CBLDX vs. ICMUX
Compare and contrast key facts about CrossingBridge Low Duration High Yield Fund (CBLDX) and Intrepid Income Fund (ICMUX).
CBLDX is managed by CrossingBridge. It was launched on Jan 30, 2018. ICMUX is managed by Intrepid Funds. It was launched on Jul 1, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CBLDX or ICMUX.
Key characteristics
| CBLDX | ICMUX | |
|---|---|---|
| YTD Return | 6.02% | 8.87% |
| 1Y Return | 8.66% | 13.61% |
| 3Y Return (Ann) | 5.00% | 5.66% |
| 5Y Return (Ann) | 5.19% | 7.16% |
| Sharpe Ratio | 10.47 | 6.99 |
| Sortino Ratio | 24.43 | 13.80 |
| Omega Ratio | 6.20 | 3.49 |
| Calmar Ratio | 37.61 | 17.12 |
| Martin Ratio | 226.88 | 84.08 |
| Ulcer Index | 0.04% | 0.16% |
| Daily Std Dev | 0.83% | 1.93% |
| Max Drawdown | -8.16% | -8.77% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CBLDX and ICMUX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CBLDX vs. ICMUX - Performance Comparison
In the year-to-date period, CBLDX achieves a 6.02% return, which is significantly lower than ICMUX's 8.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CBLDX vs. ICMUX - Expense Ratio Comparison
CBLDX has a 0.88% expense ratio, which is lower than ICMUX's 0.91% expense ratio.
Risk-Adjusted Performance
CBLDX vs. ICMUX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Low Duration High Yield Fund (CBLDX) and Intrepid Income Fund (ICMUX). 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.
Dividends
CBLDX vs. ICMUX - Dividend Comparison
CBLDX's dividend yield for the trailing twelve months is around 7.22%, less than ICMUX's 8.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBLDX CrossingBridge Low Duration High Yield Fund | 7.22% | 7.65% | 5.32% | 5.13% | 3.96% | 2.85% | 2.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICMUX Intrepid Income Fund | 8.08% | 9.10% | 8.17% | 5.99% | 5.56% | 3.35% | 3.07% | 2.86% | 3.01% | 3.53% | 4.10% | 3.45% |
Drawdowns
CBLDX vs. ICMUX - Drawdown Comparison
The maximum CBLDX drawdown since its inception was -8.16%, smaller than the maximum ICMUX drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for CBLDX and ICMUX. For additional features, visit the drawdowns tool.
Volatility
CBLDX vs. ICMUX - Volatility Comparison
The current volatility for CrossingBridge Low Duration High Yield Fund (CBLDX) is 0.17%, while Intrepid Income Fund (ICMUX) has a volatility of 0.52%. This indicates that CBLDX experiences smaller price fluctuations and is considered to be less risky than ICMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.