WISEX vs. ADJEX
Compare and contrast key facts about Azzad Wise Capital Fund (WISEX) and Azzad Ethical Fund (ADJEX).
WISEX is managed by Azzad Fund. It was launched on Apr 1, 2010. ADJEX is managed by Azzad Fund. It was launched on Dec 22, 2000.
Performance
WISEX vs. ADJEX - Performance Comparison
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WISEX vs. ADJEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WISEX Azzad Wise Capital Fund | -0.75% | 5.29% | 4.53% | 3.90% | -3.37% | 1.99% | 3.52% | 5.23% | -0.08% | 2.68% |
ADJEX Azzad Ethical Fund | -8.59% | 1.43% | 1.70% | 24.25% | -27.82% | 17.60% | 30.47% | 30.01% | -3.25% | 23.40% |
Returns By Period
In the year-to-date period, WISEX achieves a -0.75% return, which is significantly higher than ADJEX's -8.59% return. Over the past 10 years, WISEX has underperformed ADJEX with an annualized return of 2.30%, while ADJEX has yielded a comparatively higher 7.44% annualized return.
WISEX
- 1D
- 0.01%
- 1M
- -1.91%
- YTD
- -0.75%
- 6M
- 0.15%
- 1Y
- 2.99%
- 3Y*
- 3.89%
- 5Y*
- 2.25%
- 10Y*
- 2.30%
ADJEX
- 1D
- -1.46%
- 1M
- -10.52%
- YTD
- -8.59%
- 6M
- -12.05%
- 1Y
- 1.36%
- 3Y*
- 1.50%
- 5Y*
- -0.34%
- 10Y*
- 7.44%
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WISEX vs. ADJEX - Expense Ratio Comparison
WISEX has a 0.89% expense ratio, which is lower than ADJEX's 0.99% expense ratio.
Return for Risk
WISEX vs. ADJEX — Risk / Return Rank
WISEX
ADJEX
WISEX vs. ADJEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Azzad Wise Capital Fund (WISEX) and Azzad Ethical Fund (ADJEX). 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.
| WISEX | ADJEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.39 | 0.06 | +2.33 |
Sortino ratioReturn per unit of downside risk | 3.45 | 0.25 | +3.19 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.03 | +0.53 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | -0.05 | +1.65 |
Martin ratioReturn relative to average drawdown | 7.61 | -0.15 | +7.76 |
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
| WISEX | ADJEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.39 | 0.06 | +2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | -0.00 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.00 | 0.01 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.01 | -0.01 |
Correlation
The correlation between WISEX and ADJEX is 0.55, 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
WISEX vs. ADJEX - Dividend Comparison
WISEX's dividend yield for the trailing twelve months is around 3.64%, while ADJEX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WISEX Azzad Wise Capital Fund | 3.64% | 3.56% | 3.59% | 2.20% | 1.54% | 1.42% | 1.31% | 1.84% | 1.66% | 1.11% | 0.99% | 0.47% |
ADJEX Azzad Ethical Fund | 0.00% | 0.00% | 5.47% | 2.53% | 0.06% | 12.81% | 5.62% | 6.35% | 6.37% | 14.98% | 0.09% | 0.69% |
Drawdowns
WISEX vs. ADJEX - Drawdown Comparison
The maximum WISEX drawdown since its inception was -98.33%, roughly equal to the maximum ADJEX drawdown of -96.70%. Use the drawdown chart below to compare losses from any high point for WISEX and ADJEX.
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Drawdown Indicators
| WISEX | ADJEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.33% | -96.70% | -1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -1.92% | -14.38% | +12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -98.33% | -96.70% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -98.33% | -96.70% | -1.63% |
Current DrawdownCurrent decline from peak | -98.27% | -96.21% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -16.42% | +8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 4.45% | -4.05% |
Volatility
WISEX vs. ADJEX - Volatility Comparison
The current volatility for Azzad Wise Capital Fund (WISEX) is 0.48%, while Azzad Ethical Fund (ADJEX) has a volatility of 5.87%. This indicates that WISEX experiences smaller price fluctuations and is considered to be less risky than ADJEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WISEX | ADJEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 5.87% | -5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 0.89% | 12.82% | -11.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.30% | 22.49% | -21.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2,643.77% | 1,000.11% | +1,643.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,869.04% | 707.17% | +1,161.87% |