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ISIN
US53700T7770
CUSIP
56170L836
Inception Date
Sep 28, 2018
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

IDMIX Performance Chart

iMGP Dolan McEniry Corporate Bond Fund (IDMIX) is down 0.1% since the beginning of the year. IDMIX is currently trading at $10 per share. Investors who bought $1,000 worth of IDMIX shares 5 years ago would now be looking at an investment worth $1,043.


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S&P 500 Index

Returns By Period

iMGP Dolan McEniry Corporate Bond Fund (IDMIX) has returned -0.12% so far this year and 4.31% over the past 12 months.


iMGP Dolan McEniry Corporate Bond Fund

1D
-0.20%
1M
0.27%
YTD
-0.12%
6M
0.35%
1Y
4.31%
3Y*
4.67%
5Y*
0.84%
10Y*

Benchmark (S&P 500 Index)

1D
0.41%
1M
4.48%
YTD
10.79%
6M
10.60%
1Y
27.02%
3Y*
21.07%
5Y*
12.39%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDMIX Monthly Returns History

Based on dividend-adjusted daily data since Oct 30, 2018, IDMIX's average daily return is +0.01%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +4.0%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IDMIX closed higher 42% of trading days. The best single day was Mar 26, 2020 with a return of +2.2%, while the worst single day was Mar 18, 2020 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.06%0.30%-1.32%0.68%0.48%-0.30%-0.12%
20250.57%1.08%-0.03%0.47%0.58%1.59%-0.02%0.87%0.67%0.52%0.66%0.37%7.58%
20240.16%-0.77%0.72%-1.39%0.73%0.62%1.38%1.26%1.18%-1.33%0.99%-1.11%2.41%
20232.14%-1.88%1.32%0.42%-0.39%0.23%0.66%-0.21%-1.77%-1.28%4.03%2.72%5.96%
2022-2.17%-0.96%-1.94%-2.68%0.51%-3.14%3.14%-2.03%-3.01%0.32%2.03%-0.01%-9.71%
2021-0.27%-0.73%-0.63%0.76%0.19%0.38%0.48%0.02%-0.51%-0.74%-0.65%0.18%-1.54%

Benchmark Metrics

iMGP Dolan McEniry Corporate Bond Fund has an annualized alpha of 1.69%, beta of 0.06, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since October 31, 2018.

  • This fund participated in 25.40% of S&P 500 Index downside but only 16.47% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.06 may look defensive, but with R2 of 0.09 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.09 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.69%
Beta
0.06
0.09
Upside Capture
16.47%
Downside Capture
25.40%

Expense Ratio

IDMIX has an expense ratio of 0.70%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IDMIX ranks 35 for risk / return — below 35% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


IDMIX Risk / Return Rank: 3535
Overall Rank
IDMIX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IDMIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
IDMIX Omega Ratio Rank: 3737
Omega Ratio Rank
IDMIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
IDMIX Martin Ratio Rank: 3434
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 iMGP Dolan McEniry Corporate Bond Fund (IDMIX) and compare them to S&P 500 Index.


IDMIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.31

1.41

-0.11

Calmar ratioReturn relative to maximum drawdown

1.95

2.98

-1.03

Martin ratioReturn relative to average drawdown

7.40

13.78

-6.38

Dividends

Dividend History

iMGP Dolan McEniry Corporate Bond Fund provided a 4.25% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.42$0.46$0.28$0.24$0.05$0.13$0.26$0.31$0.09

Dividend yield

4.25%4.53%2.90%2.42%0.51%1.25%2.43%2.96%0.94%

Monthly Dividends

The table displays the monthly dividend distributions for iMGP Dolan McEniry Corporate Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.00$0.04$0.04$0.04$0.00$0.15
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.46
2024$0.04$0.03$0.00$0.03$0.00$0.00$0.04$0.03$0.04$0.04$0.04$0.00$0.28
2023$0.02$0.03$0.03$0.00$0.03$0.03$0.03$0.00$0.00$0.00$0.03$0.03$0.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.03$0.05
2021$0.00$0.00$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.00$0.00$0.06$0.13

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 iMGP Dolan McEniry Corporate Bond 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 iMGP Dolan McEniry Corporate Bond Fund was 14.19%, occurring on Oct 20, 2022. Recovery took 673 trading sessions.

The current iMGP Dolan McEniry Corporate Bond Fund drawdown is 0.58%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.19%Oct 2022
1y 2mo2y 8mo
3y 11moAug 2021 - Jun 2025
COVID crash2020
-13.94%Mar 2020
18d3mo 24d
4mo 12dMar 2020 - Jul 2020
2026 pullback2026
-2.38%Mar 2026
1mo 8d
3mo 18dFeb 2026 - now
2021 pullback2021
-2.01%Mar 2021
2mo 13d4mo 13d
6mo 26dJan 2021 - Jul 2021
Rate-hike selloffLate 2018
-1.10%Dec 2018
1mo 13d13d
1mo 26dNov 2018 - Jan 2019

Drawdown Indicators


IDMIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.19%

-56.78%

+42.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-9.10%

+6.72%

Max Drawdown (3Y)

Largest decline over 3 years

-3.81%

-18.90%

+15.09%

Max Drawdown (5Y)

Largest decline over 5 years

-14.19%

-25.43%

+11.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.58%

-0.33%

-0.25%

Average Drawdown

Average peak-to-trough decline

-3.76%

-10.72%

+6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

1.97%

-1.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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