CGCP vs. ICMUX
Compare and contrast key facts about Capital Group Core Plus Income ETF (CGCP) and Intrepid Income Fund (ICMUX).
CGCP is an actively managed fund by Capital Group. It was launched on Feb 22, 2022. 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: CGCP or ICMUX.
Performance
CGCP vs. ICMUX - Performance Comparison
Returns By Period
In the year-to-date period, CGCP achieves a 2.93% return, which is significantly lower than ICMUX's 9.54% return.
CGCP
2.93%
-0.56%
3.38%
7.92%
N/A
N/A
ICMUX
9.54%
0.72%
5.67%
12.36%
7.27%
4.84%
Key characteristics
| CGCP | ICMUX | |
|---|---|---|
| Sharpe Ratio | 1.37 | 6.57 |
| Sortino Ratio | 2.03 | 12.38 |
| Omega Ratio | 1.25 | 3.14 |
| Calmar Ratio | 0.85 | 15.72 |
| Martin Ratio | 4.62 | 72.72 |
| Ulcer Index | 1.67% | 0.17% |
| Daily Std Dev | 5.65% | 1.88% |
| Max Drawdown | -15.07% | -8.76% |
| Current Drawdown | -3.12% | 0.00% |
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CGCP vs. ICMUX - Expense Ratio Comparison
CGCP has a 0.34% expense ratio, which is lower than ICMUX's 0.91% expense ratio.
Correlation
The correlation between CGCP and ICMUX is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
CGCP vs. ICMUX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Plus Income ETF (CGCP) 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
CGCP vs. ICMUX - Dividend Comparison
CGCP's dividend yield for the trailing twelve months is around 5.21%, less than ICMUX's 7.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGCP Capital Group Core Plus Income ETF | 5.21% | 4.98% | 2.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICMUX Intrepid Income Fund | 7.94% | 9.06% | 8.19% | 5.98% | 5.56% | 3.34% | 3.07% | 2.87% | 3.01% | 3.53% | 3.34% | 2.91% |
Drawdowns
CGCP vs. ICMUX - Drawdown Comparison
The maximum CGCP drawdown since its inception was -15.07%, which is greater than ICMUX's maximum drawdown of -8.76%. Use the drawdown chart below to compare losses from any high point for CGCP and ICMUX. For additional features, visit the drawdowns tool.
Volatility
CGCP vs. ICMUX - Volatility Comparison
Capital Group Core Plus Income ETF (CGCP) has a higher volatility of 1.26% compared to Intrepid Income Fund (ICMUX) at 0.53%. This indicates that CGCP's price experiences larger fluctuations and is considered to be riskier than ICMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.