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

Correlation

The correlation between IDIVX and RYLD is 0.68, 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.


-0.50.00.51.00.7

Performance

IDIVX vs. RYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integrity Dividend Harvest Fund (IDIVX) and Global X Russell 2000 Covered Call ETF (RYLD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.59%
7.82%
IDIVX
RYLD

Key characteristics

Sharpe Ratio

IDIVX:

1.79

RYLD:

0.96

Sortino Ratio

IDIVX:

2.48

RYLD:

1.37

Omega Ratio

IDIVX:

1.32

RYLD:

1.20

Calmar Ratio

IDIVX:

3.52

RYLD:

0.57

Martin Ratio

IDIVX:

12.56

RYLD:

5.92

Ulcer Index

IDIVX:

1.49%

RYLD:

1.71%

Daily Std Dev

IDIVX:

10.45%

RYLD:

10.49%

Max Drawdown

IDIVX:

-33.38%

RYLD:

-41.52%

Current Drawdown

IDIVX:

-5.15%

RYLD:

-7.95%

Returns By Period

In the year-to-date period, IDIVX achieves a 18.50% return, which is significantly higher than RYLD's 8.63% return.


IDIVX

YTD

18.50%

1M

-3.13%

6M

5.60%

1Y

20.63%

5Y*

8.36%

10Y*

7.10%

RYLD

YTD

8.63%

1M

-0.67%

6M

7.22%

1Y

9.18%

5Y*

2.87%

10Y*

N/A

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. RYLD - Expense Ratio Comparison

IDIVX has a 0.95% expense ratio, which is higher than RYLD's 0.60% expense ratio.


IDIVX
Integrity Dividend Harvest Fund
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%
Expense ratio chart for RYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

IDIVX vs. RYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Dividend Harvest Fund (IDIVX) and Global X Russell 2000 Covered Call ETF (RYLD). 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 1.79, compared to the broader market-1.000.001.002.003.004.001.790.88
The chart of Sortino ratio for IDIVX, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.002.481.26
The chart of Omega ratio for IDIVX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.18
The chart of Calmar ratio for IDIVX, currently valued at 3.52, compared to the broader market0.002.004.006.008.0010.0012.0014.003.520.52
The chart of Martin ratio for IDIVX, currently valued at 12.56, compared to the broader market0.0020.0040.0060.0012.565.35
IDIVX
RYLD

The current IDIVX Sharpe Ratio is 1.79, which is higher than the RYLD Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IDIVX and RYLD, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.79
0.88
IDIVX
RYLD

Dividends

IDIVX vs. RYLD - Dividend Comparison

IDIVX's dividend yield for the trailing twelve months is around 2.45%, less than RYLD's 12.08% yield.


TTM20232022202120202019201820172016201520142013
IDIVX
Integrity Dividend Harvest Fund
2.45%3.13%3.08%2.94%3.42%3.21%3.44%2.81%2.71%3.05%2.82%2.82%
RYLD
Global X Russell 2000 Covered Call ETF
12.08%12.65%13.50%12.35%10.77%6.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDIVX vs. RYLD - Drawdown Comparison

The maximum IDIVX drawdown since its inception was -33.38%, smaller than the maximum RYLD drawdown of -41.52%. Use the drawdown chart below to compare losses from any high point for IDIVX and RYLD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.15%
-7.95%
IDIVX
RYLD

Volatility

IDIVX vs. RYLD - Volatility Comparison

Integrity Dividend Harvest Fund (IDIVX) has a higher volatility of 3.72% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 3.20%. This indicates that IDIVX's price experiences larger fluctuations and is considered to be riskier than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.72%
3.20%
IDIVX
RYLD
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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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