LOMAX vs. IDIVX

Last updated Jun 25, 2026

LOMAX (Edgar Lomax Value Fund) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 10 years, LOMAX returned 10.96%/yr vs 11.69%/yr for IDIVX. Their correlation of 0.89 suggests significant overlap in exposure. LOMAX charges 0.70%/yr vs 0.95%/yr for IDIVX.

Performance

LOMAX vs. IDIVX - Performance Comparison

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

Returns By Period

In the year-to-date period, LOMAX achieves a 11.49% return, which is significantly lower than IDIVX's 16.27% return. Over the past 10 years, LOMAX has underperformed IDIVX with an annualized return of 10.96%, while IDIVX has yielded a comparatively higher 11.69% annualized return.

LOMAX

• 1D: 0.73%
• 1M: 0.67%
• YTD: 11.49%
• 6M: 10.39%
• 1Y: 24.46%
• 3Y*: 16.99%
• 5Y*: 10.48%
• 10Y*: 10.96%

IDIVX

• 1D: 0.48%
• 1M: 1.34%
• YTD: 16.27%
• 6M: 15.13%
• 1Y: 30.87%
• 3Y*: 21.40%
• 5Y*: 14.73%
• 10Y*: 11.69%

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

LOMAX vs. IDIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOMAX Edgar Lomax Value Fund	11.49%	18.09%	10.29%	5.19%	-0.46%	25.80%	-5.77%	23.27%	-3.31%	19.52%
IDIVX Integrity Dividend Harvest Fund	16.27%	17.39%	21.13%	5.06%	2.13%	24.10%	-1.04%	22.97%	-5.19%	11.10%

Correlation

The correlation between LOMAX and IDIVX is 0.76, 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since May 1, 2012	0.89

The correlation between LOMAX and IDIVX shifts across timeframes, from 0.76 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LOMAX vs. IDIVX — Risk / Return Rank

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

LOMAX

LOMAX Risk / Return Rank: 87
LOMAX Sharpe Ratio Rank: 86
LOMAX Sortino Ratio Rank: 86
LOMAX Omega Ratio Rank: 74
LOMAX Calmar Ratio Rank: 95
LOMAX Martin Ratio Rank: 92

IDIVX

IDIVX Risk / Return Rank: 94
IDIVX Sharpe Ratio Rank: 96
IDIVX Sortino Ratio Rank: 95
IDIVX Omega Ratio Rank: 88
IDIVX Calmar Ratio Rank: 96
IDIVX Martin Ratio Rank: 97

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.

LOMAX vs. IDIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Edgar Lomax Value Fund (LOMAX) 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.

	LOMAX	IDIVX	Difference
Sharpe ratio: Return per unit of total volatility	2.53	3.19	-0.66
Sortino ratio: Return per unit of downside risk	3.71	4.71	-1.00
Omega ratio: Gain probability vs. loss probability	1.43	1.58	-0.15
Calmar ratio: Return relative to maximum drawdown	5.19	5.55	-0.35
Martin ratio: Return relative to average drawdown	16.88	23.85	-6.97

LOMAX vs. IDIVX - Sharpe Ratio Comparison

The current LOMAX Sharpe Ratio is 2.53, which is comparable to the IDIVX Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of LOMAX and IDIVX, 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

LOMAX vs. IDIVX - Drawdown Comparison

The maximum LOMAX drawdown since its inception was -57.82%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for LOMAX and IDIVX.

Drawdown Indicators

	LOMAX	IDIVX	Difference
Max Drawdown Largest peak-to-trough decline	-57.82%	-31.64%	-26.18%
Max Drawdown (1Y) Largest decline over 1 year	-4.86%	-5.72%	+0.86%
Max Drawdown (3Y) Largest decline over 3 years	-11.93%	-15.37%	+3.44%
Max Drawdown (5Y) Largest decline over 5 years	-17.50%	-16.34%	-1.16%
Max Drawdown (10Y) Largest decline over 10 years	-37.81%	-31.64%	-6.17%
Current Drawdown Current decline from peak	-1.59%	-0.43%	-1.16%
Average Drawdown Average peak-to-trough decline	-9.38%	-3.35%	-6.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	1.33%	+0.16%

Volatility

LOMAX vs. IDIVX - Volatility Comparison

Edgar Lomax Value Fund (LOMAX) and Integrity Dividend Harvest Fund (IDIVX) have volatilities of 3.42% and 3.45%, 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

	LOMAX	IDIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	3.45%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	7.22%	7.63%	-0.41%
Volatility (1Y) Calculated over the trailing 1-year period	9.98%	9.94%	+0.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.22%	13.96%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.50%	14.94%	+1.56%

LOMAX vs. IDIVX - Expense Ratio Comparison

LOMAX has a 0.70% expense ratio, which is lower than IDIVX's 0.95% expense ratio.

Dividends

LOMAX vs. IDIVX - Dividend Comparison

LOMAX's dividend yield for the trailing twelve months is around 5.68%, less than IDIVX's 6.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDIVX Integrity Dividend Harvest Fund	6.33%	7.19%	8.89%	3.13%	3.59%	2.83%	3.67%	7.27%	10.21%	8.31%	1.11%	0.00%
LOMAX Edgar Lomax Value Fund	5.68%	6.34%	6.27%	4.66%	7.73%	5.11%	12.52%	2.16%	15.97%	8.80%	2.68%	15.54%

Frequently Asked Questions

Can I hold both LOMAX and IDIVX in my portfolio?

LOMAX and IDIVX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOMAX or IDIVX?

IDIVX has higher volatility (3.45%) compared to LOMAX (3.42%). In terms of maximum drawdown, LOMAX dropped -57.82% vs IDIVX's -31.64%.

Which has better risk-adjusted returns?

IDIVX currently has the higher Sharpe Ratio (3.19 vs 2.53), 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.