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.
Performance
IGIAX vs. FDFIX - Performance Comparison
Returns By Period
In the year-to-date period, IGIAX achieves a 24.27% return, which is significantly lower than FDFIX's 26.73% return.
IGIAX
24.27%
1.67%
10.30%
30.72%
13.75%
11.52%
FDFIX
26.73%
3.11%
13.31%
32.85%
15.78%
N/A
Key characteristics
| IGIAX | FDFIX | |
|---|---|---|
| Sharpe Ratio | 2.28 | 2.68 |
| Sortino Ratio | 3.18 | 3.57 |
| Omega Ratio | 1.41 | 1.50 |
| Calmar Ratio | 3.38 | 3.90 |
| Martin Ratio | 13.12 | 17.51 |
| Ulcer Index | 2.34% | 1.88% |
| Daily Std Dev | 13.48% | 12.27% |
| Max Drawdown | -43.45% | -33.77% |
| Current Drawdown | -0.66% | -0.47% |
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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.
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.
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
The current volatility for Integrity ESG Growth & Income Fund (IGIAX) is 3.59%, while Fidelity Flex 500 Index Fund (FDFIX) has a volatility of 3.94%. This indicates that IGIAX experiences smaller price fluctuations and is considered to be less risky than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.