IGIAX vs. DFIEX
Compare and contrast key facts about Integrity ESG Growth & Income Fund (IGIAX) and DFA International Core Equity Portfolio I (DFIEX).
IGIAX is managed by IntegrityVikingFunds. It was launched on Jan 3, 1995. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
IGIAX vs. DFIEX - Performance Comparison
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IGIAX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGIAX Integrity ESG Growth & Income Fund | 1.29% | 18.60% | 17.24% | 25.24% | -21.32% | 27.62% | 17.14% | 33.11% | -1.83% | 18.69% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, IGIAX achieves a 1.29% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, IGIAX has outperformed DFIEX with an annualized return of 13.27%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
IGIAX
- 1D
- 3.18%
- 1M
- -2.18%
- YTD
- 1.29%
- 6M
- 3.44%
- 1Y
- 22.05%
- 3Y*
- 17.32%
- 5Y*
- 10.79%
- 10Y*
- 13.27%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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IGIAX vs. DFIEX - Expense Ratio Comparison
IGIAX has a 1.24% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
IGIAX vs. DFIEX — Risk / Return Rank
IGIAX
DFIEX
IGIAX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| IGIAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.95 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.74 | 2.55 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.39 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.57 | -0.72 |
Martin ratioReturn relative to average drawdown | 8.60 | 10.07 | -1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGIAX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.95 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.60 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.35 | +0.13 |
Correlation
The correlation between IGIAX and DFIEX is 0.76, 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
IGIAX vs. DFIEX - Dividend Comparison
IGIAX's dividend yield for the trailing twelve months is around 3.58%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGIAX Integrity ESG Growth & Income Fund | 3.58% | 3.62% | 0.00% | 2.23% | 1.41% | 0.63% | 0.62% | 9.26% | 6.63% | 7.31% | 2.30% | 2.19% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
IGIAX vs. DFIEX - Drawdown Comparison
The maximum IGIAX drawdown since its inception was -79.15%, which is greater than DFIEX's maximum drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for IGIAX and DFIEX.
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Drawdown Indicators
| IGIAX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.15% | -62.22% | -16.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -11.01% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -30.18% | -28.66% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -31.19% | -41.04% | +9.85% |
Current DrawdownCurrent decline from peak | -3.93% | -7.75% | +3.82% |
Average DrawdownAverage peak-to-trough decline | -33.52% | -12.26% | -21.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.81% | -0.08% |
Volatility
IGIAX vs. DFIEX - Volatility Comparison
The current volatility for Integrity ESG Growth & Income Fund (IGIAX) is 6.02%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that IGIAX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGIAX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 7.09% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 10.45% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 15.90% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 15.65% | +2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 16.35% | +1.63% |