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MEMUX vs. IHFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEMUX vs. IHFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Maine Municipal Fund (MEMUX) and Integrity High Income Fund (IHFAX). The values are adjusted to include any dividend payments, if applicable.

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MEMUX vs. IHFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEMUX
Maine Municipal Fund
-0.46%2.89%-0.08%5.27%-10.30%-0.32%3.06%4.37%0.50%3.15%
IHFAX
Integrity High Income Fund
-1.31%8.27%7.72%10.95%-9.28%4.91%6.15%14.34%-2.06%7.22%

Returns By Period

In the year-to-date period, MEMUX achieves a -0.46% return, which is significantly higher than IHFAX's -1.31% return. Over the past 10 years, MEMUX has underperformed IHFAX with an annualized return of 0.48%, while IHFAX has yielded a comparatively higher 5.61% annualized return.


MEMUX

1D
0.22%
1M
-2.31%
YTD
-0.46%
6M
1.16%
1Y
3.50%
3Y*
1.80%
5Y*
-0.58%
10Y*
0.48%

IHFAX

1D
0.13%
1M
-1.82%
YTD
-1.31%
6M
-0.04%
1Y
6.01%
3Y*
7.50%
5Y*
3.69%
10Y*
5.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEMUX vs. IHFAX - Expense Ratio Comparison

MEMUX has a 0.98% expense ratio, which is lower than IHFAX's 0.99% expense ratio.


Return for Risk

MEMUX vs. IHFAX — Risk / Return Rank

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

MEMUX
MEMUX Risk / Return Rank: 3131
Overall Rank
MEMUX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MEMUX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MEMUX Omega Ratio Rank: 6666
Omega Ratio Rank
MEMUX Calmar Ratio Rank: 2222
Calmar Ratio Rank
MEMUX Martin Ratio Rank: 2424
Martin Ratio Rank

IHFAX
IHFAX Risk / Return Rank: 8787
Overall Rank
IHFAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IHFAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
IHFAX Omega Ratio Rank: 9090
Omega Ratio Rank
IHFAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
IHFAX Martin Ratio Rank: 9090
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.

MEMUX vs. IHFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Maine Municipal Fund (MEMUX) and Integrity High Income Fund (IHFAX). 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.


MEMUXIHFAXDifference

Sharpe ratio

Return per unit of total volatility

0.64

1.68

-1.04

Sortino ratio

Return per unit of downside risk

0.93

2.27

-1.35

Omega ratio

Gain probability vs. loss probability

1.25

1.40

-0.15

Calmar ratio

Return relative to maximum drawdown

0.67

2.17

-1.49

Martin ratio

Return relative to average drawdown

2.55

10.24

-7.70

MEMUX vs. IHFAX - Sharpe Ratio Comparison

The current MEMUX Sharpe Ratio is 0.64, which is lower than the IHFAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of MEMUX and IHFAX, 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


MEMUXIHFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.68

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.74

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.98

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.81

-0.29

Correlation

The correlation between MEMUX and IHFAX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MEMUX vs. IHFAX - Dividend Comparison

MEMUX's dividend yield for the trailing twelve months is around 2.78%, less than IHFAX's 4.84% yield.


TTM20252024202320222021202020192018201720162015
MEMUX
Maine Municipal Fund
2.78%3.01%2.87%2.35%1.98%1.72%1.81%2.40%2.36%2.45%2.43%2.06%
IHFAX
Integrity High Income Fund
4.84%4.99%5.34%5.16%4.79%3.41%4.43%5.21%5.48%5.14%5.16%5.17%

Drawdowns

MEMUX vs. IHFAX - Drawdown Comparison

The maximum MEMUX drawdown since its inception was -14.47%, smaller than the maximum IHFAX drawdown of -49.81%. Use the drawdown chart below to compare losses from any high point for MEMUX and IHFAX.


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Drawdown Indicators


MEMUXIHFAXDifference

Max Drawdown

Largest peak-to-trough decline

-14.47%

-49.81%

+35.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.28%

-2.80%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-14.47%

-13.49%

-0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-14.47%

-21.32%

+6.85%

Current Drawdown

Current decline from peak

-4.04%

-1.82%

-2.22%

Average Drawdown

Average peak-to-trough decline

-2.73%

-4.50%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

0.59%

+1.07%

Volatility

MEMUX vs. IHFAX - Volatility Comparison

The current volatility for Maine Municipal Fund (MEMUX) is 0.94%, while Integrity High Income Fund (IHFAX) has a volatility of 1.13%. This indicates that MEMUX experiences smaller price fluctuations and is considered to be less risky than IHFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEMUXIHFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.94%

1.13%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.54%

2.07%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

3.73%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.21%

5.05%

-0.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

5.75%

-1.94%