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IDIVX vs. LMVTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDIVX and LMVTX is 0.80, 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.


-0.50.00.51.00.8

Performance

IDIVX vs. LMVTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integrity Dividend Harvest Fund (IDIVX) and ClearBridge Value Trust (LMVTX). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
183.75%
122.88%
IDIVX
LMVTX

Key characteristics

Sharpe Ratio

IDIVX:

1.92

LMVTX:

0.29

Sortino Ratio

IDIVX:

2.65

LMVTX:

0.45

Omega Ratio

IDIVX:

1.34

LMVTX:

1.07

Calmar Ratio

IDIVX:

3.77

LMVTX:

0.19

Martin Ratio

IDIVX:

13.75

LMVTX:

1.63

Ulcer Index

IDIVX:

1.46%

LMVTX:

2.95%

Daily Std Dev

IDIVX:

10.44%

LMVTX:

16.67%

Max Drawdown

IDIVX:

-33.38%

LMVTX:

-82.88%

Current Drawdown

IDIVX:

-4.65%

LMVTX:

-21.37%

Returns By Period

In the year-to-date period, IDIVX achieves a 19.12% return, which is significantly higher than LMVTX's 3.57% return. Over the past 10 years, IDIVX has outperformed LMVTX with an annualized return of 7.20%, while LMVTX has yielded a comparatively lower 3.39% annualized return.


IDIVX

YTD

19.12%

1M

-2.97%

6M

6.15%

1Y

19.29%

5Y*

8.48%

10Y*

7.20%

LMVTX

YTD

3.57%

1M

-13.32%

6M

-4.75%

1Y

3.66%

5Y*

1.34%

10Y*

3.39%

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. LMVTX - Expense Ratio Comparison

IDIVX has a 0.95% expense ratio, which is lower than LMVTX's 1.74% expense ratio.


LMVTX
ClearBridge Value Trust
Expense ratio chart for LMVTX: current value at 1.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.74%
Expense ratio chart for IDIVX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

IDIVX vs. LMVTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Dividend Harvest Fund (IDIVX) and ClearBridge Value Trust (LMVTX). 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.


Sharpe ratio
The chart of Sharpe ratio for IDIVX, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.920.29
The chart of Sortino ratio for IDIVX, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.002.650.45
The chart of Omega ratio for IDIVX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.003.501.341.07
The chart of Calmar ratio for IDIVX, currently valued at 3.77, compared to the broader market0.005.0010.0015.003.770.19
The chart of Martin ratio for IDIVX, currently valued at 13.75, compared to the broader market0.0020.0040.0060.0013.751.63
IDIVX
LMVTX

The current IDIVX Sharpe Ratio is 1.92, which is higher than the LMVTX Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of IDIVX and LMVTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.92
0.29
IDIVX
LMVTX

Dividends

IDIVX vs. LMVTX - Dividend Comparison

IDIVX's dividend yield for the trailing twelve months is around 2.44%, while LMVTX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
IDIVX
Integrity Dividend Harvest Fund
2.44%3.13%3.08%2.94%3.42%3.21%3.44%2.81%2.71%3.05%2.82%2.82%
LMVTX
ClearBridge Value Trust
0.00%0.62%0.39%0.00%0.19%0.00%0.00%0.00%0.10%0.00%0.00%0.25%

Drawdowns

IDIVX vs. LMVTX - Drawdown Comparison

The maximum IDIVX drawdown since its inception was -33.38%, smaller than the maximum LMVTX drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for IDIVX and LMVTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.65%
-21.37%
IDIVX
LMVTX

Volatility

IDIVX vs. LMVTX - Volatility Comparison

The current volatility for Integrity Dividend Harvest Fund (IDIVX) is 3.71%, while ClearBridge Value Trust (LMVTX) has a volatility of 10.89%. This indicates that IDIVX experiences smaller price fluctuations and is considered to be less risky than LMVTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.71%
10.89%
IDIVX
LMVTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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