TMCPX vs. IDIVX
Compare and contrast key facts about Touchstone Mid Cap Fund (TMCPX) and Integrity Dividend Harvest Fund (IDIVX).
TMCPX is managed by Touchstone. It was launched on Jan 2, 2003. 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: TMCPX or IDIVX.
Performance
TMCPX vs. IDIVX - Performance Comparison
Returns By Period
In the year-to-date period, TMCPX achieves a 15.67% return, which is significantly lower than IDIVX's 24.25% return. Over the past 10 years, TMCPX has outperformed IDIVX with an annualized return of 9.48%, while IDIVX has yielded a comparatively lower 7.57% annualized return.
TMCPX
15.67%
5.98%
10.44%
25.34%
8.82%
9.48%
IDIVX
24.25%
1.29%
13.08%
32.53%
10.00%
7.57%
Key characteristics
| TMCPX | IDIVX | |
|---|---|---|
| Sharpe Ratio | 1.71 | 3.18 |
| Sortino Ratio | 2.39 | 4.42 |
| Omega Ratio | 1.29 | 1.57 |
| Calmar Ratio | 3.10 | 5.57 |
| Martin Ratio | 7.16 | 23.75 |
| Ulcer Index | 3.54% | 1.37% |
| Daily Std Dev | 14.84% | 10.22% |
| Max Drawdown | -58.03% | -33.38% |
| Current Drawdown | 0.00% | -0.27% |
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TMCPX vs. IDIVX - Expense Ratio Comparison
TMCPX has a 0.93% expense ratio, which is lower than IDIVX's 0.95% expense ratio.
Correlation
The correlation between TMCPX and IDIVX is 0.78, 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.
Risk-Adjusted Performance
TMCPX vs. IDIVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Mid Cap Fund (TMCPX) 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
TMCPX vs. IDIVX - Dividend Comparison
TMCPX's dividend yield for the trailing twelve months is around 0.29%, less than IDIVX's 2.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMCPX Touchstone Mid Cap Fund | 0.29% | 0.33% | 0.35% | 0.36% | 0.35% | 0.74% | 0.14% | 0.15% | 0.58% | 0.06% | 0.21% | 0.22% |
IDIVX Integrity Dividend Harvest Fund | 2.66% | 3.13% | 3.08% | 2.94% | 3.42% | 3.21% | 3.44% | 2.81% | 2.71% | 3.05% | 2.82% | 2.82% |
Drawdowns
TMCPX vs. IDIVX - Drawdown Comparison
The maximum TMCPX drawdown since its inception was -58.03%, which is greater than IDIVX's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for TMCPX and IDIVX. For additional features, visit the drawdowns tool.
Volatility
TMCPX vs. IDIVX - Volatility Comparison
Touchstone Mid Cap Fund (TMCPX) has a higher volatility of 4.54% compared to Integrity Dividend Harvest Fund (IDIVX) at 2.88%. This indicates that TMCPX'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.