

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IHIAX vs. AMAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHIAX
Federated Hermes Emerging Market Debt Fund
-3.01%17.06%6.06%14.41%-16.21%-3.26%5.79%12.89%-5.18%10.36%
AMAPX
Amana Participation Fund
-1.66%5.98%3.77%2.09%-5.27%0.49%5.35%6.61%0.08%2.56%

Returns By Period

In the year-to-date period, IHIAX achieves a -3.01% return, which is significantly lower than AMAPX's -1.66% return. Over the past 10 years, IHIAX has outperformed AMAPX with an annualized return of 3.57%, while AMAPX has yielded a comparatively lower 2.09% annualized return.


IHIAX

1D
-1.03%
1M
-5.35%
YTD
-3.01%
6M
0.45%
1Y
11.03%
3Y*
10.61%
5Y*
3.06%
10Y*
3.57%

AMAPX

1D
0.00%
1M
-2.51%
YTD
-1.66%
6M
-0.66%
1Y
2.49%
3Y*
3.09%
5Y*
1.12%
10Y*
2.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHIAX vs. AMAPX - Expense Ratio Comparison

IHIAX has a 1.18% expense ratio, which is higher than AMAPX's 0.78% expense ratio.


Return for Risk

IHIAX vs. AMAPX — Risk / Return Rank

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

IHIAX
IHIAX Risk / Return Rank: 9191
Overall Rank
IHIAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IHIAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
IHIAX Omega Ratio Rank: 9494
Omega Ratio Rank
IHIAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
IHIAX Martin Ratio Rank: 8888
Martin Ratio Rank

AMAPX
AMAPX Risk / Return Rank: 7070
Overall Rank
AMAPX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
AMAPX Sortino Ratio Rank: 8282
Sortino Ratio Rank
AMAPX Omega Ratio Rank: 8989
Omega Ratio Rank
AMAPX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AMAPX Martin Ratio Rank: 5353
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.

IHIAX vs. AMAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Emerging Market Debt Fund (IHIAX) 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.


IHIAXAMAPXDifference

Sharpe ratio

Return per unit of total volatility

2.21

1.36

+0.85

Sortino ratio

Return per unit of downside risk

2.77

2.07

+0.70

Omega ratio

Gain probability vs. loss probability

1.50

1.39

+0.11

Calmar ratio

Return relative to maximum drawdown

2.07

1.17

+0.91

Martin ratio

Return relative to average drawdown

9.66

5.20

+4.46

IHIAX vs. AMAPX - Sharpe Ratio Comparison

The current IHIAX Sharpe Ratio is 2.21, which is higher than the AMAPX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of IHIAX 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.


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Sharpe Ratios by Period


IHIAXAMAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.36

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.55

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

1.08

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.06

-0.14

Correlation

The correlation between IHIAX and AMAPX is 0.40, 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.


Dividends

IHIAX vs. AMAPX - Dividend Comparison

IHIAX's dividend yield for the trailing twelve months is around 0.82%, less than AMAPX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
IHIAX
Federated Hermes Emerging Market Debt Fund
0.82%0.28%2.60%2.92%5.36%1.91%3.48%1.85%3.99%3.78%3.13%3.91%
AMAPX
Amana Participation Fund
3.41%3.52%3.15%2.25%1.30%1.55%1.95%2.45%2.62%2.14%2.14%0.00%

Drawdowns

IHIAX vs. AMAPX - Drawdown Comparison

The maximum IHIAX drawdown since its inception was -36.42%, which is greater than AMAPX's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for IHIAX and AMAPX.


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Drawdown Indicators


IHIAXAMAPXDifference

Max Drawdown

Largest peak-to-trough decline

-36.42%

-7.75%

-28.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.76%

-2.51%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-27.24%

-7.75%

-19.49%

Max Drawdown (10Y)

Largest decline over 10 years

-27.24%

-7.75%

-19.49%

Current Drawdown

Current decline from peak

-5.76%

-2.51%

-3.25%

Average Drawdown

Average peak-to-trough decline

-4.69%

-1.57%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

0.56%

+0.68%

Volatility

IHIAX vs. AMAPX - Volatility Comparison

Federated Hermes Emerging Market Debt Fund (IHIAX) has a higher volatility of 2.53% compared to Amana Participation Fund (AMAPX) at 0.70%. This indicates that IHIAX'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.


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Volatility by Period


IHIAXAMAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

0.70%

+1.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.79%

1.16%

+2.63%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

2.08%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

2.06%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.49%

1.95%

+4.54%