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SEEFX vs. PRAFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEEFX vs. PRAFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Saturna Sustainable Equity Fund (SEEFX) and T. Rowe Price Real Assets Fund (PRAFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SEEFX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PRAFX

1D
-0.59%
1M
-0.45%
YTD
13.40%
6M
16.66%
1Y
35.85%
3Y*
16.63%
5Y*
7.74%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEEFX vs. PRAFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEEFX
Saturna Sustainable Equity Fund
-6.40%18.55%9.61%18.83%-21.41%11.29%24.39%30.96%-5.76%23.76%
PRAFX
T. Rowe Price Real Assets Fund
13.40%29.51%0.32%6.65%-10.24%25.74%7.02%19.62%-11.55%10.48%

Correlation

The correlation between SEEFX and PRAFX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2016

0.68

Over the past year, the correlation between SEEFX and PRAFX has dropped to 0.45 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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Return for Risk

SEEFX vs. PRAFX — Risk / Return Rank

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

SEEFX

PRAFX
PRAFX Risk / Return Rank: 5858
Overall Rank
PRAFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PRAFX Sortino Ratio Rank: 4848
Sortino Ratio Rank
PRAFX Omega Ratio Rank: 5959
Omega Ratio Rank
PRAFX Calmar Ratio Rank: 6060
Calmar Ratio Rank
PRAFX Martin Ratio Rank: 5555
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.

SEEFX vs. PRAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Saturna Sustainable Equity Fund (SEEFX) and T. Rowe Price Real Assets Fund (PRAFX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SEEFX vs. PRAFX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SEEFXPRAFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

Drawdowns

SEEFX vs. PRAFX - Drawdown Comparison


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Drawdown Indicators


SEEFXPRAFXDifference

Max Drawdown

Largest peak-to-trough decline

-38.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.91%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.73%

Max Drawdown (10Y)

Largest decline over 10 years

-38.05%

Current Drawdown

Current decline from peak

-5.20%

Average Drawdown

Average peak-to-trough decline

-8.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

Volatility

SEEFX vs. PRAFX - Volatility Comparison


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Volatility by Period


SEEFXPRAFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

SEEFX vs. PRAFX - Expense Ratio Comparison

SEEFX has a 0.75% expense ratio, which is lower than PRAFX's 0.92% expense ratio.


Dividends

SEEFX vs. PRAFX - Dividend Comparison

SEEFX's dividend yield for the trailing twelve months is around 37.97%, more than PRAFX's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
PRAFX
T. Rowe Price Real Assets Fund
2.59%2.94%1.56%1.52%1.38%1.83%1.37%2.64%2.58%1.45%1.96%1.88%
SEEFX
Saturna Sustainable Equity Fund
37.97%0.98%0.49%0.99%0.94%0.62%0.34%0.50%0.89%0.77%0.57%0.00%

Frequently Asked Questions


SEEFX and PRAFX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SEEFX and PRAFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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