SMVLX vs. IDIVX
SMVLX (Smead Value Fund) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 10 years, SMVLX returned 12.94%/yr vs 11.70%/yr for IDIVX. A 0.78 correlation means they provide meaningful diversification when combined. SMVLX charges 1.26%/yr vs 0.95%/yr for IDIVX.
Performance
SMVLX vs. IDIVX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with SMVLX having a 16.78% return and IDIVX slightly lower at 16.37%. Over the past 10 years, SMVLX has outperformed IDIVX with an annualized return of 12.94%, while IDIVX has yielded a comparatively lower 11.70% annualized return.
SMVLX
- 1D
- 1.14%
- 1M
- 2.89%
- YTD
- 16.78%
- 6M
- 15.63%
- 1Y
- 31.12%
- 3Y*
- 14.56%
- 5Y*
- 9.72%
- 10Y*
- 12.94%
IDIVX
- 1D
- 0.09%
- 1M
- 1.92%
- YTD
- 16.37%
- 6M
- 15.23%
- 1Y
- 31.89%
- 3Y*
- 21.43%
- 5Y*
- 14.65%
- 10Y*
- 11.70%
SMVLX vs. IDIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMVLX Smead Value Fund | 16.78% | 5.05% | 4.78% | 16.87% | -2.79% | 42.46% | 1.71% | 26.29% | -4.79% | 19.73% |
IDIVX Integrity Dividend Harvest Fund | 16.37% | 17.39% | 21.13% | 5.06% | 2.13% | 24.10% | -1.04% | 22.97% | -5.19% | 11.10% |
Correlation
The correlation between SMVLX and IDIVX is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.78 |
The correlation between SMVLX and IDIVX shifts across timeframes, from 0.68 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SMVLX vs. IDIVX — Risk / Return Rank
SMVLX
IDIVX
SMVLX vs. IDIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Smead Value Fund (SMVLX) 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.
| SMVLX | IDIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.57 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.13 | 5.45 | -0.32 |
| Martin ratioReturn relative to average drawdown | 14.76 | 23.42 | -8.66 |
Loading charts...
Drawdowns
SMVLX vs. IDIVX - Drawdown Comparison
The maximum SMVLX drawdown since its inception was -39.56%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for SMVLX and IDIVX.
Loading charts...
Drawdown Indicators
| SMVLX | IDIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.56% | -31.64% | -7.92% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -5.72% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -24.62% | -15.37% | -9.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.62% | -16.34% | -8.28% |
Max Drawdown (10Y)Largest decline over 10 years | -39.56% | -31.64% | -7.92% |
Current DrawdownCurrent decline from peak | -0.61% | -0.34% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -3.35% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.33% | +0.72% |
Volatility
SMVLX vs. IDIVX - Volatility Comparison
Smead Value Fund (SMVLX) has a higher volatility of 3.82% compared to Integrity Dividend Harvest Fund (IDIVX) at 3.28%. This indicates that SMVLX'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.
Loading charts...
Volatility by Period
| SMVLX | IDIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.28% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 7.63% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.30% | 9.93% | +4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.38% | 13.95% | +4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.45% | 14.94% | +4.51% |
SMVLX vs. IDIVX - Expense Ratio Comparison
SMVLX has a 1.26% expense ratio, which is higher than IDIVX's 0.95% expense ratio.
Dividends
SMVLX vs. IDIVX - Dividend Comparison
SMVLX's dividend yield for the trailing twelve months is around 1.43%, less than IDIVX's 6.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDIVX Integrity Dividend Harvest Fund | 6.32% | 7.19% | 8.89% | 3.13% | 3.59% | 2.83% | 3.67% | 7.27% | 10.21% | 8.31% | 1.11% | 0.00% |
SMVLX Smead Value Fund | 1.43% | 1.67% | 1.08% | 1.34% | 1.78% | 3.91% | 1.40% | 3.83% | 7.47% | 0.22% | 3.14% | 3.10% |
Frequently Asked Questions
SMVLX and IDIVX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMVLX has higher volatility (3.82%) compared to IDIVX (3.28%). In terms of maximum drawdown, SMVLX dropped -39.56% vs IDIVX's -31.64%.
IDIVX currently has the higher Sharpe Ratio (3.14 vs 2.12), 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.
Find the right allocation for SMVLX and IDIVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer