LMVTX vs. IDIVX
LMVTX (ClearBridge Value Trust) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 10 years, LMVTX returned 11.59%/yr vs 11.42%/yr for IDIVX. A 0.80 correlation means they provide meaningful diversification when combined. LMVTX charges 1.74%/yr vs 0.95%/yr for IDIVX.
Performance
LMVTX vs. IDIVX - Performance Comparison
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Returns By Period
In the year-to-date period, LMVTX achieves a 11.13% return, which is significantly lower than IDIVX's 14.86% return. Both investments have delivered pretty close results over the past 10 years, with LMVTX having a 11.59% annualized return and IDIVX not far behind at 11.42%.
LMVTX
- 1D
- 0.65%
- 1M
- 1.12%
- YTD
- 11.13%
- 6M
- 10.08%
- 1Y
- 21.61%
- 3Y*
- 15.05%
- 5Y*
- 10.36%
- 10Y*
- 11.59%
IDIVX
- 1D
- 0.13%
- 1M
- 0.12%
- YTD
- 14.86%
- 6M
- 14.55%
- 1Y
- 30.60%
- 3Y*
- 19.79%
- 5Y*
- 14.86%
- 10Y*
- 11.42%
LMVTX vs. IDIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMVTX ClearBridge Value Trust | 11.13% | 9.80% | 14.22% | 18.80% | -7.00% | 26.93% | 10.63% | 26.25% | -13.50% | 13.76% |
IDIVX Integrity Dividend Harvest Fund | 14.86% | 17.39% | 21.13% | 5.06% | 2.13% | 24.10% | -1.04% | 22.97% | -5.19% | 11.10% |
Correlation
The correlation between LMVTX and IDIVX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.80 |
The correlation between LMVTX and IDIVX has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.
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Return for Risk
LMVTX vs. IDIVX — Risk / Return Rank
LMVTX
IDIVX
LMVTX vs. IDIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Value Trust (LMVTX) 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.
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.
| LMVTX | IDIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.56 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 5.40 | -2.58 |
| Martin ratioReturn relative to average drawdown | 10.63 | 23.25 | -12.61 |
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Drawdowns
LMVTX vs. IDIVX - Drawdown Comparison
The maximum LMVTX drawdown since its inception was -72.54%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for LMVTX and IDIVX.
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Drawdown Indicators
| LMVTX | IDIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.54% | -31.64% | -40.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -5.72% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.28% | -15.37% | -3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -16.34% | -4.45% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -31.64% | -8.83% |
Current DrawdownCurrent decline from peak | -0.73% | -1.64% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -11.95% | -3.35% | -8.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.33% | +0.75% |
Volatility
LMVTX vs. IDIVX - Volatility Comparison
ClearBridge Value Trust (LMVTX) has a higher volatility of 3.94% compared to Integrity Dividend Harvest Fund (IDIVX) at 3.49%. This indicates that LMVTX's price experiences larger fluctuations and is considered to be riskier 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
| LMVTX | IDIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.49% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 7.61% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 9.91% | +2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 13.97% | +3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 14.95% | +4.28% |
LMVTX vs. IDIVX - Expense Ratio Comparison
LMVTX has a 1.74% expense ratio, which is higher than IDIVX's 0.95% expense ratio.
Dividends
LMVTX vs. IDIVX - Dividend Comparison
LMVTX's dividend yield for the trailing twelve months is around 9.30%, more than IDIVX's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IDIVX Integrity Dividend Harvest Fund | 6.40% | 7.19% | 8.89% | 3.13% | 3.59% | 2.83% | 3.67% | 7.27% | 10.21% | 8.31% | 1.11% |
LMVTX ClearBridge Value Trust | 9.30% | 10.33% | 10.32% | 12.03% | 7.85% | 18.06% | 5.41% | 0.00% | 1.34% | 0.00% | 0.10% |
Frequently Asked Questions
LMVTX and IDIVX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LMVTX has higher volatility (3.94%) compared to IDIVX (3.49%). In terms of maximum drawdown, LMVTX dropped -72.54% vs IDIVX's -31.64%.
IDIVX currently has the higher Sharpe Ratio (3.11 vs 1.76), 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.
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