Sustainable Equity Competition

AFDIX Fund

USD 48.09 0.30 0.63%

Sustainable Equity competes with Mfs Core, Sentinel Mon, Blackrock, Sentinel Common, and Baron Asset; as well as few others. The fund is listed under Large Blend category and is part of American Century Investments family. Analyzing Sustainable Equity competition allows you to expand the diversification possibilities of your existing portfolios and to get a better perspective on locking in new positions. Investors sometimes prefer comparable analysis of Sustainable Equity to its intrinsic valuation because they are able to contrast its competitors on a relative basis. Check out Sustainable Equity Correlation with its peers.

Sustainable Equity vs Columbia Large Correlation

Poor diversification

The correlation between Sustainable Equity Fund and CLXRX is 0.72 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Sustainable Equity Fund and CLXRX in the same portfolio, assuming nothing else is changed.

Moving together with Sustainable Mutual Fund

0.65	VTSAX	Vanguard Total Stock	Pair Corr
0.62	VFIAX	Vanguard 500 Index	Pair Corr
0.65	VTSMX	Vanguard Total Stock	Pair Corr
0.65	VITSX	Vanguard Total Stock	Pair Corr
0.65	VSMPX	Vanguard Total Stock	Pair Corr

Specify up to 10 symbols:

Hype

Prediction

Low	Estimated	High
44.29	48.09	51.89

Details

Intrinsic

Valuation

Low	Real	High
42.78	46.58	50.38

Details

Naive

Forecast

Low	Next	High
42.97	46.77	50.56

Details

Bollinger

Band Projection (param)

Lower	Middle Band	Upper
47.22	48.05	48.87

Details

Sustainable Equity Competition Correlation Matrix

Typically, diversification allows investors to combine positions across different asset classes to reduce overall portfolio risk. Correlation between Sustainable Equity and its competitors represents the degree of relationship between the price movements of corresponding funds. A correlation of about +1.0 implies that the price of Sustainable and its corresponding peer move in tandem. A correlation of -1.0 means that prices move in opposite directions. A correlation of close to zero suggests that the price movements of assets are uncorrelated; in other words, the historical price movement of Sustainable Equity does not affect the price movement of the other competitor.

	MRGAX	SICWX	MDLRX	SCSCX	BARUX	BARAX	PRUAX	RRTAX	PRUZX	CLXRX
MRGAX		0.86	0.89	0.86	0.77	0.97	0.76	0.92	0.75	0.73	MRGAX
SICWX	0.86		0.95	1.0	0.82	0.85	0.66	0.91	0.66	0.73	SICWX
MDLRX	0.89	0.95		0.95	0.89	0.92	0.6	0.89	0.6	0.82	MDLRX
SCSCX	0.86	1.0	0.95		0.82	0.85	0.65	0.9	0.65	0.79	SCSCX
BARUX	0.77	0.82	0.89	0.82		0.9	0.39	0.75	0.39	0.76	BARUX
BARAX	0.97	0.85	0.92	0.85	0.9		0.64	0.88	0.63	0.78	BARAX
PRUAX	0.76	0.66	0.6	0.65	0.39	0.64		0.86	1.0	0.43	PRUAX
RRTAX	0.92	0.91	0.89	0.9	0.75	0.88	0.86		0.85	0.63	RRTAX
PRUZX	0.75	0.66	0.6	0.65	0.39	0.63	1.0	0.85		0.44	PRUZX
CLXRX	0.73	0.73	0.82	0.79	0.76	0.78	0.43	0.63	0.44		CLXRX
	MRGAX	SICWX	MDLRX	SCSCX	BARUX	BARAX	PRUAX	RRTAX	PRUZX	CLXRX

Please upgrade your account to get full access to Macroaxis premium features

Risk-Adjusted Indicators

There is a big difference between Sustainable Mutual Fund performing well and Sustainable Equity Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Sustainable Equity's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MRGAX	0.83	0.21	0.18	0.49	0.50	(1.00)	1.20	(1.39)	16.85
SICWX	0.57	(0.02)	(0.05)	0.06	0.74	(0.55)	1.28	(1.43)	3.51
MDLRX	0.64	0.04	0.02	0.16	0.74	(0.68)	1.28	(1.15)	5.93
SCSCX	0.57	(0.04)	(0.07)	0.04	0.78	(0.55)	1.28	(1.44)	3.50
BARUX	0.75	0.03	0.01	0.14	0.75	(0.87)	1.63	(1.43)	8.62
BARAX	1.00	0.27	0.24	0.66	0.49	(1.25)	1.65	(1.44)	14.54
PRUAX	0.83	0.01	(0.03)	0.11	0.94	(0.92)	1.51	(1.61)	11.15
RRTAX	0.30	0.04	(0.05)	0.20	0.04	(0.37)	0.60	(0.53)	3.84
PRUZX	0.83	0.01	(0.04)	0.12	1.05	(0.91)	1.46	(1.60)	11.08
CLXRX	0.82	0.18	0.23	0.24	0.39	(0.99)	1.23	(1.20)	18.66

Sustainable Equity Competitive Analysis

The better you understand Sustainable Equity competitors, the better chance you have of utilizing it as a position in your portfolios. From an individual investor's perspective, Sustainable Equity's competitive analysis can cover a whole range of metrics. Some of these will be more critical depending on who you are as an investor and how you react to market volatility. However, if you are locking your investment sandscape to a long-term horizon, comparing the fundamental indicator across Sustainable Equity's competition over several years is one of the best ways to analyze its investment potential.

