IGIAX vs. FDFIX

Last updated Aug 1, 2026

IGIAX (Integrity ESG Growth & Income Fund) and FDFIX (Fidelity Flex 500 Index Fund) are both Large Cap Blend Equities funds. Over the past 5 years, IGIAX returned 12.94%/yr vs 12.59%/yr for FDFIX. Their correlation of 0.94 means they have usually moved in the same direction. IGIAX charges 1.24%/yr vs 0.00%/yr for FDFIX.

Performance

IGIAX vs. FDFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integrity ESG Growth & Income Fund (IGIAX) and Fidelity Flex 500 Index Fund (FDFIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGIAX achieves a 21.87% return, which is significantly higher than FDFIX's 9.08% return.

IGIAX

• 1D: 2.20%
• 1M: -2.65%
• 6M: 18.01%
• YTD: 21.87%
• 1Y: 32.73%
• 3Y*: 21.08%
• 5Y*: 12.94%
• 10Y*: 14.82%
• ALL TIME*: 10.41%

FDFIX

• 1D: 1.70%
• 1M: -0.67%
• 6M: 7.78%
• YTD: 9.08%
• 1Y: 20.10%
• 3Y*: 18.85%
• 5Y*: 12.59%
• 10Y*: —
• ALL TIME*: 14.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FDFIX Fidelity Flex 500 Index Fund	$0.00	$0.00	$0.00
IGIAX Integrity ESG Growth & Income Fund	$0.00	$0.00	$0.00

IGIAX vs. FDFIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGIAX Integrity ESG Growth & Income Fund	21.87%	18.60%	17.24%	25.24%	-21.32%	27.62%	17.14%	33.11%	-1.83%	13.12%
FDFIX Fidelity Flex 500 Index Fund	9.08%	17.59%	25.06%	26.27%	-18.10%	28.69%	18.46%	31.47%	-4.45%	14.41%

Correlation

The correlation between IGIAX and FDFIX is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.91
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (All Time) Calculated using the full available price history since Mar 9, 2017	0.94

The correlation between IGIAX and FDFIX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

Return for Risk

IGIAX vs. FDFIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IGIAX

IGIAX Risk / Return Rank: 80
IGIAX Sharpe Ratio Rank: 76
IGIAX Sortino Ratio Rank: 73
IGIAX Omega Ratio Rank: 68
IGIAX Calmar Ratio Rank: 93
IGIAX Martin Ratio Rank: 91

FDFIX

FDFIX Risk / Return Rank: 59
FDFIX Sharpe Ratio Rank: 56
FDFIX Sortino Ratio Rank: 53
FDFIX Omega Ratio Rank: 54
FDFIX Calmar Ratio Rank: 61
FDFIX Martin Ratio Rank: 70

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IGIAX vs. FDFIX - Risk-Adjusted Trends 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.

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	FDFIX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.38	+0.38
Sortino ratio: Return per unit of downside risk	2.47	1.93	+0.55
Omega ratio: Gain probability vs. loss probability	1.30	1.25	+0.05
Calmar ratio: Return relative to maximum drawdown	3.77	1.99	+1.78
Martin ratio: Return relative to average drawdown	12.92	8.36	+4.56

IGIAX vs. FDFIX - Sharpe Ratio Comparison

The current IGIAX Sharpe Ratio is 1.76, which is comparable to the FDFIX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IGIAX and FDFIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IGIAX vs. FDFIX - Drawdown Comparison

The maximum IGIAX drawdown since its inception was -79.15%, 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.

Drawdown Indicators

	IGIAX	FDFIX	Difference
Max Drawdown Largest peak-to-trough decline	-79.15%	-33.77%	-45.38%
Max Drawdown (1Y) Largest decline over 1 year	-7.97%	-8.99%	+1.02%
Max Drawdown (3Y) Largest decline over 3 years	-19.58%	-18.76%	-0.82%
Max Drawdown (5Y) Largest decline over 5 years	-30.18%	-24.51%	-5.67%
Max Drawdown (10Y) Largest decline over 10 years	-31.19%	—	—
Current Drawdown Current decline from peak	-5.94%	-2.20%	-3.74%
Average Drawdown Average peak-to-trough decline	-33.19%	-4.53%	-28.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	2.14%	+0.18%

Volatility

IGIAX vs. FDFIX - Volatility Comparison

Integrity ESG Growth & Income Fund (IGIAX) has a higher volatility of 5.29% compared to Fidelity Flex 500 Index Fund (FDFIX) at 3.50%. This indicates that IGIAX's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGIAX	FDFIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	3.50%	+1.79%
Volatility (6M) Calculated over the trailing 6-month period	14.11%	10.20%	+3.91%
Volatility (1Y) Calculated over the trailing 1-year period	17.07%	13.02%	+4.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.45%	17.07%	+1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.23%	18.53%	-0.30%

IGIAX vs. FDFIX - Expense Ratio Comparison

IGIAX has a 1.24% expense ratio, which is higher than FDFIX's 0.00% expense ratio.

Dividends

IGIAX vs. FDFIX - Dividend Comparison

IGIAX's dividend yield for the trailing twelve months is around 2.97%, more than FDFIX's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDFIX Fidelity Flex 500 Index Fund	1.07%	1.11%	1.26%	1.48%	1.70%	1.27%	1.52%	1.78%	2.16%	0.50%	0.00%	0.00%
IGIAX Integrity ESG Growth & Income Fund	2.97%	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

Can I hold both IGIAX and FDFIX in my portfolio?

IGIAX and FDFIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGIAX or FDFIX?

IGIAX has higher volatility (5.29%) compared to FDFIX (3.50%). In terms of maximum drawdown, IGIAX dropped -79.15% vs FDFIX's -33.77%.

Which has better risk-adjusted returns?

IGIAX currently has the higher Sharpe Ratio (1.76 vs 1.38), 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.