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SPFFX vs. IGIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SPFFX vs. IGIAX

Last updated Jun 24, 2026

SPFFX (Sphere 500 Fossil Free Fund) and IGIAX (Integrity ESG Growth & Income Fund) are both Large Cap Blend Equities funds. Over the past 3 years, SPFFX returned 21.91%/yr vs 25.18%/yr for IGIAX. Their correlation of 0.93 suggests significant overlap in exposure. SPFFX charges 0.11%/yr vs 1.24%/yr for IGIAX.

Performance

SPFFX vs. IGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sphere 500 Fossil Free Fund (SPFFX) and Integrity ESG Growth & Income Fund (IGIAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPFFX achieves a 9.97% return, which is significantly lower than IGIAX's 27.12% return.

SPFFX

1D
-0.48%
1M
0.33%
YTD
9.97%
6M
8.89%
1Y
25.99%
3Y*
21.91%
5Y*
—
10Y*
—

IGIAX

1D
-0.20%
1M
4.27%
YTD
27.12%
6M
25.81%
1Y
44.00%
3Y*
25.18%
5Y*
14.90%
10Y*
15.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFFX vs. IGIAX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SPFFX
Sphere 500 Fossil Free Fund		9.97%18.12%25.13%29.48%-20.03%9.04%
IGIAX
Integrity ESG Growth & Income Fund		27.12%18.60%17.24%25.24%-21.32%13.91%

Correlation

The correlation between SPFFX and IGIAX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2021

0.93

The correlation between SPFFX and IGIAX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Sphere 500 Fossil Free Fund

Integrity ESG Growth & Income Fund

Often compared with SPFFX:
SPFFX vs. SPYSPFFX vs. DFSIXSPFFX vs. VOOSPFFX vs. VUGSPFFX vs. CCSOSPFFX vs. XLFSPFFX vs. ICLN
Often compared with IGIAX:
IGIAX vs. SMGIXIGIAX vs. IIPRIGIAX vs. FDFIXIGIAX vs. PMYYXIGIAX vs. FSPSXIGIAX vs. AIVSXIGIAX vs. WBREOX

Return for Risk

SPFFX vs. IGIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SPFFX
SPFFX Risk / Return Rank: 5151
Overall Rank
SPFFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SPFFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPFFX Omega Ratio Rank: 5050
Omega Ratio Rank
SPFFX Calmar Ratio Rank: 4949
Calmar Ratio Rank
SPFFX Martin Ratio Rank: 5757
Martin Ratio Rank
IGIAX
IGIAX Risk / Return Rank: 9191
Overall Rank
IGIAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGIAX Sortino Ratio Rank: 8787
Sortino Ratio Rank
IGIAX Omega Ratio Rank: 8282
Omega Ratio Rank
IGIAX Calmar Ratio Rank: 9797
Calmar Ratio Rank
IGIAX Martin Ratio Rank: 9797
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.

SPFFX vs. IGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sphere 500 Fossil Free Fund (SPFFX) and Integrity ESG Growth & Income Fund (IGIAX). 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.

SPFFXIGIAXDifference
Sharpe ratioReturn per unit of total volatility
1.98
2.89

-0.91

Sortino ratioReturn per unit of downside risk
2.66
3.83

-1.16

Omega ratioGain probability vs. loss probability

1.35

1.50

-0.14

Calmar ratioReturn relative to maximum drawdown

2.56

6.65

-4.09

Martin ratioReturn relative to average drawdown

10.82

23.23

-12.41

SPFFX vs. IGIAX - Sharpe Ratio Comparison

The current SPFFX Sharpe Ratio is 1.98, which is lower than the IGIAX Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of SPFFX and IGIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SPFFX vs. IGIAX - Drawdown Comparison

The maximum SPFFX drawdown since its inception was -25.11%, smaller than the maximum IGIAX drawdown of -79.15%. Use the drawdown chart below to compare losses from any high point for SPFFX and IGIAX.

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Drawdown Indicators

SPFFXIGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-79.15%

+54.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-6.89%

-3.86%

Max Drawdown (3Y)

Largest decline over 3 years

-19.97%

-19.58%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

—

-30.18%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.19%

—

Current Drawdown

Current decline from peak

-1.97%

-0.63%

-1.34%

Average Drawdown

Average peak-to-trough decline

-6.35%

-33.29%

+26.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.97%

+0.57%

Volatility

SPFFX vs. IGIAX - Volatility Comparison

The current volatility for Sphere 500 Fossil Free Fund (SPFFX) is 5.35%, while Integrity ESG Growth & Income Fund (IGIAX) has a volatility of 6.20%. This indicates that SPFFX experiences smaller price fluctuations and is considered to be less risky than IGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SPFFXIGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

6.20%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

13.06%

-1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

15.90%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

18.26%

-1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

18.18%

-0.95%

SPFFX vs. IGIAX - Expense Ratio Comparison

SPFFX has a 0.11% expense ratio, which is lower than IGIAX's 1.24% expense ratio.

Dividends

SPFFX vs. IGIAX - Dividend Comparison

SPFFX's dividend yield for the trailing twelve months is around 6.18%, more than IGIAX's 2.85% yield.

PositionTTM20252024202320222021202020192018201720162015
IGIAX
Integrity ESG Growth & Income Fund		2.85%3.62%0.00%2.23%1.41%0.63%0.62%9.26%6.63%7.31%2.30%2.19%
SPFFX
Sphere 500 Fossil Free Fund		6.18%6.80%1.06%1.32%0.73%0.14%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SPFFX and IGIAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGIAX has higher volatility (6.20%) compared to SPFFX (5.35%). In terms of maximum drawdown, SPFFX dropped -25.11% vs IGIAX's -79.15%.

IGIAX currently has the higher Sharpe Ratio (2.89 vs 1.98), 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.

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