SHMDX vs. AMAPX
Compare and contrast key facts about Virtus Stone Harbor Emerging Mkts Debt (SHMDX) and Amana Participation Fund (AMAPX).
SHMDX is managed by Stone Harbor. It was launched on Aug 15, 2007. AMAPX is managed by Amana. It was launched on Sep 27, 2015.
Performance
SHMDX vs. AMAPX - Performance Comparison
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SHMDX vs. AMAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHMDX Virtus Stone Harbor Emerging Mkts Debt | -1.45% | 15.13% | 8.90% | 14.81% | -19.74% | -2.52% | 7.06% | 15.20% | -7.86% | 11.58% |
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, SHMDX achieves a -1.45% return, which is significantly higher than AMAPX's -1.66% return. Over the past 10 years, SHMDX has outperformed AMAPX with an annualized return of 4.16%, while AMAPX has yielded a comparatively lower 2.09% annualized return.
SHMDX
- 1D
- -0.26%
- 1M
- -4.10%
- YTD
- -1.45%
- 6M
- 2.22%
- 1Y
- 11.00%
- 3Y*
- 11.48%
- 5Y*
- 3.11%
- 10Y*
- 4.16%
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%
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SHMDX vs. AMAPX - Expense Ratio Comparison
SHMDX has a 0.73% expense ratio, which is lower than AMAPX's 0.78% expense ratio.
Return for Risk
SHMDX vs. AMAPX — Risk / Return Rank
SHMDX
AMAPX
SHMDX vs. AMAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerging Mkts Debt (SHMDX) 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.
| SHMDX | AMAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.08 | 1.36 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.90 | 2.07 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.39 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.17 | +1.16 |
Martin ratioReturn relative to average drawdown | 10.03 | 5.20 | +4.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHMDX | AMAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.36 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.55 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 1.08 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.06 | -0.56 |
Correlation
The correlation between SHMDX and AMAPX is 0.46, 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
SHMDX vs. AMAPX - Dividend Comparison
SHMDX's dividend yield for the trailing twelve months is around 6.34%, more than AMAPX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHMDX Virtus Stone Harbor Emerging Mkts Debt | 6.34% | 6.21% | 6.73% | 8.10% | 10.70% | 4.78% | 5.24% | 5.51% | 6.80% | 6.12% | 6.72% | 6.65% |
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
SHMDX vs. AMAPX - Drawdown Comparison
The maximum SHMDX drawdown since its inception was -35.83%, which is greater than AMAPX's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for SHMDX and AMAPX.
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Drawdown Indicators
| SHMDX | AMAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.83% | -7.75% | -28.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.72% | -2.51% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -31.98% | -7.75% | -24.23% |
Max Drawdown (10Y)Largest decline over 10 years | -31.98% | -7.75% | -24.23% |
Current DrawdownCurrent decline from peak | -4.33% | -2.51% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -1.57% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.56% | +0.54% |
Volatility
SHMDX vs. AMAPX - Volatility Comparison
Virtus Stone Harbor Emerging Mkts Debt (SHMDX) has a higher volatility of 2.03% compared to Amana Participation Fund (AMAPX) at 0.70%. This indicates that SHMDX'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
| SHMDX | AMAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 0.70% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 1.16% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.24% | 2.08% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.87% | 2.06% | +4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.57% | 1.95% | +5.62% |