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SOAEX vs. SOAMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOAEX vs. SOAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spirit of America Energy Fund (SOAEX) and Spirit of America Municipal Tax Free Bond Fund (SOAMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOAEX achieves a 21.40% return, which is significantly higher than SOAMX's 1.63% return. Over the past 10 years, SOAEX has outperformed SOAMX with an annualized return of 32.96%, while SOAMX has yielded a comparatively lower 1.22% annualized return.


SOAEX

1D
-0.24%
1M
-6.59%
YTD
21.40%
6M
21.74%
1Y
22.98%
3Y*
20.31%
5Y*
18.21%
10Y*
32.96%

SOAMX

1D
0.12%
1M
1.61%
YTD
1.63%
6M
2.06%
1Y
6.00%
3Y*
2.82%
5Y*
0.17%
10Y*
1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOAEX vs. SOAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOAEX
Spirit of America Energy Fund
21.40%6.05%19.30%13.10%30.26%34.19%96.43%11.49%148.45%-3.97%
SOAMX
Spirit of America Municipal Tax Free Bond Fund
1.63%3.92%1.08%3.92%-9.30%0.90%3.56%5.07%0.99%4.76%

Correlation

The correlation between SOAEX and SOAMX is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.02

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

-0.03

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2014

-0.06

The correlation between SOAEX and SOAMX shifts across timeframes, from -0.16 (1 year) to -0.02 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SOAEX vs. SOAMX — Risk / Return Rank

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

SOAEX
SOAEX Risk / Return Rank: 3939
Overall Rank
SOAEX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SOAEX Sortino Ratio Rank: 2929
Sortino Ratio Rank
SOAEX Omega Ratio Rank: 2727
Omega Ratio Rank
SOAEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
SOAEX Martin Ratio Rank: 4040
Martin Ratio Rank

SOAMX
SOAMX Risk / Return Rank: 7575
Overall Rank
SOAMX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SOAMX Sortino Ratio Rank: 8787
Sortino Ratio Rank
SOAMX Omega Ratio Rank: 9191
Omega Ratio Rank
SOAMX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SOAMX Martin Ratio Rank: 6060
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.

SOAEX vs. SOAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spirit of America Energy Fund (SOAEX) and Spirit of America Municipal Tax Free Bond Fund (SOAMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SOAEXSOAMXDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.25

1.63

-0.38

Calmar ratioReturn relative to maximum drawdown

2.97

2.75

+0.22

Martin ratioReturn relative to average drawdown

8.17

11.21

-3.04

SOAEX vs. SOAMX - Sharpe Ratio Comparison

The current SOAEX Sharpe Ratio is 1.51, which is lower than the SOAMX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of SOAEX and SOAMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SOAEX vs. SOAMX - Drawdown Comparison

The maximum SOAEX drawdown since its inception was -67.07%, which is greater than SOAMX's maximum drawdown of -27.48%. Use the drawdown chart below to compare losses from any high point for SOAEX and SOAMX.


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Drawdown Indicators


SOAEXSOAMXDifference

Max Drawdown

Largest peak-to-trough decline

-67.07%

-27.48%

-39.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-2.19%

-5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-5.91%

-13.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-14.12%

-6.72%

Max Drawdown (10Y)

Largest decline over 10 years

-67.07%

-14.12%

-52.95%

Current Drawdown

Current decline from peak

-7.45%

0.00%

-7.45%

Average Drawdown

Average peak-to-trough decline

-14.84%

-5.21%

-9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

0.54%

+2.37%

Volatility

SOAEX vs. SOAMX - Volatility Comparison

Spirit of America Energy Fund (SOAEX) has a higher volatility of 5.09% compared to Spirit of America Municipal Tax Free Bond Fund (SOAMX) at 0.72%. This indicates that SOAEX's price experiences larger fluctuations and is considered to be riskier than SOAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOAEXSOAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

0.72%

+4.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

1.90%

+10.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

2.48%

+13.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

3.48%

+16.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.67%

3.24%

+94.43%

SOAEX vs. SOAMX - Expense Ratio Comparison

SOAEX has a 1.50% expense ratio, which is higher than SOAMX's 0.92% expense ratio.


Dividends

SOAEX vs. SOAMX - Dividend Comparison

SOAEX's dividend yield for the trailing twelve months is around 12.14%, more than SOAMX's 3.45% yield.


PositionTTM20252024202320222021202020192018201720162015
SOAEX
Spirit of America Energy Fund
12.14%13.91%26.36%24.88%22.14%23.25%21.16%20.73%15.62%17.90%13.40%14.76%
SOAMX
Spirit of America Municipal Tax Free Bond Fund
3.45%3.11%2.13%1.48%1.48%1.95%2.53%2.90%3.23%3.15%3.30%3.48%

Frequently Asked Questions


SOAEX and SOAMX have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOAEX has higher volatility (5.09%) compared to SOAMX (0.72%). In terms of maximum drawdown, SOAEX dropped -67.07% vs SOAMX's -27.48%.

SOAMX currently has the higher Sharpe Ratio (2.43 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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