ICPAX vs. FSPGX
Compare and contrast key facts about Integrity Mid-North American Resources Fund (ICPAX) and Fidelity Large Cap Growth Index Fund (FSPGX).
ICPAX is managed by IntegrityVikingFunds. It was launched on Apr 4, 1999. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICPAX or FSPGX.
Key characteristics
| ICPAX | FSPGX | |
|---|---|---|
| YTD Return | 19.13% | 31.66% |
| 1Y Return | 23.74% | 43.39% |
| 3Y Return (Ann) | 11.10% | 10.11% |
| 5Y Return (Ann) | 9.94% | 20.08% |
| Sharpe Ratio | 1.32 | 2.61 |
| Sortino Ratio | 1.83 | 3.34 |
| Omega Ratio | 1.23 | 1.47 |
| Calmar Ratio | 0.49 | 3.35 |
| Martin Ratio | 6.68 | 13.16 |
| Ulcer Index | 3.33% | 3.34% |
| Daily Std Dev | 16.83% | 16.87% |
| Max Drawdown | -81.64% | -32.66% |
| Current Drawdown | -30.80% | 0.00% |
Correlation
The correlation between ICPAX and FSPGX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ICPAX vs. FSPGX - Performance Comparison
In the year-to-date period, ICPAX achieves a 19.13% return, which is significantly lower than FSPGX's 31.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ICPAX vs. FSPGX - Expense Ratio Comparison
ICPAX has a 1.50% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Risk-Adjusted Performance
ICPAX vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity Mid-North American Resources Fund (ICPAX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.
Dividends
ICPAX vs. FSPGX - Dividend Comparison
ICPAX's dividend yield for the trailing twelve months is around 1.23%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICPAX Integrity Mid-North American Resources Fund | 1.23% | 1.50% | 1.23% | 1.27% | 1.96% | 1.56% | 0.61% | 0.11% | 0.17% | 0.72% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.42% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% |
Drawdowns
ICPAX vs. FSPGX - Drawdown Comparison
The maximum ICPAX drawdown since its inception was -81.64%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for ICPAX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
ICPAX vs. FSPGX - Volatility Comparison
Integrity Mid-North American Resources Fund (ICPAX) has a higher volatility of 5.60% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.09%. This indicates that ICPAX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.