HHDVX vs. IDIVX
HHDVX (Hamlin High Dividend Equity Fund) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 10 years, HHDVX returned 11.95%/yr vs 11.70%/yr for IDIVX. Their correlation of 0.86 suggests significant overlap in exposure. HHDVX charges 1.15%/yr vs 0.95%/yr for IDIVX.
Performance
HHDVX vs. IDIVX - Performance Comparison
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Returns By Period
In the year-to-date period, HHDVX achieves a 11.16% return, which is significantly lower than IDIVX's 16.37% return. Both investments have delivered pretty close results over the past 10 years, with HHDVX having a 11.95% annualized return and IDIVX not far behind at 11.70%.
HHDVX
- 1D
- 0.05%
- 1M
- 1.11%
- YTD
- 11.16%
- 6M
- 9.48%
- 1Y
- 17.83%
- 3Y*
- 17.78%
- 5Y*
- 11.88%
- 10Y*
- 11.95%
IDIVX
- 1D
- 0.09%
- 1M
- 1.92%
- YTD
- 16.37%
- 6M
- 15.23%
- 1Y
- 31.89%
- 3Y*
- 21.43%
- 5Y*
- 14.65%
- 10Y*
- 11.70%
HHDVX vs. IDIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HHDVX Hamlin High Dividend Equity Fund | 11.16% | 7.83% | 23.92% | 13.34% | -4.85% | 30.88% | 4.39% | 21.84% | -7.91% | 13.55% |
IDIVX Integrity Dividend Harvest Fund | 16.37% | 17.39% | 21.13% | 5.06% | 2.13% | 24.10% | -1.04% | 22.97% | -5.19% | 11.10% |
Correlation
The correlation between HHDVX and IDIVX is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.86 |
The correlation between HHDVX and IDIVX has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
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Return for Risk
HHDVX vs. IDIVX — Risk / Return Rank
HHDVX
IDIVX
HHDVX vs. IDIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hamlin High Dividend Equity Fund (HHDVX) 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.
| HHDVX | IDIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.57 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 5.45 | -3.17 |
| Martin ratioReturn relative to average drawdown | 7.27 | 23.42 | -16.15 |
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Drawdowns
HHDVX vs. IDIVX - Drawdown Comparison
The maximum HHDVX drawdown since its inception was -36.13%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for HHDVX and IDIVX.
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Drawdown Indicators
| HHDVX | IDIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -31.64% | -4.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.28% | -5.72% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -14.29% | -15.37% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -16.67% | -16.34% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | -31.64% | -4.49% |
Current DrawdownCurrent decline from peak | -0.22% | -0.34% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -3.35% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.33% | +0.94% |
Volatility
HHDVX vs. IDIVX - Volatility Comparison
The current volatility for Hamlin High Dividend Equity Fund (HHDVX) is 2.76%, while Integrity Dividend Harvest Fund (IDIVX) has a volatility of 3.28%. This indicates that HHDVX experiences smaller price fluctuations and is considered to be less risky 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
| HHDVX | IDIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 3.28% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 7.63% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.32% | 9.93% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 13.95% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.47% | 14.94% | +1.53% |
HHDVX vs. IDIVX - Expense Ratio Comparison
HHDVX has a 1.15% expense ratio, which is higher than IDIVX's 0.95% expense ratio.
Dividends
HHDVX vs. IDIVX - Dividend Comparison
HHDVX's dividend yield for the trailing twelve months is around 3.85%, less than IDIVX's 6.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HHDVX Hamlin High Dividend Equity Fund | 3.85% | 4.28% | 9.40% | 1.84% | 2.88% | 4.11% | 2.99% | 2.52% | 8.93% | 1.76% | 2.36% | 2.57% |
IDIVX Integrity Dividend Harvest Fund | 6.32% | 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
HHDVX and IDIVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDIVX has higher volatility (3.28%) compared to HHDVX (2.76%). In terms of maximum drawdown, HHDVX dropped -36.13% vs IDIVX's -31.64%.
IDIVX currently has the higher Sharpe Ratio (3.14 vs 1.61), 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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