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KSMUX vs. IDIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KSMUX vs. IDIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kansas Municipal Fund (KSMUX) and Integrity Dividend Harvest Fund (IDIVX). The values are adjusted to include any dividend payments, if applicable.

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KSMUX vs. IDIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KSMUX
Kansas Municipal Fund
-0.42%3.35%-1.06%4.53%-9.55%0.19%4.69%5.59%0.79%3.65%
IDIVX
Integrity Dividend Harvest Fund
4.46%17.39%21.13%5.06%2.13%24.10%-1.04%22.97%-5.19%11.10%

Returns By Period

In the year-to-date period, KSMUX achieves a -0.42% return, which is significantly lower than IDIVX's 4.46% return. Over the past 10 years, KSMUX has underperformed IDIVX with an annualized return of 0.95%, while IDIVX has yielded a comparatively higher 10.72% annualized return.


KSMUX

1D
0.21%
1M
-2.47%
YTD
-0.42%
6M
1.57%
1Y
3.99%
3Y*
1.36%
5Y*
-0.46%
10Y*
0.95%

IDIVX

1D
-0.14%
1M
-4.22%
YTD
4.46%
6M
7.39%
1Y
19.42%
3Y*
16.52%
5Y*
13.08%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSMUX vs. IDIVX - Expense Ratio Comparison

KSMUX has a 0.98% expense ratio, which is higher than IDIVX's 0.95% expense ratio.


Return for Risk

KSMUX vs. IDIVX — Risk / Return Rank

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

KSMUX
KSMUX Risk / Return Rank: 3838
Overall Rank
KSMUX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KSMUX Sortino Ratio Rank: 3030
Sortino Ratio Rank
KSMUX Omega Ratio Rank: 7474
Omega Ratio Rank
KSMUX Calmar Ratio Rank: 2727
Calmar Ratio Rank
KSMUX Martin Ratio Rank: 2626
Martin Ratio Rank

IDIVX
IDIVX Risk / Return Rank: 8080
Overall Rank
IDIVX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IDIVX Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDIVX Omega Ratio Rank: 7979
Omega Ratio Rank
IDIVX Calmar Ratio Rank: 7575
Calmar Ratio Rank
IDIVX Martin Ratio Rank: 8383
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.

KSMUX vs. IDIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kansas Municipal Fund (KSMUX) and Integrity Dividend Harvest Fund (IDIVX). 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.


KSMUXIDIVXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.48

-0.71

Sortino ratio

Return per unit of downside risk

1.10

2.06

-0.96

Omega ratio

Gain probability vs. loss probability

1.28

1.30

-0.02

Calmar ratio

Return relative to maximum drawdown

0.80

1.74

-0.93

Martin ratio

Return relative to average drawdown

2.77

8.34

-5.56

KSMUX vs. IDIVX - Sharpe Ratio Comparison

The current KSMUX Sharpe Ratio is 0.76, which is lower than the IDIVX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of KSMUX and IDIVX, 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


KSMUXIDIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.48

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.95

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.72

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.70

-0.10

Correlation

The correlation between KSMUX and IDIVX is -0.06. 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

KSMUX vs. IDIVX - Dividend Comparison

KSMUX's dividend yield for the trailing twelve months is around 2.94%, less than IDIVX's 6.70% yield.


TTM20252024202320222021202020192018201720162015
KSMUX
Kansas Municipal Fund
2.94%3.13%2.76%2.33%2.00%1.64%1.83%2.70%2.75%2.93%2.88%2.57%
IDIVX
Integrity Dividend Harvest Fund
6.70%7.19%8.89%3.13%3.59%2.83%3.67%7.27%10.21%8.31%1.11%0.00%

Drawdowns

KSMUX vs. IDIVX - Drawdown Comparison

The maximum KSMUX drawdown since its inception was -14.61%, smaller than the maximum IDIVX drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for KSMUX and IDIVX.


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Drawdown Indicators


KSMUXIDIVXDifference

Max Drawdown

Largest peak-to-trough decline

-14.61%

-31.64%

+17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.86%

-11.36%

+5.50%

Max Drawdown (5Y)

Largest decline over 5 years

-13.96%

-16.34%

+2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-13.96%

-31.64%

+17.68%

Current Drawdown

Current decline from peak

-4.08%

-4.44%

+0.36%

Average Drawdown

Average peak-to-trough decline

-2.98%

-3.39%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.37%

-0.67%

Volatility

KSMUX vs. IDIVX - Volatility Comparison

The current volatility for Kansas Municipal Fund (KSMUX) is 1.00%, while Integrity Dividend Harvest Fund (IDIVX) has a volatility of 3.28%. This indicates that KSMUX experiences smaller price fluctuations and is considered to be less risky than IDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KSMUXIDIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

3.28%

-2.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

7.27%

-5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

6.07%

13.95%

-7.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.20%

13.89%

-9.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.95%

14.91%

-10.96%