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EQNIX vs. IDIVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EQNIX and IDIVX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

EQNIX vs. IDIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Equity Income Fund (EQNIX) and Integrity Dividend Harvest Fund (IDIVX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
177.13%
155.27%
EQNIX
IDIVX

Key characteristics

Sharpe Ratio

EQNIX:

-0.03

IDIVX:

0.32

Sortino Ratio

EQNIX:

0.08

IDIVX:

0.52

Omega Ratio

EQNIX:

1.01

IDIVX:

1.08

Calmar Ratio

EQNIX:

-0.03

IDIVX:

0.31

Martin Ratio

EQNIX:

-0.10

IDIVX:

1.08

Ulcer Index

EQNIX:

5.35%

IDIVX:

4.80%

Daily Std Dev

EQNIX:

17.24%

IDIVX:

16.08%

Max Drawdown

EQNIX:

-36.60%

IDIVX:

-33.38%

Current Drawdown

EQNIX:

-10.99%

IDIVX:

-10.85%

Returns By Period

In the year-to-date period, EQNIX achieves a -2.68% return, which is significantly lower than IDIVX's -2.36% return. Both investments have delivered pretty close results over the past 10 years, with EQNIX having a 6.46% annualized return and IDIVX not far ahead at 6.77%.


EQNIX

YTD

-2.68%

1M

-4.02%

6M

-7.92%

1Y

-0.42%

5Y*

10.33%

10Y*

6.46%

IDIVX

YTD

-2.36%

1M

-4.65%

6M

-8.21%

1Y

5.23%

5Y*

11.01%

10Y*

6.77%

*Annualized

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EQNIX vs. IDIVX - Expense Ratio Comparison

EQNIX has a 0.64% expense ratio, which is lower than IDIVX's 0.95% expense ratio.


Expense ratio chart for IDIVX: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDIVX: 0.95%
Expense ratio chart for EQNIX: current value is 0.64%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EQNIX: 0.64%

Risk-Adjusted Performance

EQNIX vs. IDIVX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EQNIX
The Risk-Adjusted Performance Rank of EQNIX is 2121
Overall Rank
The Sharpe Ratio Rank of EQNIX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of EQNIX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of EQNIX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of EQNIX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EQNIX is 2121
Martin Ratio Rank

IDIVX
The Risk-Adjusted Performance Rank of IDIVX is 4444
Overall Rank
The Sharpe Ratio Rank of IDIVX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of IDIVX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of IDIVX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of IDIVX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of IDIVX is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EQNIX vs. IDIVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Equity Income Fund (EQNIX) 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.


The chart of Sharpe ratio for EQNIX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.00
EQNIX: -0.03
IDIVX: 0.32
The chart of Sortino ratio for EQNIX, currently valued at 0.08, compared to the broader market-2.000.002.004.006.008.0010.00
EQNIX: 0.08
IDIVX: 0.52
The chart of Omega ratio for EQNIX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
EQNIX: 1.01
IDIVX: 1.08
The chart of Calmar ratio for EQNIX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.00
EQNIX: -0.03
IDIVX: 0.31
The chart of Martin ratio for EQNIX, currently valued at -0.10, compared to the broader market0.0010.0020.0030.0040.0050.00
EQNIX: -0.10
IDIVX: 1.08

The current EQNIX Sharpe Ratio is -0.03, which is lower than the IDIVX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of EQNIX and IDIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.03
0.32
EQNIX
IDIVX

Dividends

EQNIX vs. IDIVX - Dividend Comparison

EQNIX's dividend yield for the trailing twelve months is around 2.50%, less than IDIVX's 2.96% yield.


TTM20242023202220212020201920182017201620152014
EQNIX
MFS Equity Income Fund
2.50%2.56%1.86%2.03%1.85%2.03%2.08%2.60%2.24%2.42%3.23%4.01%
IDIVX
Integrity Dividend Harvest Fund
2.96%2.89%3.13%3.08%2.94%3.42%3.21%3.44%2.81%2.71%3.05%2.82%

Drawdowns

EQNIX vs. IDIVX - Drawdown Comparison

The maximum EQNIX drawdown since its inception was -36.60%, which is greater than IDIVX's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for EQNIX and IDIVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.99%
-10.85%
EQNIX
IDIVX

Volatility

EQNIX vs. IDIVX - Volatility Comparison

MFS Equity Income Fund (EQNIX) has a higher volatility of 12.29% compared to Integrity Dividend Harvest Fund (IDIVX) at 10.88%. This indicates that EQNIX'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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.29%
10.88%
EQNIX
IDIVX