Better Than Average

Worse Than Peers

View Performance Chart

	AFDIX	MRGAX	SICWX	MDLRX	SCSCX	BARUX	BARAX	PRUAX	RRTAX	PRUZX
	0.63 48.09 Sustainable	1.08 50.39 Mfs	1.02 82.45 Sentinel	1.21 22.64 Blackrock	0.79 72.28 Sentinel	0.25 96.00 Baron	0.25 88.33 Baron	0.47 15.07 Prudential	0.25 15.97 RRTAX	0.66 15.06 Prudential
Market Volatility (90 Days Market Risk)	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady	Very steady
Market Performance (90 Days Performance)	Fair	Fair	Mild	Fair	Soft	Mild	Good	Soft	Good	Soft
Odds of Financial Distress (Probability Of Bankruptcy)	Low	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Under Valued	Fairly Valued	Fairly Valued	Fairly Valued	Over Valued	Under Valued	Fairly Valued	Fairly Valued	Fairly Valued
Buy or Sell Advice (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Hold	Strong Buy	Strong Hold	Strong Hold	Strong Hold	Strong Hold	Strong Buy	Hold	Strong Hold	Hold
Net Asset	3.2 B	6.5 B	3.67 B	3.49 B	3.67 B	3.65 B	3.78 B	3.28 B	4.46 B	3.28 B
Minimum Initial Investment	N/A	N/A	2.5 K	N/A	N/A	N/A	2 K	N/A	N/A	N/A
Price To Book	2.77	2.52	3.05	2.01	2.93	N/A	4.15	1.73	2.13	1.73
Five Year Return	11.48	10.83	13.16	14.18	11.96	3.87	2.69	9.55	0.0428	9.84
One Year Return	11.4	8.92	19.72	19.29	18.46	6.38	4.08	8.24	0.0662	8.58
Last Dividend Paid	0.16	0.15	N/A	0.17	N/A	N/A	N/A	0.02	0.18	0.03
Price To Earning	18.48	4.17	18.29	15.13	17.75	N/A	31.06	21.08	18.24	21.08
Price To Sales	1.61	1.98	2.16	1.3	2.08	N/A	3.54	1.36	1.57	1.36
Cash Position Weight	1.19	2.02	3.0	1.11	5.44	0.43	0.08	1.9	7.64	N/A
Equity Positions Weight	98.81	97.98	97.0	98.89	94.55	97.48	99.22	98.1	41.77	98.82
Three Year Return	17.05	16.78	19.57	22.44	18.3	10.3	9.36	11.12	0.0515	11.43
Annual Yield	0.0045	0.0042	0.0043	0.004	N/A	N/A	N/A	0.0186	0.0271	0.0208
Year To Date Return	1.17	1.4	0.72	1.15	0.69	0.57	0.7	1.53	-0.0263	1.52
Bond Positions Weight	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	13.76	N/A
Ten Year Return	13.12	13.09	13.1	11.36	11.86	14.49	14.35	11.85	6.3	12.2
Day Typical Price	48.09	50.39	82.45	22.64	72.28	96.0	88.33	15.07	15.97	15.06
Daily Balance Of Power	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	9.2 T	0
Period Momentum Indicator	0.3	0.54	0.83	0.27	0.57	0.24	0.22	0.07	0.04	(0.10)
Rate Of Daily Change	1.01	1.01	1.01	1.01	1.01	1.0	1.0	1.0	1.0	0.99
Day Median Price	48.09	50.39	82.45	22.64	72.28	96.0	88.33	15.07	15.97	15.06
Price Action Indicator	0.15	0.27	0.41	0.13	0.29	0.12	0.11	0.035	0.02	(0.05)
Relative Strength Index	70.43	63.87	54.11	56.09	50.34	54.01	64.02	56.49	66.56	54.67
Coefficient Of Variation	760.22	763.59	1287.12	745.35	1848.05	1142.84	631.74	2001.34	600.3	2386.62
Mean Deviation	1.13	0.8276	0.5654	0.636	0.5656	0.7548	0.9957	0.8336	0.2986	0.8319
Jensen Alpha	0.4717	0.2066	(0.02)	0.0448	(0.04)	0.0316	0.2674	0.0095	0.0384	0.01
Total Risk Alpha	0.006	(0)	(0.05)	(0)	(0.06)	(0.06)	0.0529	(0.12)	0.0096	(0.13)
Sortino Ratio	0.4154	0.1829	(0.05)	0.0215	(0.07)	0.0077	0.2417	(0.03)	(0.05)	(0.04)
Downside Variance	0.905	0.7771	0.7462	0.7616	0.727	0.7889	0.8108	1.1	0.1479	1.24
Standard Deviation	3.8	2.03	0.7518	0.915	0.751	1.27	2.03	1.44	0.5003	1.46
Kurtosis	56.09	44.76	0.2723	4.78	0.3096	12.24	23.03	20.41	19.41	19.34
Potential Upside	1.25	1.2	1.28	1.28	1.28	1.63	1.65	1.51	0.596	1.46
Treynor Ratio	2.62	0.4935	0.0623	0.156	0.0394	0.1369	0.6625	0.1111	0.1974	0.1169
Maximum Drawdown	31.25	16.85	3.51	5.93	3.5	8.62	14.54	11.15	3.84	11.08
Variance	14.4	4.1	0.5651	0.8372	0.5641	1.6	4.13	2.08	0.2503	2.12
Market Risk Adjusted Performance	2.63	0.5035	0.0723	0.166	0.0494	0.1469	0.6725	0.1211	0.2074	0.1269
Risk Adjusted Performance	0.1052	0.1031	0.0575	0.101	0.0401	0.0688	0.1233	0.0418	0.1183	0.0359
Skewness	7.34	6.19	(0.44)	0.9948	(0.38)	2.67	4.27	3.39	3.26	3.11
Semi Deviation	0.0	0.5026	0.7434	0.7393	0.7772	0.7453	0.4894	0.9408	0.0427	1.05
Information Ratio	0.1041	0.0796	(0.06)	0.0205	(0.08)	0.0054	0.1071	(0.02)	(0.04)	(0.03)
Value At Risk	(1.18)	(1.39)	(1.43)	(1.15)	(1.44)	(1.43)	(1.44)	(1.61)	(0.53)	(1.60)
Expected Short fall	(1.24)	(1.00)	(0.55)	(0.68)	(0.55)	(0.87)	(1.25)	(0.92)	(0.37)	(0.91)
Downside Deviation	0.9513	0.8815	0.8639	0.8727	0.8526	0.8882	0.9004	1.05	0.3845	1.12
Semi Variance	(0.04)	0.2526	0.5526	0.5466	0.6041	0.5555	0.2395	0.8851	0.0018	1.1

