IGIAX vs. BKTSX
IGIAX (Integrity ESG Growth & Income Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, IGIAX returned 15.68%/yr vs 15.16%/yr for BKTSX. Their correlation of 0.94 suggests significant overlap in exposure. IGIAX charges 1.24%/yr vs 0.02%/yr for BKTSX.
Performance
IGIAX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, IGIAX achieves a 24.37% return, which is significantly higher than BKTSX's 8.63% return. Both investments have delivered pretty close results over the past 10 years, with IGIAX having a 15.68% annualized return and BKTSX not far behind at 15.16%.
IGIAX
- 1D
- -2.16%
- 1M
- 2.02%
- YTD
- 24.37%
- 6M
- 22.65%
- 1Y
- 38.86%
- 3Y*
- 24.27%
- 5Y*
- 14.24%
- 10Y*
- 15.68%
BKTSX
- 1D
- -1.32%
- 1M
- -0.85%
- YTD
- 8.63%
- 6M
- 7.18%
- 1Y
- 22.45%
- 3Y*
- 20.59%
- 5Y*
- 12.00%
- 10Y*
- 15.16%
IGIAX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGIAX Integrity ESG Growth & Income Fund | 24.37% | 18.60% | 17.24% | 25.24% | -21.32% | 27.62% | 17.14% | 33.11% | -1.83% | 18.69% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 8.63% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between IGIAX and BKTSX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.94 |
The correlation between IGIAX and BKTSX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
IGIAX vs. BKTSX — Risk / Return Rank
IGIAX
BKTSX
IGIAX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| IGIAX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 5.96 | 2.70 | +3.26 |
| Martin ratioReturn relative to average drawdown | 20.74 | 12.02 | +8.72 |
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Drawdowns
IGIAX vs. BKTSX - Drawdown Comparison
The maximum IGIAX drawdown since its inception was -79.15%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for IGIAX and BKTSX.
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Drawdown Indicators
| IGIAX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.15% | -34.97% | -44.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.89% | -8.87% | +1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -19.58% | -19.29% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -24.98% | -5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | -34.97% | +3.78% |
Current DrawdownCurrent decline from peak | -2.78% | -2.77% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -33.28% | -4.51% | -28.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.99% | -0.01% |
Volatility
IGIAX vs. BKTSX - Volatility Comparison
Integrity ESG Growth & Income Fund (IGIAX) has a higher volatility of 6.66% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 4.89%. This indicates that IGIAX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGIAX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.66% | 4.89% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 10.04% | +3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 12.82% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 17.46% | +0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 18.42% | -0.26% |
IGIAX vs. BKTSX - Expense Ratio Comparison
IGIAX has a 1.24% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
IGIAX vs. BKTSX - Dividend Comparison
IGIAX's dividend yield for the trailing twelve months is around 2.91%, more than BKTSX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.07% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
IGIAX Integrity ESG Growth & Income Fund | 2.91% | 3.62% | 0.00% | 2.23% | 1.41% | 0.63% | 0.62% | 9.26% | 6.63% | 7.31% | 2.30% | 2.19% |
Frequently Asked Questions
With a correlation of 0.91, IGIAX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
IGIAX has higher volatility (6.66%) compared to BKTSX (4.89%). In terms of maximum drawdown, IGIAX dropped -79.15% vs BKTSX's -34.97%.
IGIAX currently has the higher Sharpe Ratio (2.57 vs 1.88), 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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