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ICPAX vs. FSTEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICPAX vs. FSTEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integrity Mid-North American Resources Fund (ICPAX) and Invesco Energy Fund (FSTEX). The values are adjusted to include any dividend payments, if applicable.

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ICPAX vs. FSTEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICPAX
Integrity Mid-North American Resources Fund
28.99%18.11%17.52%-1.37%29.10%32.79%-24.34%14.25%-30.97%-7.51%
FSTEX
Invesco Energy Fund
38.85%12.31%6.00%0.28%52.85%55.99%-32.13%4.78%-26.82%-8.26%

Returns By Period

In the year-to-date period, ICPAX achieves a 28.99% return, which is significantly lower than FSTEX's 38.85% return. Both investments have delivered pretty close results over the past 10 years, with ICPAX having a 8.47% annualized return and FSTEX not far ahead at 8.77%.


ICPAX

1D
-1.98%
1M
3.85%
YTD
28.99%
6M
29.55%
1Y
50.28%
3Y*
23.81%
5Y*
20.09%
10Y*
8.47%

FSTEX

1D
-0.55%
1M
13.19%
YTD
38.85%
6M
42.88%
1Y
43.71%
3Y*
20.07%
5Y*
25.80%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICPAX vs. FSTEX - Expense Ratio Comparison

ICPAX has a 1.50% expense ratio, which is higher than FSTEX's 1.36% expense ratio.


Return for Risk

ICPAX vs. FSTEX — Risk / Return Rank

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

ICPAX
ICPAX Risk / Return Rank: 9393
Overall Rank
ICPAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ICPAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
ICPAX Omega Ratio Rank: 9292
Omega Ratio Rank
ICPAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
ICPAX Martin Ratio Rank: 9595
Martin Ratio Rank

FSTEX
FSTEX Risk / Return Rank: 8888
Overall Rank
FSTEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FSTEX Omega Ratio Rank: 8787
Omega Ratio Rank
FSTEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSTEX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICPAX vs. FSTEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Mid-North American Resources Fund (ICPAX) and Invesco Energy Fund (FSTEX). 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.


ICPAXFSTEXDifference

Sharpe ratio

Return per unit of total volatility

2.20

2.04

+0.16

Sortino ratio

Return per unit of downside risk

2.66

2.54

+0.12

Omega ratio

Gain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratio

Return relative to maximum drawdown

2.75

2.31

+0.44

Martin ratio

Return relative to average drawdown

13.42

8.35

+5.06

ICPAX vs. FSTEX - Sharpe Ratio Comparison

The current ICPAX Sharpe Ratio is 2.20, which is comparable to the FSTEX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ICPAX and FSTEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ICPAXFSTEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.04

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

1.03

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.30

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.27

-0.18

Correlation

The correlation between ICPAX and FSTEX is 0.76, 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.


Dividends

ICPAX vs. FSTEX - Dividend Comparison

ICPAX's dividend yield for the trailing twelve months is around 0.35%, less than FSTEX's 1.60% yield.


TTM20252024202320222021202020192018201720162015
ICPAX
Integrity Mid-North American Resources Fund
0.35%0.60%1.07%1.50%1.24%1.26%1.95%1.56%0.60%0.08%0.17%0.72%
FSTEX
Invesco Energy Fund
1.60%2.22%4.03%2.11%0.89%1.80%2.21%1.53%3.05%2.22%1.10%1.58%

Drawdowns

ICPAX vs. FSTEX - Drawdown Comparison

The maximum ICPAX drawdown since its inception was -84.49%, roughly equal to the maximum FSTEX drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for ICPAX and FSTEX.


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Drawdown Indicators


ICPAXFSTEXDifference

Max Drawdown

Largest peak-to-trough decline

-84.49%

-83.31%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-17.41%

-18.57%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-26.88%

+0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-71.43%

-73.41%

+1.98%

Current Drawdown

Current decline from peak

-12.13%

-0.55%

-11.58%

Average Drawdown

Average peak-to-trough decline

-49.75%

-25.28%

-24.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

5.13%

-1.57%

Volatility

ICPAX vs. FSTEX - Volatility Comparison

Integrity Mid-North American Resources Fund (ICPAX) has a higher volatility of 5.07% compared to Invesco Energy Fund (FSTEX) at 4.36%. This indicates that ICPAX's price experiences larger fluctuations and is considered to be riskier than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICPAXFSTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

4.36%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

12.75%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.61%

22.29%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.55%

25.29%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.84%

29.77%

-0.93%