SAIFX vs. IDIVX
Compare and contrast key facts about ClearBridge Large Cap Value Fund (SAIFX) and Integrity Dividend Harvest Fund (IDIVX).
SAIFX is managed by Franklin Templeton. It was launched on May 29, 1958. 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: SAIFX or IDIVX.
Performance
SAIFX vs. IDIVX - Performance Comparison
Returns By Period
In the year-to-date period, SAIFX achieves a 14.01% return, which is significantly lower than IDIVX's 22.03% return. Over the past 10 years, SAIFX has underperformed IDIVX with an annualized return of 6.42%, while IDIVX has yielded a comparatively higher 7.35% annualized return.
SAIFX
14.01%
2.76%
8.32%
18.07%
7.26%
6.42%
IDIVX
22.03%
-1.22%
9.90%
30.49%
9.62%
7.35%
Key characteristics
| SAIFX | IDIVX | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.99 |
| Sortino Ratio | 2.51 | 4.16 |
| Omega Ratio | 1.32 | 1.54 |
| Calmar Ratio | 3.35 | 5.07 |
| Martin Ratio | 8.96 | 22.16 |
| Ulcer Index | 2.01% | 1.37% |
| Daily Std Dev | 10.32% | 10.15% |
| Max Drawdown | -56.29% | -33.38% |
| Current Drawdown | -1.08% | -2.06% |
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SAIFX vs. IDIVX - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is lower than IDIVX's 0.95% expense ratio.
Correlation
The correlation between SAIFX and IDIVX is 0.87, 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
SAIFX vs. IDIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Value Fund (SAIFX) 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
SAIFX vs. IDIVX - Dividend Comparison
SAIFX's dividend yield for the trailing twelve months is around 1.26%, less than IDIVX's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 1.26% | 1.35% | 1.35% | 1.07% | 1.55% | 1.78% | 1.91% | 1.47% | 1.56% | 2.30% | 1.74% | 1.46% |
IDIVX Integrity Dividend Harvest Fund | 2.71% | 3.13% | 3.08% | 2.94% | 3.42% | 3.21% | 3.44% | 2.81% | 2.71% | 3.05% | 2.82% | 2.82% |
Drawdowns
SAIFX vs. IDIVX - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -56.29%, which is greater than IDIVX's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for SAIFX and IDIVX. For additional features, visit the drawdowns tool.
Volatility
SAIFX vs. IDIVX - Volatility Comparison
ClearBridge Large Cap Value Fund (SAIFX) has a higher volatility of 4.30% compared to Integrity Dividend Harvest Fund (IDIVX) at 2.58%. This indicates that SAIFX'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.