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.
Key characteristics
| SAIFX | IDIVX | |
|---|---|---|
| YTD Return | 9.51% | 21.69% |
| 1Y Return | 23.49% | 38.02% |
| 3Y Return (Ann) | 6.39% | 11.88% |
| 5Y Return (Ann) | 10.82% | 11.10% |
| 10Y Return (Ann) | 9.14% | 9.44% |
| Sharpe Ratio | 2.51 | 3.78 |
| Sortino Ratio | 3.41 | 5.27 |
| Omega Ratio | 1.45 | 1.69 |
| Calmar Ratio | 3.55 | 3.89 |
| Martin Ratio | 12.65 | 30.37 |
| Ulcer Index | 1.97% | 1.31% |
| Daily Std Dev | 9.92% | 10.54% |
| Max Drawdown | -53.58% | -31.64% |
| Current Drawdown | -2.24% | -2.33% |
Correlation
The correlation between SAIFX and IDIVX is 0.88, 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.
Performance
SAIFX vs. IDIVX - Performance Comparison
In the year-to-date period, SAIFX achieves a 9.51% return, which is significantly lower than IDIVX's 21.69% return. Both investments have delivered pretty close results over the past 10 years, with SAIFX having a 9.14% annualized return and IDIVX not far ahead at 9.44%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SAIFX vs. IDIVX - Expense Ratio Comparison
SAIFX has a 0.56% expense ratio, which is lower than IDIVX's 0.95% expense ratio.
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 3.03%, more than IDIVX's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAIFX ClearBridge Large Cap Value Fund | 3.03% | 3.18% | 1.51% | 5.09% | 8.07% | 6.56% | 8.25% | 2.81% | 2.29% | 3.83% | 1.74% | 1.46% |
IDIVX Integrity Dividend Harvest Fund | 2.59% | 3.13% | 4.35% | 2.94% | 3.42% | 7.26% | 10.21% | 8.31% | 3.07% | 3.05% | 2.82% | 2.90% |
Drawdowns
SAIFX vs. IDIVX - Drawdown Comparison
The maximum SAIFX drawdown since its inception was -53.58%, which is greater than IDIVX's maximum drawdown of -31.64%. 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) and Integrity Dividend Harvest Fund (IDIVX) have volatilities of 2.49% and 2.46%, 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.