YCGEX vs. IGIAX
YCGEX (YCG Enhanced Fund) and IGIAX (Integrity ESG Growth & Income Fund) are both Large Cap Blend Equities funds. Over the past 10 years, YCGEX returned 10.83%/yr vs 14.88%/yr for IGIAX. Their correlation of 0.81 means they have usually moved in the same direction. YCGEX charges 1.19%/yr vs 1.24%/yr for IGIAX.
Performance
YCGEX vs. IGIAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, YCGEX achieves a -6.08% return, which is significantly lower than IGIAX's 21.69% return. Over the past 10 years, YCGEX has underperformed IGIAX with an annualized return of 10.83%, while IGIAX has yielded a comparatively higher 14.88% annualized return.
YCGEX
- 1D
- 0.00%
- 1M
- -0.65%
- 6M
- -5.16%
- YTD
- -6.08%
- 1Y
- -4.30%
- 3Y*
- 4.98%
- 5Y*
- 3.12%
- 10Y*
- 10.83%
- ALL TIME*
- 11.06%
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 | |
YCGEX YCG Enhanced Fund | $0.00 | $0.00 | $0.00 |
YCGEX vs. IGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YCGEX YCG Enhanced Fund | -6.08% | 4.14% | 11.99% | 30.15% | -22.38% | 27.32% | 17.27% | 41.20% | -3.25% | 22.81% |
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 YCGEX and IGIAX is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.81 |
Over the past year, the correlation between YCGEX and IGIAX has dropped to 0.25 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
YCGEX vs. IGIAX — Risk / Return Rank
YCGEX
IGIAX
YCGEX vs. IGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YCG Enhanced Fund (YCGEX) 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.
| YCGEX | IGIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.31 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 3.90 | -4.30 |
| Martin ratioReturn relative to average drawdown | -0.87 | 13.21 | -14.08 |
Loading charts...
Drawdowns
YCGEX vs. IGIAX - Drawdown Comparison
The maximum YCGEX drawdown since its inception was -35.90%, smaller than the maximum IGIAX drawdown of -79.15%. Use the drawdown chart below to compare losses from any high point for YCGEX and IGIAX.
Loading charts...
Drawdown Indicators
| YCGEX | IGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -79.15% | +43.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -7.97% | -6.94% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -19.58% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.75% | -30.18% | -0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -31.19% | -4.71% |
Current DrawdownCurrent decline from peak | -8.51% | -6.08% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -33.18% | +28.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.70% | 2.35% | +4.35% |
Volatility
YCGEX vs. IGIAX - Volatility Comparison
YCG Enhanced Fund (YCGEX) has a higher volatility of 5.92% compared to Integrity ESG Growth & Income Fund (IGIAX) at 5.04%. This indicates that YCGEX's price experiences larger fluctuations and is considered to be riskier than IGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| YCGEX | IGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 5.04% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 14.11% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 17.06% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.38% | 18.44% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 18.23% | -0.22% |
YCGEX vs. IGIAX - Expense Ratio Comparison
YCGEX has a 1.19% expense ratio, which is lower than IGIAX's 1.24% expense ratio.
Dividends
YCGEX vs. IGIAX - Dividend Comparison
YCGEX's dividend yield for the trailing twelve months is around 5.24%, 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% |
YCGEX YCG Enhanced Fund | 5.24% | 4.92% | 4.31% | 1.96% | 0.00% | 9.49% | 0.00% | 0.56% | 3.53% | 3.66% | 3.38% | 2.13% |
Frequently Asked Questions
YCGEX and IGIAX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YCGEX has higher volatility (5.92%) compared to IGIAX (5.04%). In terms of maximum drawdown, YCGEX dropped -35.90% vs IGIAX's -79.15%.
IGIAX currently has the higher Sharpe Ratio (1.83 vs -0.42), 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.
Find the right allocation for YCGEX and IGIAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer