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PACEX vs. AMAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PACEX vs. AMAPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Emerging Markets Corporate Bond Fund (PACEX) and Amana Participation Fund (AMAPX). The values are adjusted to include any dividend payments, if applicable.

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PACEX vs. AMAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PACEX
T. Rowe Price Emerging Markets Corporate Bond Fund
-1.68%8.38%6.64%6.38%-13.41%-2.01%6.59%12.82%-1.80%8.88%
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

The year-to-date returns for both investments are quite close, with PACEX having a -1.68% return and AMAPX slightly higher at -1.66%. Over the past 10 years, PACEX has outperformed AMAPX with an annualized return of 3.41%, while AMAPX has yielded a comparatively lower 2.09% annualized return.


PACEX

1D
0.11%
1M
-3.07%
YTD
-1.68%
6M
-0.80%
1Y
4.32%
3Y*
6.13%
5Y*
0.75%
10Y*
3.41%

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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PACEX vs. AMAPX - Expense Ratio Comparison

PACEX has a 1.16% expense ratio, which is higher than AMAPX's 0.78% expense ratio.


Return for Risk

PACEX vs. AMAPX — Risk / Return Rank

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

PACEX
PACEX Risk / Return Rank: 7171
Overall Rank
PACEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
PACEX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PACEX Omega Ratio Rank: 8585
Omega Ratio Rank
PACEX Calmar Ratio Rank: 5959
Calmar Ratio Rank
PACEX Martin Ratio Rank: 5353
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.

PACEX vs. AMAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Corporate Bond Fund (PACEX) 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.


PACEXAMAPXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.36

+0.11

Sortino ratio

Return per unit of downside risk

2.02

2.07

-0.04

Omega ratio

Gain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratio

Return relative to maximum drawdown

1.40

1.17

+0.23

Martin ratio

Return relative to average drawdown

5.25

5.20

+0.05

PACEX vs. AMAPX - Sharpe Ratio Comparison

The current PACEX Sharpe Ratio is 1.47, which is comparable to the AMAPX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PACEX 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


PACEXAMAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.36

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.55

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

1.08

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

1.06

-0.11

Correlation

The correlation between PACEX and AMAPX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PACEX vs. AMAPX - Dividend Comparison

PACEX's dividend yield for the trailing twelve months is around 5.19%, more than AMAPX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
PACEX
T. Rowe Price Emerging Markets Corporate Bond Fund
5.19%5.50%4.76%3.86%3.06%3.36%3.85%4.26%4.46%3.94%4.27%4.92%
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

PACEX vs. AMAPX - Drawdown Comparison

The maximum PACEX drawdown since its inception was -23.40%, which is greater than AMAPX's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for PACEX and AMAPX.


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Drawdown Indicators


PACEXAMAPXDifference

Max Drawdown

Largest peak-to-trough decline

-23.40%

-7.75%

-15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-2.51%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

-7.75%

-15.65%

Max Drawdown (10Y)

Largest decline over 10 years

-23.40%

-7.75%

-15.65%

Current Drawdown

Current decline from peak

-3.07%

-2.51%

-0.56%

Average Drawdown

Average peak-to-trough decline

-4.20%

-1.57%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.56%

+0.33%

Volatility

PACEX vs. AMAPX - Volatility Comparison

T. Rowe Price Emerging Markets Corporate Bond Fund (PACEX) has a higher volatility of 0.88% compared to Amana Participation Fund (AMAPX) at 0.70%. This indicates that PACEX'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


PACEXAMAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.70%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.86%

1.16%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

2.08%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.44%

2.06%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.06%

1.95%

+2.11%