BITSX vs. IGIAX
BITSX (iShares Total U.S. Stock Market Index Fund) and IGIAX (Integrity ESG Growth & Income Fund) are both Large Cap Blend Equities funds. Over the past 10 years, BITSX returned 15.08%/yr vs 15.58%/yr for IGIAX. Their correlation of 0.94 suggests significant overlap in exposure. BITSX charges 0.08%/yr vs 1.24%/yr for IGIAX.
Performance
BITSX vs. IGIAX - Performance Comparison
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Returns By Period
In the year-to-date period, BITSX achieves a 11.72% return, which is significantly lower than IGIAX's 26.41% return. Both investments have delivered pretty close results over the past 10 years, with BITSX having a 15.08% annualized return and IGIAX not far ahead at 15.58%.
BITSX
- 1D
- 0.23%
- 1M
- 5.68%
- YTD
- 11.72%
- 6M
- 11.59%
- 1Y
- 28.62%
- 3Y*
- 22.25%
- 5Y*
- 13.08%
- 10Y*
- 15.08%
IGIAX
- 1D
- 0.93%
- 1M
- 11.22%
- YTD
- 26.41%
- 6M
- 26.85%
- 1Y
- 43.84%
- 3Y*
- 25.44%
- 5Y*
- 14.96%
- 10Y*
- 15.58%
BITSX vs. IGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 11.72% | 17.10% | 23.79% | 25.97% | -19.10% | 25.50% | 20.76% | 31.06% | -5.42% | 20.99% |
IGIAX Integrity ESG Growth & Income Fund | 26.41% | 18.60% | 17.24% | 25.24% | -21.32% | 27.62% | 17.14% | 33.11% | -1.83% | 18.69% |
Correlation
The correlation between BITSX and IGIAX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.94 |
The correlation between BITSX and IGIAX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
BITSX vs. IGIAX — Risk / Return Rank
BITSX
IGIAX
BITSX vs. IGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total U.S. Stock Market Index Fund (BITSX) and Integrity ESG Growth & Income Fund (IGIAX). 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.
| BITSX | IGIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.51 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 6.59 | -3.25 |
| Martin ratioReturn relative to average drawdown | 15.34 | 23.52 | -8.18 |
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
| BITSX | IGIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 3.00 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.83 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.86 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.51 | +0.31 |
Drawdowns
BITSX vs. IGIAX - Drawdown Comparison
The maximum BITSX drawdown since its inception was -34.97%, smaller than the maximum IGIAX drawdown of -79.15%. Use the drawdown chart below to compare losses from any high point for BITSX and IGIAX.
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Drawdown Indicators
| BITSX | IGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -79.15% | +44.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -6.89% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -19.29% | -19.58% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -30.18% | +5.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -31.19% | -3.78% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -33.34% | +28.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.93% | 0.00% |
Volatility
BITSX vs. IGIAX - Volatility Comparison
The current volatility for iShares Total U.S. Stock Market Index Fund (BITSX) is 2.94%, while Integrity ESG Growth & Income Fund (IGIAX) has a volatility of 5.80%. This indicates that BITSX experiences smaller price fluctuations and is considered to be less risky than IGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BITSX | IGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 5.80% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 12.08% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 15.15% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 18.10% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 18.10% | +0.32% |
BITSX vs. IGIAX - Expense Ratio Comparison
BITSX has a 0.08% expense ratio, which is lower than IGIAX's 1.24% expense ratio.
Dividends
BITSX vs. IGIAX - Dividend Comparison
BITSX's dividend yield for the trailing twelve months is around 1.01%, less than IGIAX's 2.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BITSX iShares Total U.S. Stock Market Index Fund | 1.01% | 1.10% | 1.24% | 1.42% | 1.59% | 1.53% | 1.47% | 2.11% | 2.44% | 2.14% | 1.51% | 0.00% |
IGIAX Integrity ESG Growth & Income Fund | 2.87% | 3.62% | 0.00% | 2.23% | 1.41% | 0.63% | 0.62% | 9.26% | 6.63% | 7.31% | 2.30% | 2.19% |
Frequently Asked Questions
With a correlation of 0.91, BITSX and IGIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IGIAX has higher volatility (5.80%) compared to BITSX (2.94%). In terms of maximum drawdown, BITSX dropped -34.97% vs IGIAX's -79.15%.
IGIAX currently has the higher Sharpe Ratio (3.00 vs 2.43), 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.
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