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

Performance

IGIAX vs. PMYYX - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.30%
13.73%
IGIAX
PMYYX

Returns By Period

In the year-to-date period, IGIAX achieves a 24.27% return, which is significantly lower than PMYYX's 28.57% return. Both investments have delivered pretty close results over the past 10 years, with IGIAX having a 11.52% annualized return and PMYYX not far behind at 11.10%.


IGIAX

YTD

24.27%

1M

1.67%

6M

10.30%

1Y

30.72%

5Y (annualized)

13.75%

10Y (annualized)

11.52%

PMYYX

YTD

28.57%

1M

3.27%

6M

13.73%

1Y

32.39%

5Y (annualized)

12.84%

10Y (annualized)

11.10%

Key characteristics


IGIAXPMYYX
Sharpe Ratio2.282.63
Sortino Ratio3.183.49
Omega Ratio1.411.49
Calmar Ratio3.383.05
Martin Ratio13.1217.21
Ulcer Index2.34%1.88%
Daily Std Dev13.48%12.30%
Max Drawdown-43.45%-35.25%
Current Drawdown-0.66%-0.80%

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IGIAX vs. PMYYX - Expense Ratio Comparison

IGIAX has a 1.24% expense ratio, which is higher than PMYYX's 0.71% expense ratio.


IGIAX
Integrity ESG Growth & Income Fund
Expense ratio chart for IGIAX: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%
Expense ratio chart for PMYYX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Correlation

-0.50.00.51.00.9

The correlation between IGIAX and PMYYX is 0.93, 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. PMYYX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) and Putnam Multi-Cap Core Fund (PMYYX). 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.


Sharpe ratio
The chart of Sharpe ratio for IGIAX, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.005.002.282.63
The chart of Sortino ratio for IGIAX, currently valued at 3.18, compared to the broader market0.005.0010.003.183.49
The chart of Omega ratio for IGIAX, currently valued at 1.41, compared to the broader market1.002.003.004.001.411.49
The chart of Calmar ratio for IGIAX, currently valued at 3.38, compared to the broader market0.005.0010.0015.0020.003.383.05
The chart of Martin ratio for IGIAX, currently valued at 13.12, compared to the broader market0.0020.0040.0060.0080.00100.0013.1217.21
IGIAX
PMYYX

The current IGIAX Sharpe Ratio is 2.28, which is comparable to the PMYYX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of IGIAX and PMYYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.28
2.63
IGIAX
PMYYX

Dividends

IGIAX vs. PMYYX - Dividend Comparison

IGIAX's dividend yield for the trailing twelve months is around 0.54%, less than PMYYX's 0.74% yield.


TTM20232022202120202019201820172016201520142013
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%
PMYYX
Putnam Multi-Cap Core Fund
0.74%0.95%0.32%0.99%1.07%1.74%0.00%1.44%1.21%2.29%2.15%10.12%

Drawdowns

IGIAX vs. PMYYX - Drawdown Comparison

The maximum IGIAX drawdown since its inception was -43.45%, which is greater than PMYYX's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for IGIAX and PMYYX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.66%
-0.80%
IGIAX
PMYYX

Volatility

IGIAX vs. PMYYX - Volatility Comparison

The current volatility for Integrity ESG Growth & Income Fund (IGIAX) is 3.59%, while Putnam Multi-Cap Core Fund (PMYYX) has a volatility of 4.20%. This indicates that IGIAX experiences smaller price fluctuations and is considered to be less risky than PMYYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.59%
4.20%
IGIAX
PMYYX