PortfoliosLab logoPortfoliosLab logo
PELBX vs. AMAPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PELBX vs. AMAPX - Performance Comparison

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

Loading graphics...

PELBX vs. AMAPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PELBX
PIMCO Emerging Markets Local Currency and Bond Fund
-3.89%22.96%-0.75%15.11%-7.36%-8.13%2.16%17.23%-7.49%15.44%
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, PELBX achieves a -3.89% return, which is significantly lower than AMAPX's -1.66% return. Over the past 10 years, PELBX has outperformed AMAPX with an annualized return of 3.96%, while AMAPX has yielded a comparatively lower 2.09% annualized return.


PELBX

1D
-0.33%
1M
-7.33%
YTD
-3.89%
6M
0.17%
1Y
12.62%
3Y*
8.53%
5Y*
4.35%
10Y*
3.96%

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)

Compare stocks, funds, or ETFs

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


PELBX vs. AMAPX - Expense Ratio Comparison

PELBX has a 1.22% expense ratio, which is higher than AMAPX's 0.78% expense ratio.


Return for Risk

PELBX vs. AMAPX — Risk / Return Rank

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

PELBX
PELBX Risk / Return Rank: 8787
Overall Rank
PELBX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PELBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PELBX Omega Ratio Rank: 9191
Omega Ratio Rank
PELBX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PELBX Martin Ratio Rank: 8383
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.

PELBX vs. AMAPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) 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.


PELBXAMAPXDifference

Sharpe ratio

Return per unit of total volatility

2.07

1.36

+0.70

Sortino ratio

Return per unit of downside risk

2.84

2.07

+0.77

Omega ratio

Gain probability vs. loss probability

1.41

1.39

+0.02

Calmar ratio

Return relative to maximum drawdown

1.79

1.17

+0.62

Martin ratio

Return relative to average drawdown

8.32

5.20

+3.12

PELBX vs. AMAPX - Sharpe Ratio Comparison

The current PELBX Sharpe Ratio is 2.07, which is higher than the AMAPX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of PELBX 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.


Loading graphics...

Sharpe Ratios by Period


PELBXAMAPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

1.36

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.55

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

1.08

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.06

-0.70

Correlation

The correlation between PELBX and AMAPX is 0.32, 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

PELBX vs. AMAPX - Dividend Comparison

PELBX's dividend yield for the trailing twelve months is around 6.62%, more than AMAPX's 3.41% yield.


TTM20252024202320222021202020192018201720162015
PELBX
PIMCO Emerging Markets Local Currency and Bond Fund
6.62%6.71%7.08%4.81%3.24%4.87%4.87%6.14%6.88%5.84%5.69%5.51%
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

PELBX vs. AMAPX - Drawdown Comparison

The maximum PELBX drawdown since its inception was -36.17%, which is greater than AMAPX's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for PELBX and AMAPX.


Loading graphics...

Drawdown Indicators


PELBXAMAPXDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-7.75%

-28.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-2.51%

-4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

-7.75%

-15.26%

Max Drawdown (10Y)

Largest decline over 10 years

-24.89%

-7.75%

-17.14%

Current Drawdown

Current decline from peak

-7.33%

-2.51%

-4.82%

Average Drawdown

Average peak-to-trough decline

-11.30%

-1.57%

-9.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.56%

+1.01%

Volatility

PELBX vs. AMAPX - Volatility Comparison

PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) has a higher volatility of 3.45% compared to Amana Participation Fund (AMAPX) at 0.70%. This indicates that PELBX'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.


Loading graphics...

Volatility by Period


PELBXAMAPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

0.70%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

4.85%

1.16%

+3.69%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

2.08%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.92%

2.06%

+5.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

1.95%

+6.99%