CFLGX vs. IDIVX
CFLGX (ClearBridge Tactical Dividend Income Fund) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 10 years, CFLGX returned 10.00%/yr vs 11.87%/yr for IDIVX. Their correlation of 0.83 suggests significant overlap in exposure. CFLGX charges 1.44%/yr vs 0.95%/yr for IDIVX.
Performance
CFLGX vs. IDIVX - Performance Comparison
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Returns By Period
In the year-to-date period, CFLGX achieves a 9.12% return, which is significantly lower than IDIVX's 17.12% return. Over the past 10 years, CFLGX has underperformed IDIVX with an annualized return of 10.00%, while IDIVX has yielded a comparatively higher 11.87% annualized return.
CFLGX
- 1D
- 0.79%
- 1M
- 0.64%
- YTD
- 9.12%
- 6M
- 8.20%
- 1Y
- 15.00%
- 3Y*
- 14.97%
- 5Y*
- 9.65%
- 10Y*
- 10.00%
IDIVX
- 1D
- 0.65%
- 1M
- 3.05%
- YTD
- 17.12%
- 6M
- 15.98%
- 1Y
- 31.62%
- 3Y*
- 21.43%
- 5Y*
- 14.80%
- 10Y*
- 11.87%
CFLGX vs. IDIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFLGX ClearBridge Tactical Dividend Income Fund | 9.12% | 4.21% | 19.62% | 19.36% | -10.34% | 25.71% | 0.32% | 30.94% | -6.04% | 6.69% |
IDIVX Integrity Dividend Harvest Fund | 17.12% | 17.39% | 21.13% | 5.06% | 2.13% | 24.10% | -1.04% | 22.97% | -5.19% | 11.10% |
Correlation
The correlation between CFLGX and IDIVX is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.83 |
The correlation between CFLGX and IDIVX has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
CFLGX vs. IDIVX — Risk / Return Rank
CFLGX
IDIVX
CFLGX vs. IDIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Tactical Dividend Income Fund (CFLGX) 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.
| CFLGX | IDIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.60 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 5.76 | -3.27 |
| Martin ratioReturn relative to average drawdown | 9.57 | 24.75 | -15.18 |
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Drawdowns
CFLGX vs. IDIVX - Drawdown Comparison
The maximum CFLGX drawdown since its inception was -61.49%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for CFLGX and IDIVX.
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Drawdown Indicators
| CFLGX | IDIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.49% | -31.64% | -29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.56% | -5.72% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -17.46% | -15.37% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -16.34% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -42.07% | -31.64% | -10.43% |
Current DrawdownCurrent decline from peak | -0.85% | 0.00% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -15.46% | -3.35% | -12.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 1.33% | +0.37% |
Volatility
CFLGX vs. IDIVX - Volatility Comparison
ClearBridge Tactical Dividend Income Fund (CFLGX) and Integrity Dividend Harvest Fund (IDIVX) have volatilities of 3.43% and 3.28%, 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.
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Volatility by Period
| CFLGX | IDIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.28% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 7.63% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.95% | 9.94% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 13.96% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 14.94% | +1.51% |
CFLGX vs. IDIVX - Expense Ratio Comparison
CFLGX has a 1.44% expense ratio, which is higher than IDIVX's 0.95% expense ratio.
Dividends
CFLGX vs. IDIVX - Dividend Comparison
CFLGX's dividend yield for the trailing twelve months is around 4.05%, less than IDIVX's 6.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFLGX ClearBridge Tactical Dividend Income Fund | 4.05% | 4.38% | 3.14% | 3.61% | 4.15% | 3.62% | 4.47% | 4.17% | 5.20% | 4.89% | 5.15% | 6.13% |
IDIVX Integrity Dividend Harvest Fund | 6.02% | 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
CFLGX and IDIVX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CFLGX has higher volatility (3.43%) compared to IDIVX (3.28%). In terms of maximum drawdown, CFLGX dropped -61.49% vs IDIVX's -31.64%.
IDIVX currently has the higher Sharpe Ratio (3.32 vs 1.65), 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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