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IDIVX vs. OKMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDIVX vs. OKMUX - Performance Comparison

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

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IDIVX vs. OKMUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDIVX
Integrity Dividend Harvest Fund
4.46%17.39%21.13%5.06%2.13%24.10%-1.04%22.97%-5.19%11.10%
OKMUX
Oklahoma Municipal Fund
-0.81%4.78%-0.51%4.94%-10.69%0.90%3.74%6.00%0.53%3.93%

Returns By Period

In the year-to-date period, IDIVX achieves a 4.46% return, which is significantly higher than OKMUX's -0.81% return. Over the past 10 years, IDIVX has outperformed OKMUX with an annualized return of 10.72%, while OKMUX has yielded a comparatively lower 1.01% annualized return.


IDIVX

1D
-0.14%
1M
-4.22%
YTD
4.46%
6M
7.39%
1Y
19.42%
3Y*
16.52%
5Y*
13.08%
10Y*
10.72%

OKMUX

1D
0.19%
1M
-2.70%
YTD
-0.81%
6M
1.45%
1Y
4.42%
3Y*
1.94%
5Y*
-0.18%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDIVX vs. OKMUX - Expense Ratio Comparison

IDIVX has a 0.95% expense ratio, which is lower than OKMUX's 0.98% expense ratio.


Return for Risk

IDIVX vs. OKMUX — 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: 8181
Sharpe Ratio Rank
IDIVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDIVX Omega Ratio Rank: 7979
Omega Ratio Rank
IDIVX Calmar Ratio Rank: 7575
Calmar Ratio Rank
IDIVX Martin Ratio Rank: 8383
Martin Ratio Rank

OKMUX
OKMUX Risk / Return Rank: 4141
Overall Rank
OKMUX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
OKMUX Sortino Ratio Rank: 3333
Sortino Ratio Rank
OKMUX Omega Ratio Rank: 8080
Omega Ratio Rank
OKMUX Calmar Ratio Rank: 2929
Calmar Ratio Rank
OKMUX Martin Ratio Rank: 2929
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. OKMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Dividend Harvest Fund (IDIVX) and Oklahoma Municipal Fund (OKMUX). 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.


IDIVXOKMUXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.80

+0.68

Sortino ratio

Return per unit of downside risk

2.06

1.15

+0.91

Omega ratio

Gain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratio

Return relative to maximum drawdown

1.74

0.84

+0.90

Martin ratio

Return relative to average drawdown

8.34

3.16

+5.18

IDIVX vs. OKMUX - Sharpe Ratio Comparison

The current IDIVX Sharpe Ratio is 1.48, which is higher than the OKMUX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IDIVX and OKMUX, 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


IDIVXOKMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.80

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

-0.04

+0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.24

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.61

+0.10

Correlation

The correlation between IDIVX and OKMUX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

IDIVX vs. OKMUX - Dividend Comparison

IDIVX's dividend yield for the trailing twelve months is around 6.70%, more than OKMUX's 2.96% yield.


TTM20252024202320222021202020192018201720162015
IDIVX
Integrity Dividend Harvest Fund
6.70%7.19%8.89%3.13%3.59%2.83%3.67%7.27%10.21%8.31%1.11%0.00%
OKMUX
Oklahoma Municipal Fund
2.96%3.18%3.01%2.32%1.85%1.39%1.73%2.55%2.41%2.47%2.43%2.22%

Drawdowns

IDIVX vs. OKMUX - Drawdown Comparison

The maximum IDIVX drawdown since its inception was -31.64%, which is greater than OKMUX's maximum drawdown of -16.68%. Use the drawdown chart below to compare losses from any high point for IDIVX and OKMUX.


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Drawdown Indicators


IDIVXOKMUXDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-16.68%

-14.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-6.10%

-5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-15.39%

-0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

-15.39%

-16.25%

Current Drawdown

Current decline from peak

-4.44%

-3.48%

-0.96%

Average Drawdown

Average peak-to-trough decline

-3.39%

-2.53%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.62%

+0.75%

Volatility

IDIVX vs. OKMUX - Volatility Comparison

Integrity Dividend Harvest Fund (IDIVX) has a higher volatility of 3.28% compared to Oklahoma Municipal Fund (OKMUX) at 1.01%. This indicates that IDIVX's price experiences larger fluctuations and is considered to be riskier than OKMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDIVXOKMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

1.01%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

1.64%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

6.30%

+7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

4.46%

+9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

4.13%

+10.78%