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IDIVX vs. ICPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDIVX vs. ICPAX - Performance Comparison

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

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IDIVX vs. ICPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDIVX
Integrity Dividend Harvest Fund
5.76%17.39%21.13%5.06%2.13%24.10%-1.04%22.97%-5.19%11.10%
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%

Returns By Period

In the year-to-date period, IDIVX achieves a 5.76% return, which is significantly lower than ICPAX's 28.99% return. Over the past 10 years, IDIVX has outperformed ICPAX with an annualized return of 10.85%, while ICPAX has yielded a comparatively lower 8.47% annualized return.


IDIVX

1D
1.24%
1M
-3.25%
YTD
5.76%
6M
7.99%
1Y
21.23%
3Y*
17.00%
5Y*
13.25%
10Y*
10.85%

ICPAX

1D
0.00%
1M
2.18%
YTD
28.99%
6M
28.25%
1Y
48.78%
3Y*
23.81%
5Y*
19.52%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDIVX vs. ICPAX - Expense Ratio Comparison

IDIVX has a 0.95% expense ratio, which is lower than ICPAX's 1.50% expense ratio.


Return for Risk

IDIVX vs. ICPAX — 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: 7979
Sharpe Ratio Rank
IDIVX Sortino Ratio Rank: 8080
Sortino Ratio Rank
IDIVX Omega Ratio Rank: 7777
Omega Ratio Rank
IDIVX Calmar Ratio Rank: 7878
Calmar Ratio Rank
IDIVX Martin Ratio Rank: 8686
Martin Ratio Rank

ICPAX
ICPAX Risk / Return Rank: 9292
Overall Rank
ICPAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ICPAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
ICPAX Omega Ratio Rank: 9191
Omega Ratio Rank
ICPAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICPAX Martin Ratio Rank: 9595
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. ICPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Dividend Harvest Fund (IDIVX) and Integrity Mid-North American Resources Fund (ICPAX). 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.


IDIVXICPAXDifference

Sharpe ratio

Return per unit of total volatility

1.51

2.16

-0.65

Sortino ratio

Return per unit of downside risk

2.10

2.62

-0.52

Omega ratio

Gain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratio

Return relative to maximum drawdown

1.93

2.87

-0.94

Martin ratio

Return relative to average drawdown

9.24

14.03

-4.79

IDIVX vs. ICPAX - Sharpe Ratio Comparison

The current IDIVX Sharpe Ratio is 1.51, which is lower than the ICPAX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IDIVX and ICPAX, 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


IDIVXICPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.16

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.77

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.29

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.09

+0.62

Correlation

The correlation between IDIVX and ICPAX is 0.62, 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.


Dividends

IDIVX vs. ICPAX - Dividend Comparison

IDIVX's dividend yield for the trailing twelve months is around 6.61%, more than ICPAX's 0.35% yield.


TTM20252024202320222021202020192018201720162015
IDIVX
Integrity Dividend Harvest Fund
6.61%7.19%8.89%3.13%3.59%2.83%3.67%7.27%10.21%8.31%1.11%0.00%
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%

Drawdowns

IDIVX vs. ICPAX - Drawdown Comparison

The maximum IDIVX drawdown since its inception was -31.64%, smaller than the maximum ICPAX drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for IDIVX and ICPAX.


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Drawdown Indicators


IDIVXICPAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-84.49%

+52.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-17.41%

+6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-26.18%

+9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

-71.43%

+39.79%

Current Drawdown

Current decline from peak

-3.25%

-12.13%

+8.88%

Average Drawdown

Average peak-to-trough decline

-3.39%

-49.74%

+46.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

3.57%

-1.19%

Volatility

IDIVX vs. ICPAX - Volatility Comparison

The current volatility for Integrity Dividend Harvest Fund (IDIVX) is 3.56%, while Integrity Mid-North American Resources Fund (ICPAX) has a volatility of 4.84%. This indicates that IDIVX experiences smaller price fluctuations and is considered to be less risky than ICPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDIVXICPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

4.84%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.36%

12.63%

-5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

23.56%

-9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

25.55%

-11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

28.84%

-13.93%