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IDIVX vs. TMCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDIVX vs. TMCPX - Performance Comparison

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

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IDIVX vs. TMCPX - 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%
TMCPX
Touchstone Mid Cap Fund
-7.96%4.87%8.48%27.48%-15.62%15.21%12.56%39.44%-3.14%20.23%

Returns By Period

In the year-to-date period, IDIVX achieves a 4.46% return, which is significantly higher than TMCPX's -7.96% return. Over the past 10 years, IDIVX has outperformed TMCPX with an annualized return of 10.72%, while TMCPX has yielded a comparatively lower 10.15% 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%

TMCPX

1D
-0.23%
1M
-11.61%
YTD
-7.96%
6M
-5.28%
1Y
1.10%
3Y*
7.90%
5Y*
4.15%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDIVX vs. TMCPX - Expense Ratio Comparison

IDIVX has a 0.95% expense ratio, which is higher than TMCPX's 0.93% expense ratio.


Return for Risk

IDIVX vs. TMCPX — 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

TMCPX
TMCPX Risk / Return Rank: 77
Overall Rank
TMCPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TMCPX Sortino Ratio Rank: 77
Sortino Ratio Rank
TMCPX Omega Ratio Rank: 77
Omega Ratio Rank
TMCPX Calmar Ratio Rank: 66
Calmar Ratio Rank
TMCPX Martin Ratio Rank: 66
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. TMCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity Dividend Harvest Fund (IDIVX) and Touchstone Mid Cap Fund (TMCPX). 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.


IDIVXTMCPXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.09

+1.38

Sortino ratio

Return per unit of downside risk

2.06

0.28

+1.78

Omega ratio

Gain probability vs. loss probability

1.30

1.03

+0.27

Calmar ratio

Return relative to maximum drawdown

1.74

-0.01

+1.75

Martin ratio

Return relative to average drawdown

8.34

-0.03

+8.37

IDIVX vs. TMCPX - Sharpe Ratio Comparison

The current IDIVX Sharpe Ratio is 1.48, which is higher than the TMCPX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of IDIVX and TMCPX, 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


IDIVXTMCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.09

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.24

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.55

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.47

+0.24

Correlation

The correlation between IDIVX and TMCPX is 0.77, 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.


Dividends

IDIVX vs. TMCPX - Dividend Comparison

IDIVX's dividend yield for the trailing twelve months is around 6.70%, more than TMCPX's 2.39% 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%
TMCPX
Touchstone Mid Cap Fund
2.39%2.20%2.52%0.92%1.43%2.80%1.93%5.18%3.95%1.10%0.58%0.06%

Drawdowns

IDIVX vs. TMCPX - Drawdown Comparison

The maximum IDIVX drawdown since its inception was -31.64%, smaller than the maximum TMCPX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for IDIVX and TMCPX.


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Drawdown Indicators


IDIVXTMCPXDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-58.03%

+26.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-13.48%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-16.34%

-21.47%

+5.13%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

-35.54%

+3.90%

Current Drawdown

Current decline from peak

-4.44%

-13.48%

+9.04%

Average Drawdown

Average peak-to-trough decline

-3.39%

-9.64%

+6.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

4.15%

-1.78%

Volatility

IDIVX vs. TMCPX - Volatility Comparison

The current volatility for Integrity Dividend Harvest Fund (IDIVX) is 3.28%, while Touchstone Mid Cap Fund (TMCPX) has a volatility of 5.60%. This indicates that IDIVX experiences smaller price fluctuations and is considered to be less risky than TMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDIVXTMCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

5.60%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

11.66%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

19.65%

-5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

17.63%

-3.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.91%

18.39%

-3.48%