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IDIVX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDIVX vs. ACTIX - Performance Comparison

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

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IDIVX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IDIVX
Integrity Dividend Harvest Fund
4.46%17.39%21.13%5.06%2.13%17.23%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, IDIVX achieves a 4.46% return, which is significantly higher than ACTIX's -1.36% return.


IDIVX

1D
-0.14%
1M
-4.22%
YTD
4.46%
6M
7.39%
1Y
19.42%
3Y*
16.52%
5Y*
13.08%
10Y*
10.72%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDIVX vs. ACTIX - Expense Ratio Comparison

IDIVX has a 0.95% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

IDIVX vs. ACTIX — Risk / Return Rank

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

IDIVX
IDIVX Risk / Return Rank: 8080
Overall Rank
IDIVX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IDIVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDIVX Omega Ratio Rank: 7979
Omega Ratio Rank
IDIVX Calmar Ratio Rank: 7575
Calmar Ratio Rank
IDIVX Martin Ratio Rank: 8383
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
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.

IDIVX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Dividend Harvest Fund (IDIVX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


IDIVXACTIXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.69

+0.79

Sortino ratio

Return per unit of downside risk

2.06

0.97

+1.09

Omega ratio

Gain probability vs. loss probability

1.30

1.14

+0.16

Calmar ratio

Return relative to maximum drawdown

1.74

1.11

+0.63

Martin ratio

Return relative to average drawdown

8.34

4.03

+4.31

IDIVX vs. ACTIX - Sharpe Ratio Comparison

The current IDIVX Sharpe Ratio is 1.48, which is higher than the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IDIVX and ACTIX, 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


IDIVXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.69

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.00

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.00

+0.70

Correlation

The correlation between IDIVX and ACTIX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IDIVX vs. ACTIX - Dividend Comparison

IDIVX's dividend yield for the trailing twelve months is around 6.70%, more than ACTIX's 3.13% yield.


TTM2025202420232022202120202019201820172016
IDIVX
Integrity Dividend Harvest Fund
6.70%7.19%8.89%3.13%3.59%2.83%3.67%7.27%10.21%8.31%1.11%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDIVX vs. ACTIX - Drawdown Comparison

The maximum IDIVX drawdown since its inception was -31.64%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for IDIVX and ACTIX.


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Drawdown Indicators


IDIVXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-96.41%

+64.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-3.07%

-8.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-96.41%

+80.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

Current Drawdown

Current decline from peak

-4.44%

-96.20%

+91.76%

Average Drawdown

Average peak-to-trough decline

-3.39%

-27.55%

+24.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

0.85%

+1.52%

Volatility

IDIVX vs. ACTIX - Volatility Comparison

Integrity Dividend Harvest Fund (IDIVX) has a higher volatility of 3.28% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that IDIVX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDIVXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

1.82%

+1.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

2.51%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

4.68%

+9.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

1,202.55%

-1,188.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

1,201.12%

-1,186.21%