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IMANX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMANX vs. FSPGX - Performance Comparison

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

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IMANX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMANX
Iman Fund
0.26%17.91%20.60%29.36%-29.79%17.07%19.88%34.69%-6.17%27.60%
FSPGX
Fidelity Large Cap Growth Index Fund
-9.77%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-1.79%27.70%

Returns By Period

In the year-to-date period, IMANX achieves a 0.26% return, which is significantly higher than FSPGX's -9.77% return.


IMANX

1D
3.60%
1M
-5.75%
YTD
0.26%
6M
2.77%
1Y
26.30%
3Y*
17.81%
5Y*
8.09%
10Y*
12.48%

FSPGX

1D
3.75%
1M
-5.52%
YTD
-9.77%
6M
-9.26%
1Y
17.78%
3Y*
21.16%
5Y*
12.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMANX vs. FSPGX - Expense Ratio Comparison

IMANX has a 1.28% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

IMANX vs. FSPGX — Risk / Return Rank

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

IMANX
IMANX Risk / Return Rank: 7878
Overall Rank
IMANX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IMANX Sortino Ratio Rank: 7777
Sortino Ratio Rank
IMANX Omega Ratio Rank: 7272
Omega Ratio Rank
IMANX Calmar Ratio Rank: 8484
Calmar Ratio Rank
IMANX Martin Ratio Rank: 8888
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 4141
Overall Rank
FSPGX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 4141
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 3737
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.

IMANX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iman Fund (IMANX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


IMANXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.84

+0.49

Sortino ratio

Return per unit of downside risk

1.98

1.36

+0.62

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

2.17

1.17

+1.00

Martin ratio

Return relative to average drawdown

9.61

4.02

+5.59

IMANX vs. FSPGX - Sharpe Ratio Comparison

The current IMANX Sharpe Ratio is 1.32, which is higher than the FSPGX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IMANX and FSPGX, 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


IMANXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.84

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.58

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.80

-0.51

Correlation

The correlation between IMANX and FSPGX is 0.93, 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.


Dividends

IMANX vs. FSPGX - Dividend Comparison

IMANX's dividend yield for the trailing twelve months is around 0.12%, less than FSPGX's 0.38% yield.


TTM20252024202320222021202020192018201720162015
IMANX
Iman Fund
0.12%0.12%0.00%0.00%1.43%20.20%2.72%12.50%12.25%8.71%7.93%4.32%
FSPGX
Fidelity Large Cap Growth Index Fund
0.38%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%0.00%0.00%

Drawdowns

IMANX vs. FSPGX - Drawdown Comparison

The maximum IMANX drawdown since its inception was -56.64%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for IMANX and FSPGX.


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Drawdown Indicators


IMANXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-56.64%

-32.66%

-23.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-16.17%

+3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-32.66%

-3.66%

Max Drawdown (10Y)

Largest decline over 10 years

-36.32%

Current Drawdown

Current decline from peak

-7.36%

-13.03%

+5.67%

Average Drawdown

Average peak-to-trough decline

-16.81%

-6.43%

-10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

4.70%

-1.85%

Volatility

IMANX vs. FSPGX - Volatility Comparison

Iman Fund (IMANX) and Fidelity Large Cap Growth Index Fund (FSPGX) have volatilities of 6.90% and 6.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMANXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

6.71%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

12.37%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

20.52%

22.58%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.59%

21.52%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.68%

21.66%

-0.98%