WVALX vs. IGIAX
WVALX (Weitz Value Fund) and IGIAX (Integrity ESG Growth & Income Fund) are both Large Cap Blend Equities funds. Over the past 10 years, WVALX returned 9.55%/yr vs 14.88%/yr for IGIAX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. WVALX charges 1.04%/yr vs 1.24%/yr for IGIAX.
Performance
WVALX vs. IGIAX - Performance Comparison
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Returns By Period
In the year-to-date period, WVALX achieves a -1.33% return, which is significantly lower than IGIAX's 21.69% return. Over the past 10 years, WVALX has underperformed IGIAX with an annualized return of 9.55%, while IGIAX has yielded a comparatively higher 14.88% annualized return.
WVALX
- 1D
- 1.15%
- 1M
- 2.32%
- 6M
- -0.54%
- YTD
- -1.33%
- 1Y
- 0.97%
- 3Y*
- 5.55%
- 5Y*
- 2.96%
- 10Y*
- 9.55%
- ALL TIME*
- 9.13%
IGIAX
- 1D
- -0.15%
- 1M
- -2.79%
- 6M
- 16.72%
- YTD
- 21.69%
- 1Y
- 32.54%
- 3Y*
- 21.05%
- 5Y*
- 12.90%
- 10Y*
- 14.88%
- 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 | |
WVALX Weitz Value Fund | $0.00 | $0.00 | $0.00 |
WVALX vs. IGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | -1.33% | -0.21% | 12.76% | 29.72% | -22.89% | 26.86% | 18.41% | 34.16% | -4.88% | 15.60% |
IGIAX Integrity ESG Growth & Income Fund | 21.69% | 18.60% | 17.24% | 25.24% | -21.32% | 27.62% | 17.14% | 33.11% | -1.83% | 18.69% |
Correlation
The correlation between WVALX and IGIAX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1994 | 0.75 |
Over the past year, the correlation between WVALX and IGIAX has dropped to 0.47 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
WVALX vs. IGIAX — Risk / Return Rank
WVALX
IGIAX
WVALX vs. IGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) 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.
| WVALX | IGIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 3.90 | -3.95 |
| Martin ratioReturn relative to average drawdown | -0.11 | 13.21 | -13.32 |
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Drawdowns
WVALX vs. IGIAX - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, smaller than the maximum IGIAX drawdown of -79.15%. Use the drawdown chart below to compare losses from any high point for WVALX and IGIAX.
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Drawdown Indicators
| WVALX | IGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -79.15% | +17.19% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -7.97% | -9.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -19.58% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -30.18% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | -31.19% | -1.38% |
Current DrawdownCurrent decline from peak | -6.90% | -6.08% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -33.18% | +25.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 2.35% | +4.63% |
Volatility
WVALX vs. IGIAX - Volatility Comparison
The current volatility for Weitz Value Fund (WVALX) is 4.30%, while Integrity ESG Growth & Income Fund (IGIAX) has a volatility of 5.04%. This indicates that WVALX 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
| WVALX | IGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.04% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 11.73% | 14.11% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 17.06% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.32% | 18.44% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.25% | 18.23% | +0.02% |
WVALX vs. IGIAX - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is lower than IGIAX's 1.24% expense ratio.
Dividends
WVALX vs. IGIAX - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 22.12%, more than IGIAX's 2.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGIAX Integrity ESG Growth & Income Fund | 2.98% | 3.62% | 0.00% | 2.23% | 1.41% | 0.63% | 0.62% | 9.26% | 6.63% | 7.31% | 2.30% | 2.19% |
WVALX Weitz Value Fund | 22.12% | 21.83% | 11.03% | 5.38% | 14.15% | 3.77% | 9.12% | 4.70% | 10.95% | 7.16% | 0.00% | 12.93% |
Frequently Asked Questions
WVALX and IGIAX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGIAX has higher volatility (5.04%) compared to WVALX (4.30%). In terms of maximum drawdown, WVALX dropped -61.96% vs IGIAX's -79.15%.
IGIAX currently has the higher Sharpe Ratio (1.83 vs -0.05), 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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