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ICON Equity Fund (IOLZX) Sharpe Ratio: 2.77

Mutual Fund · Currency in USD · Last updated Jun 4, 2026

Normally the fund will invest at least 80% of its net assets, plus any borrowings for investment purposes, in equity securities traded in the U.S. ICON believes that equity markets go through themes over time, simply stated, stocks in industries that were market leaders at one time tend to become overpriced relative to intrinsic value, and stocks in industries that were not in favor tend to drop below intrinsic value.

IOLZX's Sharpe Ratio of 2.77 indicates that for each unit of volatility, it generates 2.77 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

IOLZX Sharpe Ratio Rank

IOLZX Sharpe Ratio Rank: 85.585
Exceptional

IOLZX ranks above 85.5% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

IOLZX Sharpe Ratio Market Positioning

The chart shows IOLZX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.44 or lower
  • Yellow zone (middle 50%): 1.44 to 2.54
  • Green zone (top 25%): 2.54 or higher
  • Top 1%: 4.65+
  • Median: 2.10 — half of all investments score higher

How it compares to other similar mutual funds

The table compares ICON Equity Fund's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how IOLZX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EFCNXEmerald Insights Fund3.86
VPMCXVanguard PRIMECAP Fund Investor Shares3.75
POGRXPrimeCap Odyssey Growth Fund3.69
ONERXOne Rock Fund3.59
FOCKXFidelity OTC Portfolio Class K3.56
FOCPXFidelity OTC Portfolio3.55
VHCAXVanguard Capital Opportunity Fund Admiral Shares3.39
FCGSXFidelity Series Growth Company Fund3.32
FOKFXFidelity OTC K6 Portfolio3.27
ANFFXAmerican Funds The New Economy Fund Class F-13.26
IOLZXICON Equity Fund2.77

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IOLZX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IOLZX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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