IGIAX vs. YCGEX

Last updated Aug 5, 2026

IGIAX (Integrity ESG Growth & Income Fund) and YCGEX (YCG Enhanced Fund) are both Large Cap Blend Equities funds. Over the past 10 years, IGIAX returned 14.95%/yr vs 10.81%/yr for YCGEX. Their correlation of 0.81 means they have usually moved in the same direction. IGIAX charges 1.24%/yr vs 1.19%/yr for YCGEX.

Performance

IGIAX vs. YCGEX - Performance Comparison

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

Returns By Period

In the year-to-date period, IGIAX achieves a 23.36% return, which is significantly higher than YCGEX's -5.37% return. Over the past 10 years, IGIAX has outperformed YCGEX with an annualized return of 14.95%, while YCGEX has yielded a comparatively lower 10.81% annualized return.

IGIAX

• 1D: 1.37%
• 1M: -1.46%
• 6M: 19.83%
• YTD: 23.36%
• 1Y: 32.20%
• 3Y*: 22.51%
• 5Y*: 13.16%
• 10Y*: 14.95%
• ALL TIME*: 10.45%

YCGEX

• 1D: 0.76%
• 1M: 0.10%
• 6M: -1.22%
• YTD: -5.37%
• 1Y: -4.71%
• 3Y*: 5.68%
• 5Y*: 3.17%
• 10Y*: 10.81%
• ALL TIME*: 11.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IGIAX Integrity ESG Growth & Income Fund	$0.00	$0.00	$0.00
YCGEX YCG Enhanced Fund	$0.00	$0.00	$0.00

IGIAX vs. YCGEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IGIAX Integrity ESG Growth & Income Fund	23.36%	18.60%	17.24%	25.24%	-21.32%	27.62%	17.14%	33.11%	-1.83%	18.69%
YCGEX YCG Enhanced Fund	-5.37%	4.14%	11.99%	30.15%	-22.38%	27.32%	17.27%	41.20%	-3.25%	22.81%

Correlation

The correlation between IGIAX and YCGEX is 0.25, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.25
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (5Y) Shows whether the relationship held over a longer period.	0.75
Correlation (10Y) Provides a long-term view across more market conditions.	0.80
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.81

Over the past year, the correlation between IGIAX and YCGEX has dropped to 0.25 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

Return for Risk

IGIAX vs. YCGEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IGIAX

IGIAX Risk / Return Rank: 84
IGIAX Sharpe Ratio Rank: 82
IGIAX Sortino Ratio Rank: 79
IGIAX Omega Ratio Rank: 71
IGIAX Calmar Ratio Rank: 95
IGIAX Martin Ratio Rank: 93

YCGEX

YCGEX Risk / Return Rank: 2
YCGEX Sharpe Ratio Rank: 2
YCGEX Sortino Ratio Rank: 2
YCGEX Omega Ratio Rank: 2
YCGEX Calmar Ratio Rank: 2
YCGEX Martin Ratio Rank: 2

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IGIAX vs. YCGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Integrity ESG Growth & Income Fund (IGIAX) and YCG Enhanced Fund (YCGEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IGIAX	YCGEX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	-0.26	+2.29
Sortino ratio: Return per unit of downside risk	2.80	-0.27	+3.07
Omega ratio: Gain probability vs. loss probability	1.34	0.97	+0.37
Calmar ratio: Return relative to maximum drawdown	4.33	-0.24	+4.57
Martin ratio: Return relative to average drawdown	14.54	-0.53	+15.07

IGIAX vs. YCGEX - Sharpe Ratio Comparison

The current IGIAX Sharpe Ratio is 2.03, which is higher than the YCGEX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of IGIAX and YCGEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IGIAX vs. YCGEX - Drawdown Comparison

The maximum IGIAX drawdown since its inception was -79.15%, which is greater than YCGEX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for IGIAX and YCGEX.

Drawdown Indicators

	IGIAX	YCGEX	Difference
Max Drawdown Largest peak-to-trough decline	-79.15%	-35.90%	-43.25%
Max Drawdown (1Y) Largest decline over 1 year	-7.97%	-14.91%	+6.94%
Max Drawdown (3Y) Largest decline over 3 years	-19.58%	-15.96%	-3.62%
Max Drawdown (5Y) Largest decline over 5 years	-30.18%	-30.75%	+0.57%
Max Drawdown (10Y) Largest decline over 10 years	-31.19%	-35.90%	+4.71%
Current Drawdown Current decline from peak	-4.80%	-7.82%	+3.02%
Average Drawdown Average peak-to-trough decline	-33.18%	-4.58%	-28.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	6.71%	-4.34%

Volatility

IGIAX vs. YCGEX - Volatility Comparison

Integrity ESG Growth & Income Fund (IGIAX) and YCG Enhanced Fund (YCGEX) have volatilities of 5.05% and 5.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGIAX	YCGEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.05%	5.25%	-0.20%
Volatility (6M) Calculated over the trailing 6-month period	14.01%	11.44%	+2.57%
Volatility (1Y) Calculated over the trailing 1-year period	17.06%	13.70%	+3.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.45%	17.39%	+1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	18.02%	+0.22%

IGIAX vs. YCGEX - Expense Ratio Comparison

IGIAX has a 1.24% expense ratio, which is higher than YCGEX's 1.19% expense ratio.

Dividends

IGIAX vs. YCGEX - Dividend Comparison

IGIAX's dividend yield for the trailing twelve months is around 2.94%, less than YCGEX's 5.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGIAX Integrity ESG Growth & Income Fund	2.94%	3.62%	0.00%	2.23%	1.41%	0.63%	0.62%	9.26%	6.63%	7.31%	2.30%	2.19%
YCGEX YCG Enhanced Fund	5.20%	4.92%	4.31%	1.96%	0.00%	9.49%	0.00%	0.56%	3.53%	3.66%	3.38%	2.13%

Frequently Asked Questions

Can I hold both IGIAX and YCGEX in my portfolio?

IGIAX and YCGEX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IGIAX or YCGEX?

YCGEX has higher volatility (5.25%) compared to IGIAX (5.05%). In terms of maximum drawdown, IGIAX dropped -79.15% vs YCGEX's -35.90%.

Which has better risk-adjusted returns?

IGIAX currently has the higher Sharpe Ratio (2.03 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.