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ISIN
US66538A8282
CUSIP
66538A828
Inception Date
Dec 30, 2011
Min. Investment
$20,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

ICCIX Performance Chart

Dynamic International Opportunity Fund (ICCIX) is up 16.1% since the beginning of the year. ICCIX is currently trading at $17 per share. Investors who bought $1,000 worth of ICCIX shares 5 years ago would now be looking at an investment worth $1,391.


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S&P 500 Index

Returns By Period

Dynamic International Opportunity Fund (ICCIX) has returned 16.09% so far this year and 33.98% over the past 12 months. Over the last ten years, ICCIX has returned 8.01% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Dynamic International Opportunity Fund

1D
0.49%
1M
6.51%
YTD
16.09%
6M
19.05%
1Y
33.98%
3Y*
16.72%
5Y*
6.83%
10Y*
8.01%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICCIX Monthly Returns History

Based on dividend-adjusted daily data since Dec 30, 2011, ICCIX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jan 2019 with a return of +9.9%, while the worst month was Mar 2026 at -8.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ICCIX closed higher 48% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 18, 2020 at -6.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.83%6.37%-8.86%7.26%4.28%1.16%16.09%
20252.91%1.83%0.00%0.16%4.33%3.44%-0.91%4.05%3.37%1.77%0.56%2.76%26.98%
2024-1.72%2.42%2.69%-2.46%2.93%-0.87%1.99%2.42%1.83%-4.04%-0.31%-2.23%2.33%
20236.13%-4.10%2.36%1.45%-3.19%4.17%3.92%-4.73%-2.95%-2.86%6.52%4.72%10.95%
2022-2.43%-2.88%-1.20%-4.29%1.02%-5.70%1.60%-2.01%-4.64%1.78%6.81%-1.77%-13.47%
2021-0.30%0.15%0.84%1.66%2.00%0.66%-1.88%0.81%-3.51%1.36%-2.91%2.37%1.05%

Benchmark Metrics

Dynamic International Opportunity Fund has an annualized alpha of -0.73%, beta of 0.53, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 03, 2012.

  • This fund participated in 58.19% of S&P 500 Index downside but only 45.31% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.53 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.73%
Beta
0.53
0.52
Upside Capture
45.31%
Downside Capture
58.19%

Expense Ratio

ICCIX has a high expense ratio of 1.62%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ICCIX ranks 51 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


ICCIX Risk / Return Rank: 5151
Overall Rank
ICCIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ICCIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
ICCIX Omega Ratio Rank: 5151
Omega Ratio Rank
ICCIX Calmar Ratio Rank: 5555
Calmar Ratio Rank
ICCIX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dynamic International Opportunity Fund (ICCIX) and compare them to S&P 500 Index.


ICCIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

2.84

2.93

-0.09

Martin ratioReturn relative to average drawdown

10.82

13.52

-2.70

Dividends

Dividend History

Dynamic International Opportunity Fund provided a 3.52% dividend yield over the last twelve months, with an annual payout of $0.58 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.58$0.58$0.83$0.29$0.14$0.12$0.11$0.18$0.20$0.19$0.19$0.18

Dividend yield

3.52%4.09%7.11%2.35%1.28%0.88%0.80%1.71%1.97%1.60%1.90%2.01%

Monthly Dividends

The table displays the monthly dividend distributions for Dynamic International Opportunity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.58$0.58
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.83$0.83
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Dynamic International Opportunity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dynamic International Opportunity Fund was 28.83%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-28.83%Mar 2020
2y 1mo3mo 29d
2y 5moJan 2018 - Jul 2020
Bear market2022
-22.97%Oct 2022
1y 4mo1y 11mo
3y 3moJun 2021 - Sep 2024
2016 correction2016
-17.11%Jan 2016
1y 6mo1y 5d
2y 6moJul 2014 - Jan 2017
2025 selloff2025
-13.34%Apr 2025
19d1mo 8d
1mo 27dMar 2025 - May 2025
2026 correction2026
-11.85%Mar 2026
21d1mo 17d
2mo 8dFeb 2026 - May 2026

Drawdown Indicators


ICCIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.83%

-56.78%

+27.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

-9.10%

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-13.34%

-18.90%

+5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-25.43%

+2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-28.83%

-33.92%

+5.09%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-6.49%

-10.72%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

1.97%

+1.13%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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