IGIAX vs. FDFIX
Compare and contrast key facts about Integrity ESG Growth & Income Fund (IGIAX) and Fidelity Flex 500 Index Fund (FDFIX).
IGIAX is managed by IntegrityVikingFunds. It was launched on Jan 3, 1995. FDFIX is managed by Fidelity. It was launched on Mar 9, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGIAX or FDFIX.
Key characteristics
| IGIAX | FDFIX | |
|---|---|---|
| YTD Return | 24.39% | 26.68% |
| 1Y Return | 36.23% | 38.27% |
| 3Y Return (Ann) | 7.68% | 10.00% |
| 5Y Return (Ann) | 13.87% | 15.92% |
| Sharpe Ratio | 2.69 | 3.09 |
| Sortino Ratio | 3.71 | 4.12 |
| Omega Ratio | 1.49 | 1.58 |
| Calmar Ratio | 3.34 | 4.56 |
| Martin Ratio | 15.70 | 20.62 |
| Ulcer Index | 2.33% | 1.86% |
| Daily Std Dev | 13.61% | 12.43% |
| Max Drawdown | -43.45% | -33.77% |
| Current Drawdown | -0.56% | 0.00% |
Correlation
The correlation between IGIAX and FDFIX is 0.95, 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.
Performance
IGIAX vs. FDFIX - Performance Comparison
In the year-to-date period, IGIAX achieves a 24.39% return, which is significantly lower than FDFIX's 26.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IGIAX vs. FDFIX - Expense Ratio Comparison
IGIAX has a 1.24% expense ratio, which is higher than FDFIX's 0.00% expense ratio.
Risk-Adjusted Performance
IGIAX vs. FDFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) and Fidelity Flex 500 Index Fund (FDFIX). 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.
Dividends
IGIAX vs. FDFIX - Dividend Comparison
IGIAX's dividend yield for the trailing twelve months is around 0.54%, less than FDFIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGIAX Integrity ESG Growth & Income Fund | 0.54% | 0.67% | 0.54% | 0.09% | 0.60% | 1.39% | 0.66% | 1.08% | 1.46% | 0.79% | 0.67% | 0.37% |
FDFIX Fidelity Flex 500 Index Fund | 1.23% | 1.48% | 1.70% | 1.18% | 1.52% | 1.78% | 1.81% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IGIAX vs. FDFIX - Drawdown Comparison
The maximum IGIAX drawdown since its inception was -43.45%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for IGIAX and FDFIX. For additional features, visit the drawdowns tool.
Volatility
IGIAX vs. FDFIX - Volatility Comparison
Integrity ESG Growth & Income Fund (IGIAX) and Fidelity Flex 500 Index Fund (FDFIX) have volatilities of 3.84% and 3.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.