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OKMUX vs. ICPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OKMUX vs. ICPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oklahoma Municipal Fund (OKMUX) and Integrity Mid-North American Resources Fund (ICPAX). The values are adjusted to include any dividend payments, if applicable.

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OKMUX vs. ICPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OKMUX
Oklahoma Municipal Fund
-0.62%4.78%-0.51%4.94%-10.69%0.90%3.74%6.00%0.53%3.93%
ICPAX
Integrity Mid-North American Resources Fund
28.99%18.11%17.52%-1.37%29.10%32.79%-24.34%14.25%-30.97%-7.51%

Returns By Period

In the year-to-date period, OKMUX achieves a -0.62% return, which is significantly lower than ICPAX's 28.99% return. Over the past 10 years, OKMUX has underperformed ICPAX with an annualized return of 1.03%, while ICPAX has yielded a comparatively higher 8.47% annualized return.


OKMUX

1D
0.19%
1M
-2.33%
YTD
-0.62%
6M
1.35%
1Y
4.31%
3Y*
2.00%
5Y*
-0.17%
10Y*
1.03%

ICPAX

1D
0.00%
1M
2.18%
YTD
28.99%
6M
28.25%
1Y
48.78%
3Y*
23.81%
5Y*
19.52%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OKMUX vs. ICPAX - Expense Ratio Comparison

OKMUX has a 0.98% expense ratio, which is lower than ICPAX's 1.50% expense ratio.


Return for Risk

OKMUX vs. ICPAX — Risk / Return Rank

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

OKMUX
OKMUX Risk / Return Rank: 3333
Overall Rank
OKMUX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
OKMUX Sortino Ratio Rank: 2323
Sortino Ratio Rank
OKMUX Omega Ratio Rank: 7070
Omega Ratio Rank
OKMUX Calmar Ratio Rank: 2222
Calmar Ratio Rank
OKMUX Martin Ratio Rank: 2323
Martin Ratio Rank

ICPAX
ICPAX Risk / Return Rank: 9292
Overall Rank
ICPAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ICPAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
ICPAX Omega Ratio Rank: 9191
Omega Ratio Rank
ICPAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICPAX Martin Ratio Rank: 9595
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.

OKMUX vs. ICPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oklahoma Municipal Fund (OKMUX) and Integrity Mid-North American Resources Fund (ICPAX). 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.


OKMUXICPAXDifference

Sharpe ratio

Return per unit of total volatility

0.74

2.16

-1.42

Sortino ratio

Return per unit of downside risk

1.06

2.62

-1.56

Omega ratio

Gain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratio

Return relative to maximum drawdown

0.85

2.87

-2.02

Martin ratio

Return relative to average drawdown

3.20

14.03

-10.83

OKMUX vs. ICPAX - Sharpe Ratio Comparison

The current OKMUX Sharpe Ratio is 0.74, which is lower than the ICPAX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of OKMUX and ICPAX, 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


OKMUXICPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

2.16

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.77

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.29

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.09

+0.52

Correlation

The correlation between OKMUX and ICPAX is -0.09. 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

OKMUX vs. ICPAX - Dividend Comparison

OKMUX's dividend yield for the trailing twelve months is around 2.95%, more than ICPAX's 0.35% yield.


TTM20252024202320222021202020192018201720162015
OKMUX
Oklahoma Municipal Fund
2.95%3.18%3.01%2.32%1.85%1.39%1.73%2.55%2.41%2.47%2.43%2.22%
ICPAX
Integrity Mid-North American Resources Fund
0.35%0.60%1.07%1.50%1.24%1.26%1.95%1.56%0.60%0.08%0.17%0.72%

Drawdowns

OKMUX vs. ICPAX - Drawdown Comparison

The maximum OKMUX drawdown since its inception was -16.68%, smaller than the maximum ICPAX drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for OKMUX and ICPAX.


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Drawdown Indicators


OKMUXICPAXDifference

Max Drawdown

Largest peak-to-trough decline

-16.68%

-84.49%

+67.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-17.41%

+11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-26.18%

+10.79%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

-71.43%

+56.04%

Current Drawdown

Current decline from peak

-3.30%

-12.13%

+8.83%

Average Drawdown

Average peak-to-trough decline

-2.53%

-49.74%

+47.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

3.57%

-1.94%

Volatility

OKMUX vs. ICPAX - Volatility Comparison

The current volatility for Oklahoma Municipal Fund (OKMUX) is 1.06%, while Integrity Mid-North American Resources Fund (ICPAX) has a volatility of 4.84%. This indicates that OKMUX experiences smaller price fluctuations and is considered to be less risky than ICPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OKMUXICPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

4.84%

-3.78%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

12.63%

-10.98%

Volatility (1Y)

Calculated over the trailing 1-year period

6.29%

23.56%

-17.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

25.55%

-21.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.13%

28.84%

-24.71%