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IGIAX vs. VSTSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGIAX vs. VSTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Integrity ESG Growth & Income Fund (IGIAX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). The values are adjusted to include any dividend payments, if applicable.

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IGIAX vs. VSTSX - 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%17.74%
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
-6.74%17.16%23.27%26.54%-19.49%25.75%21.02%30.81%-5.15%20.21%

Returns By Period

In the year-to-date period, IGIAX achieves a -1.83% return, which is significantly higher than VSTSX's -6.74% 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%

VSTSX

1D
-0.46%
1M
-7.71%
YTD
-6.74%
6M
-4.45%
1Y
14.80%
3Y*
16.73%
5Y*
10.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGIAX vs. VSTSX - Expense Ratio Comparison

IGIAX has a 1.24% expense ratio, which is higher than VSTSX's 0.01% expense ratio.


Return for Risk

IGIAX vs. VSTSX — 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

VSTSX
VSTSX Risk / Return Rank: 4646
Overall Rank
VSTSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VSTSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VSTSX Omega Ratio Rank: 4949
Omega Ratio Rank
VSTSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VSTSX Martin Ratio Rank: 5353
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. VSTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.


IGIAXVSTSXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.84

+0.18

Sortino ratio

Return per unit of downside risk

1.55

1.30

+0.25

Omega ratio

Gain probability vs. loss probability

1.21

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.37

1.05

+0.32

Martin ratio

Return relative to average drawdown

6.40

5.10

+1.30

IGIAX vs. VSTSX - Sharpe Ratio Comparison

The current IGIAX Sharpe Ratio is 1.02, which is comparable to the VSTSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IGIAX and VSTSX, 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


IGIAXVSTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.84

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.59

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.70

-0.23

Correlation

The correlation between IGIAX and VSTSX is 0.94, 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.


Dividends

IGIAX vs. VSTSX - Dividend Comparison

IGIAX's dividend yield for the trailing twelve months is around 3.69%, more than VSTSX's 1.23% 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%
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
1.23%1.13%1.27%1.43%1.67%1.23%1.44%1.79%2.07%1.74%0.00%0.00%

Drawdowns

IGIAX vs. VSTSX - Drawdown Comparison

The maximum IGIAX drawdown since its inception was -79.15%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for IGIAX and VSTSX.


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Drawdown Indicators


IGIAXVSTSXDifference

Max Drawdown

Largest peak-to-trough decline

-79.15%

-34.97%

-44.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.69%

-12.41%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-25.35%

-4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-6.89%

-8.92%

+2.03%

Average Drawdown

Average peak-to-trough decline

-33.53%

-4.97%

-28.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

2.56%

+0.16%

Volatility

IGIAX vs. VSTSX - Volatility Comparison

Integrity ESG Growth & Income Fund (IGIAX) has a higher volatility of 5.02% compared to Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) at 4.40%. This indicates that IGIAX's price experiences larger fluctuations and is considered to be riskier than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIAXVSTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

4.40%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.29%

9.33%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.48%

18.42%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

17.33%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

18.84%

-0.89%