IDIVX vs. LMVTX
IDIVX (Integrity Dividend Harvest Fund) and LMVTX (ClearBridge Value Trust) are both Large Cap Value Equities funds. Over the past 10 years, IDIVX returned 11.42%/yr vs 11.59%/yr for LMVTX. A 0.80 correlation means they provide meaningful diversification when combined. IDIVX charges 0.95%/yr vs 1.74%/yr for LMVTX.
Performance
IDIVX vs. LMVTX - Performance Comparison
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Returns By Period
In the year-to-date period, IDIVX achieves a 14.86% return, which is significantly higher than LMVTX's 11.13% return. Both investments have delivered pretty close results over the past 10 years, with IDIVX having a 11.42% annualized return and LMVTX not far ahead at 11.59%.
IDIVX
- 1D
- 0.13%
- 1M
- 0.12%
- YTD
- 14.86%
- 6M
- 14.55%
- 1Y
- 30.60%
- 3Y*
- 19.79%
- 5Y*
- 14.86%
- 10Y*
- 11.42%
LMVTX
- 1D
- 0.65%
- 1M
- 1.12%
- YTD
- 11.13%
- 6M
- 10.08%
- 1Y
- 21.61%
- 3Y*
- 15.05%
- 5Y*
- 10.36%
- 10Y*
- 11.59%
IDIVX vs. LMVTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDIVX Integrity Dividend Harvest Fund | 14.86% | 17.39% | 21.13% | 5.06% | 2.13% | 24.10% | -1.04% | 22.97% | -5.19% | 11.10% |
LMVTX ClearBridge Value Trust | 11.13% | 9.80% | 14.22% | 18.80% | -7.00% | 26.93% | 10.63% | 26.25% | -13.50% | 13.76% |
Correlation
The correlation between IDIVX and LMVTX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.80 |
The correlation between IDIVX and LMVTX has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.
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Return for Risk
IDIVX vs. LMVTX — Risk / Return Rank
IDIVX
LMVTX
IDIVX vs. LMVTX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDIVX | LMVTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 1.32 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 5.40 | 2.82 | +2.58 |
| Martin ratioReturn relative to average drawdown | 23.25 | 10.63 | +12.61 |
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Drawdowns
IDIVX vs. LMVTX - Drawdown Comparison
The maximum IDIVX drawdown since its inception was -31.64%, smaller than the maximum LMVTX drawdown of -72.54%. Use the drawdown chart below to compare losses from any high point for IDIVX and LMVTX.
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Drawdown Indicators
| IDIVX | LMVTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.64% | -72.54% | +40.90% |
Max Drawdown (1Y)Largest decline over 1 year | -5.72% | -7.87% | +2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -15.37% | -19.28% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -20.79% | +4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -31.64% | -40.47% | +8.83% |
Current DrawdownCurrent decline from peak | -1.64% | -0.73% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -11.95% | +8.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.33% | 2.08% | -0.75% |
Volatility
IDIVX vs. LMVTX - Volatility Comparison
The current volatility for Integrity Dividend Harvest Fund (IDIVX) is 3.49%, while ClearBridge Value Trust (LMVTX) has a volatility of 3.94%. 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.
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Volatility by Period
| IDIVX | LMVTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.94% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 9.47% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 12.61% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 17.73% | -3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.95% | 19.23% | -4.28% |
IDIVX vs. LMVTX - Expense Ratio Comparison
IDIVX has a 0.95% expense ratio, which is lower than LMVTX's 1.74% expense ratio.
Dividends
IDIVX vs. LMVTX - Dividend Comparison
IDIVX's dividend yield for the trailing twelve months is around 6.40%, less than LMVTX's 9.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IDIVX Integrity Dividend Harvest Fund | 6.40% | 7.19% | 8.89% | 3.13% | 3.59% | 2.83% | 3.67% | 7.27% | 10.21% | 8.31% | 1.11% |
LMVTX ClearBridge Value Trust | 9.30% | 10.33% | 10.32% | 12.03% | 7.85% | 18.06% | 5.41% | 0.00% | 1.34% | 0.00% | 0.10% |
Frequently Asked Questions
IDIVX and LMVTX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LMVTX has higher volatility (3.94%) compared to IDIVX (3.49%). In terms of maximum drawdown, IDIVX dropped -31.64% vs LMVTX's -72.54%.
IDIVX currently has the higher Sharpe Ratio (3.11 vs 1.76), 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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