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

Correlation

The correlation between IMANX and AMIGX is 0.91, 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.


-0.50.00.51.00.9

Performance

IMANX vs. AMIGX - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
53.04%
371.97%
IMANX
AMIGX

Key characteristics

Sharpe Ratio

IMANX:

1.52

AMIGX:

0.91

Sortino Ratio

IMANX:

2.10

AMIGX:

1.30

Omega Ratio

IMANX:

1.28

AMIGX:

1.17

Calmar Ratio

IMANX:

0.82

AMIGX:

1.33

Martin Ratio

IMANX:

8.51

AMIGX:

4.59

Ulcer Index

IMANX:

2.76%

AMIGX:

3.16%

Daily Std Dev

IMANX:

15.45%

AMIGX:

15.95%

Max Drawdown

IMANX:

-56.36%

AMIGX:

-27.95%

Current Drawdown

IMANX:

-10.87%

AMIGX:

-6.98%

Returns By Period

In the year-to-date period, IMANX achieves a 21.65% return, which is significantly higher than AMIGX's 12.24% return. Over the past 10 years, IMANX has underperformed AMIGX with an annualized return of 2.84%, while AMIGX has yielded a comparatively higher 14.19% annualized return.


IMANX

YTD

21.65%

1M

-0.18%

6M

2.33%

1Y

21.83%

5Y*

1.95%

10Y*

2.84%

AMIGX

YTD

12.24%

1M

-3.11%

6M

-3.39%

1Y

13.11%

5Y*

15.20%

10Y*

14.19%

Compare stocks, funds, or ETFs

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


IMANX vs. AMIGX - Expense Ratio Comparison

IMANX has a 1.28% expense ratio, which is higher than AMIGX's 0.67% expense ratio.


IMANX
Iman Fund
Expense ratio chart for IMANX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
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

IMANX vs. AMIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iman Fund (IMANX) and Amana Growth Fund (AMIGX). 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 IMANX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.520.91
The chart of Sortino ratio for IMANX, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.002.101.30
The chart of Omega ratio for IMANX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.17
The chart of Calmar ratio for IMANX, currently valued at 0.82, compared to the broader market0.002.004.006.008.0010.0012.0014.000.821.33
The chart of Martin ratio for IMANX, currently valued at 8.51, compared to the broader market0.0020.0040.0060.008.514.59
IMANX
AMIGX

The current IMANX Sharpe Ratio is 1.52, which is higher than the AMIGX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of IMANX and AMIGX, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.52
0.91
IMANX
AMIGX

Dividends

IMANX vs. AMIGX - Dividend Comparison

Neither IMANX nor AMIGX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IMANX
Iman Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.27%0.03%0.00%0.00%0.00%
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%

Drawdowns

IMANX vs. AMIGX - Drawdown Comparison

The maximum IMANX drawdown since its inception was -56.36%, which is greater than AMIGX's maximum drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for IMANX and AMIGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.87%
-6.98%
IMANX
AMIGX

Volatility

IMANX vs. AMIGX - Volatility Comparison

The current volatility for Iman Fund (IMANX) is 4.05%, while Amana Growth Fund (AMIGX) has a volatility of 5.88%. This indicates that IMANX experiences smaller price fluctuations and is considered to be less risky than AMIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.05%
5.88%
IMANX
AMIGX
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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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