IDIVX vs. LMVTX
Compare and contrast key facts about Integrity Dividend Harvest Fund (IDIVX) and ClearBridge Value Trust (LMVTX).
IDIVX is managed by IntegrityVikingFunds. It was launched on May 1, 2012. LMVTX is managed by Legg Mason. It was launched on Apr 16, 1982.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDIVX or LMVTX.
Performance
IDIVX vs. LMVTX - Performance Comparison
Returns By Period
In the year-to-date period, IDIVX achieves a 23.39% return, which is significantly higher than LMVTX's 21.49% return. Over the past 10 years, IDIVX has outperformed LMVTX with an annualized return of 7.49%, while LMVTX has yielded a comparatively lower 4.93% annualized return.
IDIVX
23.39%
0.28%
12.67%
31.61%
9.86%
7.49%
LMVTX
21.49%
3.90%
11.62%
16.25%
5.27%
4.93%
Key characteristics
| IDIVX | LMVTX | |
|---|---|---|
| Sharpe Ratio | 3.13 | 1.06 |
| Sortino Ratio | 4.35 | 1.35 |
| Omega Ratio | 1.56 | 1.22 |
| Calmar Ratio | 5.47 | 0.64 |
| Martin Ratio | 23.32 | 4.15 |
| Ulcer Index | 1.37% | 4.04% |
| Daily Std Dev | 10.20% | 15.85% |
| Max Drawdown | -33.38% | -82.88% |
| Current Drawdown | -0.97% | -7.77% |
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IDIVX vs. LMVTX - Expense Ratio Comparison
IDIVX has a 0.95% expense ratio, which is lower than LMVTX's 1.74% expense ratio.
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.
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.
Dividends
IDIVX vs. LMVTX - Dividend Comparison
IDIVX's dividend yield for the trailing twelve months is around 2.68%, more than LMVTX's 0.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDIVX Integrity Dividend Harvest Fund | 2.68% | 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 | 0.51% | 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.
Volatility
IDIVX vs. LMVTX - Volatility Comparison
The current volatility for Integrity Dividend Harvest Fund (IDIVX) is 2.81%, while ClearBridge Value Trust (LMVTX) has a volatility of 4.53%. 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.