Sustainable Equity Competition Performance Charts

Five steps to successful analysis of Sustainable Equity Competition

Sustainable Equity's competitive analysis is the process of researching and evaluating its competitive landscape. It provides an understanding of the strengths, weaknesses, opportunities, and threats (SWOT) faced by Sustainable Equity in relation to its competition. Sustainable Equity's competition analysis typically involves several steps, including:

Identifying the key players in the market: This involves identifying the major competitors of Sustainable Equity in the market, both direct and indirect, as well as new entrants and disruptive technologies.
Assessing the strengths and weaknesses of each competitor: This involves evaluating each competitor's strengths and weaknesses in areas such as product offerings, market share, brand recognition, financial performance, and distribution channels.
Understanding the competitive environment: This involves evaluating the regulatory environment, economic conditions, and other factors that may impact Sustainable Equity's competitive landscape.
Identifying opportunities and threats: This involves using the information gathered during the analysis to identify opportunities and threats to Sustainable Equity, and developing a strategy to address them.
Evaluating the competitive landscape: This involves understanding the competitive dynamics of the market, such as pricing, marketing, and distribution strategies, as well as analyzing the competitive advantage of each competitor.

Competitive analysis is an essential tool for businesses to stay ahead of the competition and can be used to inform decision-making and strategy development. By understanding the competitive landscape and staying informed about the activities of competitors, a company can make more informed decisions and improve its overall performance.

Complement your Sustainable Equity position

In addition to having Sustainable Equity in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.

Did You Try This Idea?

Run Junk Bonds Funds Thematic Idea Now

Junk Bonds Funds

Funds or Etfs that invest most of their assets into speculative (junk) bonds or to other fixed income instruments with interest rates 3 to 4 percentage points above government issues. The Junk Bonds Funds theme has 38 constituents at this time.

You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Junk Bonds Funds Theme or any other thematic opportunities.

View All Next

Launch

Other Information on Investing in Sustainable Mutual Fund

Sustainable Equity financial ratios help investors to determine whether Sustainable Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sustainable with respect to the benefits of owning Sustainable Equity security.

	Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings
	ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments
	Equity Analysis Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
	Insider Screener Find insiders across different sectors to evaluate their impact on performance

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC

Sustainable Equity Competition

Sustainable Equity vs Columbia Large Correlation

Poor diversification

Moving together with Sustainable Mutual Fund

Specify up to 10 symbols:

Sustainable Equity Competition Correlation Matrix

Risk-Adjusted Indicators

Sustainable Equity Competitive Analysis

Sustainable Equity Competition Performance Charts

Five steps to successful analysis of Sustainable Equity Competition

Complement your Sustainable Equity position

Did You Try This Idea?

Run Junk Bonds Funds Thematic Idea Now

Junk Bonds Funds

Other Information on Investing in Sustainable Mutual Fund

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY