BVEFX vs. IDIVX
BVEFX (Becker Value Equity Fund) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 10 years, BVEFX returned 11.30%/yr vs 11.50%/yr for IDIVX. Their correlation of 0.85 suggests significant overlap in exposure. BVEFX charges 0.78%/yr vs 0.95%/yr for IDIVX.
Performance
BVEFX vs. IDIVX - Performance Comparison
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Returns By Period
In the year-to-date period, BVEFX achieves a 11.83% return, which is significantly lower than IDIVX's 18.37% return. Both investments have delivered pretty close results over the past 10 years, with BVEFX having a 11.30% annualized return and IDIVX not far ahead at 11.50%.
BVEFX
- 1D
- 0.48%
- 1M
- 1.96%
- 6M
- 9.11%
- YTD
- 11.83%
- 1Y
- 17.68%
- 3Y*
- 15.48%
- 5Y*
- 9.95%
- 10Y*
- 11.30%
IDIVX
- 1D
- 0.47%
- 1M
- 1.81%
- 6M
- 16.97%
- YTD
- 18.37%
- 1Y
- 30.14%
- 3Y*
- 21.39%
- 5Y*
- 14.94%
- 10Y*
- 11.50%
BVEFX vs. IDIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BVEFX Becker Value Equity Fund | 11.83% | 13.13% | 16.05% | 9.53% | -7.51% | 29.35% | 4.04% | 23.05% | -13.68% | 15.19% |
IDIVX Integrity Dividend Harvest Fund | 18.37% | 17.39% | 21.13% | 5.06% | 2.13% | 24.10% | -1.04% | 22.97% | -5.19% | 11.10% |
Correlation
The correlation between BVEFX and IDIVX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.85 |
The correlation between BVEFX and IDIVX shifts across timeframes, from 0.74 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BVEFX vs. IDIVX — Risk / Return Rank
BVEFX
IDIVX
BVEFX vs. IDIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Becker Value Equity Fund (BVEFX) and Integrity Dividend Harvest Fund (IDIVX). 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.
| BVEFX | IDIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.56 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 5.36 | -2.95 |
| Martin ratioReturn relative to average drawdown | 9.65 | 22.98 | -13.33 |
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Drawdowns
BVEFX vs. IDIVX - Drawdown Comparison
The maximum BVEFX drawdown since its inception was -50.63%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for BVEFX and IDIVX.
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Drawdown Indicators
| BVEFX | IDIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -31.64% | -18.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -5.72% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -13.56% | -15.37% | +1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -19.86% | -16.34% | -3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -31.64% | -2.24% |
Current DrawdownCurrent decline from peak | -0.44% | -0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -3.34% | -3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.33% | +0.46% |
Volatility
BVEFX vs. IDIVX - Volatility Comparison
Becker Value Equity Fund (BVEFX) has a higher volatility of 3.09% compared to Integrity Dividend Harvest Fund (IDIVX) at 2.69%. This indicates that BVEFX's price experiences larger fluctuations and is considered to be riskier than IDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BVEFX | IDIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.69% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 7.75% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.23% | 9.96% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 13.96% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 14.93% | +1.29% |
BVEFX vs. IDIVX - Expense Ratio Comparison
BVEFX has a 0.78% expense ratio, which is lower than IDIVX's 0.95% expense ratio.
Dividends
BVEFX vs. IDIVX - Dividend Comparison
BVEFX's dividend yield for the trailing twelve months is around 8.74%, more than IDIVX's 6.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BVEFX Becker Value Equity Fund | 8.74% | 9.78% | 6.31% | 11.75% | 8.46% | 12.00% | 2.41% | 2.21% | 9.17% | 5.06% | 15.31% | 8.18% |
IDIVX Integrity Dividend Harvest Fund | 6.31% | 7.19% | 8.89% | 3.13% | 3.59% | 2.83% | 3.67% | 7.27% | 10.21% | 8.31% | 1.11% | 0.00% |
Frequently Asked Questions
BVEFX and IDIVX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BVEFX has higher volatility (3.09%) compared to IDIVX (2.69%). In terms of maximum drawdown, BVEFX dropped -50.63% vs IDIVX's -31.64%.
IDIVX currently has the higher Sharpe Ratio (3.07 vs 1.69), 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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