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IGIAX vs. MEMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGIAX vs. MEMUX - Performance Comparison

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

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IGIAX vs. MEMUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIAX
Integrity ESG Growth & Income Fund
-1.83%18.60%17.24%25.24%-21.32%27.62%17.14%33.11%-1.83%18.69%
MEMUX
Maine Municipal Fund
-0.46%2.89%-0.08%5.27%-10.30%-0.32%3.06%4.37%0.50%3.15%

Returns By Period

In the year-to-date period, IGIAX achieves a -1.83% return, which is significantly lower than MEMUX's -0.46% return. Over the past 10 years, IGIAX has outperformed MEMUX with an annualized return of 12.92%, while MEMUX has yielded a comparatively lower 0.48% annualized return.


IGIAX

1D
-0.82%
1M
-4.80%
YTD
-1.83%
6M
1.13%
1Y
18.75%
3Y*
16.10%
5Y*
10.34%
10Y*
12.92%

MEMUX

1D
0.22%
1M
-2.31%
YTD
-0.46%
6M
1.16%
1Y
3.50%
3Y*
1.80%
5Y*
-0.58%
10Y*
0.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGIAX vs. MEMUX - Expense Ratio Comparison

IGIAX has a 1.24% expense ratio, which is higher than MEMUX's 0.98% expense ratio.


Return for Risk

IGIAX vs. MEMUX — Risk / Return Rank

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

IGIAX
IGIAX Risk / Return Rank: 5959
Overall Rank
IGIAX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGIAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
IGIAX Omega Ratio Rank: 5454
Omega Ratio Rank
IGIAX Calmar Ratio Rank: 5959
Calmar Ratio Rank
IGIAX Martin Ratio Rank: 6767
Martin Ratio Rank

MEMUX
MEMUX Risk / Return Rank: 3131
Overall Rank
MEMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MEMUX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MEMUX Omega Ratio Rank: 6666
Omega Ratio Rank
MEMUX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MEMUX Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGIAX vs. MEMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) and Maine Municipal Fund (MEMUX). 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.


IGIAXMEMUXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.64

+0.38

Sortino ratio

Return per unit of downside risk

1.55

0.93

+0.62

Omega ratio

Gain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratio

Return relative to maximum drawdown

1.37

0.67

+0.70

Martin ratio

Return relative to average drawdown

6.40

2.55

+3.85

IGIAX vs. MEMUX - Sharpe Ratio Comparison

The current IGIAX Sharpe Ratio is 1.02, which is higher than the MEMUX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IGIAX and MEMUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IGIAXMEMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.64

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

-0.14

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.13

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.52

-0.05

Correlation

The correlation between IGIAX and MEMUX is -0.07. 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.


Dividends

IGIAX vs. MEMUX - Dividend Comparison

IGIAX's dividend yield for the trailing twelve months is around 3.69%, more than MEMUX's 2.78% yield.


TTM20252024202320222021202020192018201720162015
IGIAX
Integrity ESG Growth & Income Fund
3.69%3.62%0.00%2.23%1.41%0.63%0.62%9.26%6.63%7.31%2.30%2.19%
MEMUX
Maine Municipal Fund
2.78%3.01%2.87%2.35%1.98%1.72%1.81%2.40%2.36%2.45%2.43%2.06%

Drawdowns

IGIAX vs. MEMUX - Drawdown Comparison

The maximum IGIAX drawdown since its inception was -79.15%, which is greater than MEMUX's maximum drawdown of -14.47%. Use the drawdown chart below to compare losses from any high point for IGIAX and MEMUX.


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Drawdown Indicators


IGIAXMEMUXDifference

Max Drawdown

Largest peak-to-trough decline

-79.15%

-14.47%

-64.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-6.28%

-6.41%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-14.47%

-15.71%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

-14.47%

-16.72%

Current Drawdown

Current decline from peak

-6.89%

-4.04%

-2.85%

Average Drawdown

Average peak-to-trough decline

-33.53%

-2.73%

-30.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

1.66%

+1.06%

Volatility

IGIAX vs. MEMUX - Volatility Comparison

Integrity ESG Growth & Income Fund (IGIAX) has a higher volatility of 5.02% compared to Maine Municipal Fund (MEMUX) at 0.94%. This indicates that IGIAX's price experiences larger fluctuations and is considered to be riskier than MEMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIAXMEMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

0.94%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

1.54%

+9.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

6.52%

+12.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

4.21%

+13.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

3.81%

+14.14%