LMVTX vs. IDIVX
Compare and contrast key facts about ClearBridge Value Trust (LMVTX) and Integrity Dividend Harvest Fund (IDIVX).
LMVTX is managed by Legg Mason. It was launched on Apr 16, 1982. IDIVX is managed by IntegrityVikingFunds. It was launched on May 1, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LMVTX or IDIVX.
Performance
LMVTX vs. IDIVX - Performance Comparison
Returns By Period
In the year-to-date period, LMVTX achieves a 21.49% return, which is significantly lower than IDIVX's 23.39% return. Over the past 10 years, LMVTX has underperformed IDIVX with an annualized return of 4.93%, while IDIVX has yielded a comparatively higher 7.49% annualized return.
LMVTX
21.49%
3.90%
11.62%
16.25%
5.27%
4.93%
IDIVX
23.39%
0.28%
12.67%
31.61%
9.86%
7.49%
Key characteristics
| LMVTX | IDIVX | |
|---|---|---|
| Sharpe Ratio | 1.06 | 3.13 |
| Sortino Ratio | 1.35 | 4.35 |
| Omega Ratio | 1.22 | 1.56 |
| Calmar Ratio | 0.64 | 5.47 |
| Martin Ratio | 4.15 | 23.32 |
| Ulcer Index | 4.04% | 1.37% |
| Daily Std Dev | 15.85% | 10.20% |
| Max Drawdown | -82.88% | -33.38% |
| Current Drawdown | -7.77% | -0.97% |
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LMVTX vs. IDIVX - Expense Ratio Comparison
LMVTX has a 1.74% expense ratio, which is higher than IDIVX's 0.95% expense ratio.
Correlation
The correlation between LMVTX and IDIVX is 0.80, 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
LMVTX vs. IDIVX - Risk-Adjusted Performance 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.
Dividends
LMVTX vs. IDIVX - Dividend Comparison
LMVTX's dividend yield for the trailing twelve months is around 0.51%, less than IDIVX's 2.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMVTX ClearBridge Value Trust | 0.51% | 0.62% | 0.39% | 0.00% | 0.19% | 0.00% | 0.00% | 0.00% | 0.10% | 0.00% | 0.00% | 0.25% |
IDIVX Integrity Dividend Harvest Fund | 2.68% | 3.13% | 3.08% | 2.94% | 3.42% | 3.21% | 3.44% | 2.81% | 2.71% | 3.05% | 2.82% | 2.82% |
Drawdowns
LMVTX vs. IDIVX - Drawdown Comparison
The maximum LMVTX drawdown since its inception was -82.88%, which is greater than IDIVX's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for LMVTX and IDIVX. For additional features, visit the drawdowns tool.
Volatility
LMVTX vs. IDIVX - Volatility Comparison
ClearBridge Value Trust (LMVTX) has a higher volatility of 4.53% compared to Integrity Dividend Harvest Fund (IDIVX) at 2.81%. 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.