TMDV vs. AMAGX
Compare and contrast key facts about ProShares Russell U.S. Dividend Growers ETF (TMDV) and Amana Mutual Funds Trust Growth Fund (AMAGX).
TMDV is a passively managed fund by ProShares that tracks the performance of the Russell 3000 Dividend Elite Index. It was launched on Nov 5, 2019. AMAGX is managed by Amana. It was launched on Feb 3, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMDV or AMAGX.
Key characteristics
| TMDV | AMAGX | |
|---|---|---|
| YTD Return | 9.15% | 18.09% |
| 1Y Return | 20.37% | 27.30% |
| 3Y Return (Ann) | 2.97% | 5.71% |
| 5Y Return (Ann) | 7.28% | 14.16% |
| Sharpe Ratio | 1.67 | 1.81 |
| Sortino Ratio | 2.44 | 2.50 |
| Omega Ratio | 1.31 | 1.32 |
| Calmar Ratio | 1.66 | 2.49 |
| Martin Ratio | 8.05 | 8.96 |
| Ulcer Index | 2.53% | 3.03% |
| Daily Std Dev | 12.19% | 15.04% |
| Max Drawdown | -33.42% | -57.64% |
| Current Drawdown | -0.89% | -1.63% |
Correlation
The correlation between TMDV and AMAGX is 0.62, 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.
Performance
TMDV vs. AMAGX - Performance Comparison
In the year-to-date period, TMDV achieves a 9.15% return, which is significantly lower than AMAGX's 18.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TMDV vs. AMAGX - Expense Ratio Comparison
TMDV has a 0.35% expense ratio, which is lower than AMAGX's 0.91% expense ratio.
Risk-Adjusted Performance
TMDV vs. AMAGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Russell U.S. Dividend Growers ETF (TMDV) and Amana Mutual Funds Trust Growth Fund (AMAGX). 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.
Dividends
TMDV vs. AMAGX - Dividend Comparison
TMDV's dividend yield for the trailing twelve months is around 2.51%, more than AMAGX's 0.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMDV ProShares Russell U.S. Dividend Growers ETF | 2.51% | 2.45% | 2.46% | 2.14% | 2.28% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMAGX Amana Mutual Funds Trust Growth Fund | 0.13% | 0.16% | 0.17% | 0.07% | 0.22% | 0.36% | 0.47% | 0.49% | 0.75% | 0.54% | 0.37% | 0.60% |
Drawdowns
TMDV vs. AMAGX - Drawdown Comparison
The maximum TMDV drawdown since its inception was -33.42%, smaller than the maximum AMAGX drawdown of -57.64%. Use the drawdown chart below to compare losses from any high point for TMDV and AMAGX. For additional features, visit the drawdowns tool.
Volatility
TMDV vs. AMAGX - Volatility Comparison
ProShares Russell U.S. Dividend Growers ETF (TMDV) and Amana Mutual Funds Trust Growth Fund (AMAGX) have volatilities of 4.11% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.