SWZ vs. IGIAX
SWZ (Total Return Securities Fund) and IGIAX (Integrity ESG Growth & Income Fund) are both Large Cap Blend Equities funds. Over the past 10 years, SWZ returned 11.67%/yr vs 14.82%/yr for IGIAX. Their 0.44 correlation means their historical movements had little consistent relationship. SWZ charges 1.06%/yr vs 1.24%/yr for IGIAX.
Performance
SWZ vs. IGIAX - Performance Comparison
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Returns By Period
In the year-to-date period, SWZ achieves a -5.14% return, which is significantly lower than IGIAX's 21.87% return. Over the past 10 years, SWZ has underperformed IGIAX with an annualized return of 11.67%, while IGIAX has yielded a comparatively higher 14.82% annualized return.
SWZ
- 1D
- 0.17%
- 1M
- -0.34%
- 6M
- -0.34%
- YTD
- -5.14%
- 1Y
- -1.67%
- 3Y*
- 19.90%
- 5Y*
- 11.63%
- 10Y*
- 11.67%
- ALL TIME*
- 6.33%
IGIAX
- 1D
- 2.20%
- 1M
- -2.65%
- 6M
- 18.01%
- YTD
- 21.87%
- 1Y
- 32.73%
- 3Y*
- 21.08%
- 5Y*
- 12.94%
- 10Y*
- 14.82%
- ALL TIME*
- 10.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $177.26K | $207.26K | $377.27K |
SWZ vs. IGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWZ Total Return Securities Fund | -5.14% | 86.85% | -2.46% | 15.50% | -17.69% | 18.20% | 14.19% | 24.00% | -13.18% | 26.28% |
IGIAX Integrity ESG Growth & Income Fund | 21.87% | 18.60% | 17.24% | 25.24% | -21.32% | 27.62% | 17.14% | 33.11% | -1.83% | 18.69% |
Correlation
The correlation between SWZ and IGIAX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1994 | 0.44 |
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Return for Risk
SWZ vs. IGIAX — Risk / Return Rank
SWZ
IGIAX
SWZ vs. IGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Total Return Securities Fund (SWZ) 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.
| SWZ | IGIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.30 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.77 | -4.36 |
| Martin ratioReturn relative to average drawdown | -1.05 | 12.92 | -13.97 |
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Drawdowns
SWZ vs. IGIAX - Drawdown Comparison
The maximum SWZ drawdown since its inception was -69.62%, smaller than the maximum IGIAX drawdown of -79.15%. Use the drawdown chart below to compare losses from any high point for SWZ and IGIAX.
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Drawdown Indicators
| SWZ | IGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.62% | -79.15% | +9.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -7.97% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -15.47% | -19.58% | +4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -30.36% | -30.18% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -31.21% | -31.19% | -0.02% |
Current DrawdownCurrent decline from peak | -8.10% | -5.94% | -2.16% |
Average DrawdownAverage peak-to-trough decline | -21.91% | -33.19% | +11.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 2.32% | +1.71% |
Volatility
SWZ vs. IGIAX - Volatility Comparison
The current volatility for Total Return Securities Fund (SWZ) is 1.78%, while Integrity ESG Growth & Income Fund (IGIAX) has a volatility of 5.29%. This indicates that SWZ 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
| SWZ | IGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 5.29% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 14.11% | -7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.22% | 17.07% | -6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 18.45% | +8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.70% | 18.23% | +4.47% |
SWZ vs. IGIAX - Expense Ratio Comparison
SWZ has a 1.06% expense ratio, which is lower than IGIAX's 1.24% expense ratio.
Dividends
SWZ vs. IGIAX - Dividend Comparison
SWZ has not paid dividends to shareholders, while IGIAX's dividend yield for the trailing twelve months is around 2.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGIAX Integrity ESG Growth & Income Fund | 2.97% | 3.62% | 0.00% | 2.23% | 1.41% | 0.63% | 0.62% | 9.26% | 6.63% | 7.31% | 2.30% | 2.19% |
SWZ Total Return Securities Fund | 0.00% | 98.81% | 7.11% | 6.07% | 8.23% | 5.83% | 6.25% | 1.67% | 74.09% | 1.02% | 5.00% | 6.72% |
Frequently Asked Questions
SWZ and IGIAX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGIAX has higher volatility (5.29%) compared to SWZ (1.78%). In terms of maximum drawdown, SWZ dropped -69.62% vs IGIAX's -79.15%.
IGIAX currently has the higher Sharpe Ratio (1.76 vs -0.41), 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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