IDIVX vs. DVY
Compare and contrast key facts about Integrity Dividend Harvest Fund (IDIVX) and iShares Select Dividend ETF (DVY).
IDIVX is managed by IntegrityVikingFunds. It was launched on May 1, 2012. DVY is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Dividend Index. It was launched on Nov 3, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDIVX or DVY.
Performance
IDIVX vs. DVY - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IDIVX having a 21.84% return and DVY slightly higher at 22.02%. Over the past 10 years, IDIVX has underperformed DVY with an annualized return of 7.39%, while DVY has yielded a comparatively higher 9.65% annualized return.
IDIVX
21.84%
-2.11%
9.08%
30.46%
9.63%
7.39%
DVY
22.02%
1.67%
13.23%
30.95%
10.26%
9.65%
Key characteristics
| IDIVX | DVY | |
|---|---|---|
| Sharpe Ratio | 3.05 | 2.55 |
| Sortino Ratio | 4.24 | 3.50 |
| Omega Ratio | 1.55 | 1.45 |
| Calmar Ratio | 4.62 | 2.63 |
| Martin Ratio | 22.86 | 15.18 |
| Ulcer Index | 1.35% | 2.10% |
| Daily Std Dev | 10.14% | 12.52% |
| Max Drawdown | -33.38% | -62.59% |
| Current Drawdown | -2.21% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IDIVX vs. DVY - Expense Ratio Comparison
IDIVX has a 0.95% expense ratio, which is higher than DVY's 0.39% expense ratio.
Correlation
The correlation between IDIVX and DVY is 0.90, 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.
Risk-Adjusted Performance
IDIVX vs. DVY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity Dividend Harvest Fund (IDIVX) and iShares Select Dividend ETF (DVY). 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
IDIVX vs. DVY - Dividend Comparison
IDIVX's dividend yield for the trailing twelve months is around 2.71%, less than DVY's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDIVX Integrity Dividend Harvest Fund | 2.71% | 3.13% | 3.08% | 2.94% | 3.42% | 3.21% | 3.44% | 2.81% | 2.71% | 3.05% | 2.82% | 2.82% |
DVY iShares Select Dividend ETF | 3.35% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% | 3.03% | 3.06% |
Drawdowns
IDIVX vs. DVY - Drawdown Comparison
The maximum IDIVX drawdown since its inception was -33.38%, smaller than the maximum DVY drawdown of -62.59%. Use the drawdown chart below to compare losses from any high point for IDIVX and DVY. For additional features, visit the drawdowns tool.
Volatility
IDIVX vs. DVY - Volatility Comparison
The current volatility for Integrity Dividend Harvest Fund (IDIVX) is 2.54%, while iShares Select Dividend ETF (DVY) has a volatility of 4.14%. This indicates that IDIVX experiences smaller price fluctuations and is considered to be less risky than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.