TANDX vs. IGIAX
TANDX (Castle Tandem Fund) and IGIAX (Integrity ESG Growth & Income Fund) are both Large Cap Blend Equities funds. Over the past 5 years, TANDX returned 2.31%/yr vs 12.94%/yr for IGIAX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. TANDX charges 1.59%/yr vs 1.24%/yr for IGIAX.
Performance
TANDX vs. IGIAX - Performance Comparison
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Returns By Period
In the year-to-date period, TANDX achieves a -6.75% return, which is significantly lower than IGIAX's 21.87% return.
TANDX
- 1D
- -0.76%
- 1M
- 3.12%
- 6M
- -5.57%
- YTD
- -6.75%
- 1Y
- -7.42%
- 3Y*
- 1.92%
- 5Y*
- 2.31%
- 10Y*
- —
- ALL TIME*
- 6.41%
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 | |
TANDX Castle Tandem Fund | $0.00 | $0.00 | $0.00 |
TANDX vs. IGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TANDX Castle Tandem Fund | -6.75% | 3.67% | 7.66% | 8.42% | -7.87% | 19.03% | 13.39% | 12.57% |
IGIAX Integrity ESG Growth & Income Fund | 21.87% | 18.60% | 17.24% | 25.24% | -21.32% | 27.62% | 17.14% | 18.34% |
Correlation
The correlation between TANDX and IGIAX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019 | 0.71 |
Over the past year, the correlation between TANDX and IGIAX has dropped to 0.19 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
TANDX vs. IGIAX — Risk / Return Rank
TANDX
IGIAX
TANDX vs. IGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Castle Tandem Fund (TANDX) 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.
| TANDX | IGIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.30 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 3.77 | -4.27 |
| Martin ratioReturn relative to average drawdown | -0.96 | 12.92 | -13.88 |
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Drawdowns
TANDX vs. IGIAX - Drawdown Comparison
The maximum TANDX drawdown since its inception was -93.98%, which is greater than IGIAX's maximum drawdown of -79.15%. Use the drawdown chart below to compare losses from any high point for TANDX and IGIAX.
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Drawdown Indicators
| TANDX | IGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.98% | -79.15% | -14.83% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -7.97% | -8.91% |
Max Drawdown (3Y)Largest decline over 3 years | -93.98% | -19.58% | -74.40% |
Max Drawdown (5Y)Largest decline over 5 years | -93.98% | -30.18% | -63.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.19% | — |
Current DrawdownCurrent decline from peak | -93.48% | -5.94% | -87.54% |
Average DrawdownAverage peak-to-trough decline | -21.84% | -33.19% | +11.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.79% | 2.32% | +6.47% |
Volatility
TANDX vs. IGIAX - Volatility Comparison
The current volatility for Castle Tandem Fund (TANDX) is 4.71%, while Integrity ESG Growth & Income Fund (IGIAX) has a volatility of 5.29%. This indicates that TANDX 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
| TANDX | IGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 5.29% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 14.11% | -5.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 17.07% | -6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 596.04% | 18.45% | +577.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 491.15% | 18.23% | +472.92% |
TANDX vs. IGIAX - Expense Ratio Comparison
TANDX has a 1.59% expense ratio, which is higher than IGIAX's 1.24% expense ratio.
Dividends
TANDX vs. IGIAX - Dividend Comparison
TANDX's dividend yield for the trailing twelve months is around 6.62%, more than IGIAX's 2.97% yield.
| 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% |
TANDX Castle Tandem Fund | 6.62% | 6.17% | 3.71% | 2.10% | 1.48% | 4.57% | 0.33% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TANDX and IGIAX have a correlation of 0.19, 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 TANDX (4.71%). In terms of maximum drawdown, TANDX dropped -93.98% vs IGIAX's -79.15%.
IGIAX currently has the higher Sharpe Ratio (1.76 vs -0.80), 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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