IDIVX vs. DVY
IDIVX (Integrity Dividend Harvest Fund) and DVY (iShares Select Dividend ETF) are both Large Cap Value Equities funds. Over the past 10 years, IDIVX returned 11.63%/yr vs 10.15%/yr for DVY. Their correlation of 0.89 suggests significant overlap in exposure. IDIVX charges 0.95%/yr vs 0.39%/yr for DVY.
Performance
IDIVX vs. DVY - Performance Comparison
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Returns By Period
In the year-to-date period, IDIVX achieves a 16.01% return, which is significantly higher than DVY's 10.60% return. Over the past 10 years, IDIVX has outperformed DVY with an annualized return of 11.63%, while DVY has yielded a comparatively lower 10.15% annualized return.
IDIVX
- 1D
- -0.65%
- 1M
- 4.13%
- YTD
- 16.01%
- 6M
- 15.87%
- 1Y
- 32.33%
- 3Y*
- 21.34%
- 5Y*
- 14.30%
- 10Y*
- 11.63%
DVY
- 1D
- 0.81%
- 1M
- 0.23%
- YTD
- 10.60%
- 6M
- 11.31%
- 1Y
- 23.13%
- 3Y*
- 15.97%
- 5Y*
- 8.68%
- 10Y*
- 10.15%
IDIVX vs. DVY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDIVX Integrity Dividend Harvest Fund | 16.01% | 17.39% | 21.13% | 5.06% | 2.13% | 24.10% | -1.04% | 22.97% | -5.19% | 11.10% |
DVY iShares Select Dividend ETF | 10.60% | 11.60% | 16.24% | 1.12% | 1.80% | 31.70% | -4.91% | 22.62% | -6.36% | 14.82% |
Correlation
The correlation between IDIVX and DVY is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.89 |
The correlation between IDIVX and DVY has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.
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Return for Risk
IDIVX vs. DVY — Risk / Return Rank
IDIVX
DVY
IDIVX vs. DVY - Risk-Adjusted Trends 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.
| IDIVX | DVY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.36 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 5.57 | 3.37 | +2.20 |
| Martin ratioReturn relative to average drawdown | 24.34 | 11.90 | +12.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDIVX | DVY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.23 | 2.09 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.57 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.57 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.48 | +0.28 |
Drawdowns
IDIVX vs. DVY - Drawdown Comparison
The maximum IDIVX drawdown since its inception was -31.64%, 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.
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Drawdown Indicators
| IDIVX | DVY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.64% | -62.59% | +30.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.72% | -6.89% | +1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -16.00% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -17.54% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -31.64% | -41.59% | +9.95% |
Current DrawdownCurrent decline from peak | -0.65% | -1.16% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -3.36% | -8.79% | +5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 1.95% | -0.64% |
Volatility
IDIVX vs. DVY - Volatility Comparison
Integrity Dividend Harvest Fund (IDIVX) has a higher volatility of 3.35% compared to iShares Select Dividend ETF (DVY) at 2.83%. This indicates that IDIVX's price experiences larger fluctuations and is considered to be riskier than DVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDIVX | DVY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 2.83% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.62% | 7.53% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.88% | 11.15% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 15.21% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 18.01% | -3.06% |
IDIVX vs. DVY - Expense Ratio Comparison
IDIVX has a 0.95% expense ratio, which is higher than DVY's 0.39% expense ratio.
Dividends
IDIVX vs. DVY - Dividend Comparison
IDIVX's dividend yield for the trailing twelve months is around 6.34%, more than DVY's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 3.39% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
IDIVX Integrity Dividend Harvest Fund | 6.34% | 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
IDIVX and DVY have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDIVX has higher volatility (3.35%) compared to DVY (2.83%). In terms of maximum drawdown, IDIVX dropped -31.64% vs DVY's -62.59%.
IDIVX currently has the higher Sharpe Ratio (3.23 vs 2.09), 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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