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IGIAX vs. FSPSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGIAX and FSPSX is -0.32. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

IGIAX vs. FSPSX - Performance Comparison

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

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Key characteristics

Daily Std Dev

IGIAX:

11.57%

FSPSX:

16.73%

Max Drawdown

IGIAX:

-0.81%

FSPSX:

-33.69%

Current Drawdown

IGIAX:

0.00%

FSPSX:

-0.89%

Returns By Period


IGIAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSPSX

YTD

13.04%

1M

8.15%

6M

9.51%

1Y

10.01%

5Y*

12.13%

10Y*

5.46%

*Annualized

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IGIAX vs. FSPSX - Expense Ratio Comparison

IGIAX has a 1.24% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Risk-Adjusted Performance

IGIAX vs. FSPSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGIAX
The Risk-Adjusted Performance Rank of IGIAX is 4141
Overall Rank
The Sharpe Ratio Rank of IGIAX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of IGIAX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of IGIAX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of IGIAX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of IGIAX is 4242
Martin Ratio Rank

FSPSX
The Risk-Adjusted Performance Rank of FSPSX is 7070
Overall Rank
The Sharpe Ratio Rank of FSPSX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPSX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FSPSX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of FSPSX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FSPSX is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGIAX vs. FSPSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) and Fidelity International Index Fund (FSPSX). 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.



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Dividends

IGIAX vs. FSPSX - Dividend Comparison

IGIAX's dividend yield for the trailing twelve months is around 0.49%, less than FSPSX's 2.56% yield.


TTM20242023202220212020201920182017201620152014
IGIAX
Integrity ESG Growth & Income Fund
0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
2.56%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%

Drawdowns

IGIAX vs. FSPSX - Drawdown Comparison

The maximum IGIAX drawdown since its inception was -0.81%, smaller than the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for IGIAX and FSPSX. For additional features, visit the drawdowns tool.


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Volatility

IGIAX vs. FSPSX - Volatility Comparison


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