EGFIX vs. IOLZX
EGFIX (Edgewood Growth Fund) and IOLZX (ICON Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, EGFIX returned 12.37%/yr vs 14.43%/yr for IOLZX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. EGFIX charges 1.00%/yr vs 1.04%/yr for IOLZX.
Performance
EGFIX vs. IOLZX - Performance Comparison
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Returns By Period
In the year-to-date period, EGFIX achieves a -6.49% return, which is significantly lower than IOLZX's 28.40% return. Over the past 10 years, EGFIX has underperformed IOLZX with an annualized return of 12.37%, while IOLZX has yielded a comparatively higher 14.43% annualized return.
EGFIX
- 1D
- -0.23%
- 1M
- -4.81%
- 6M
- -3.08%
- YTD
- -6.49%
- 1Y
- -4.35%
- 3Y*
- 8.14%
- 5Y*
- -0.45%
- 10Y*
- 12.37%
- ALL TIME*
- 10.82%
IOLZX
- 1D
- 2.38%
- 1M
- 1.29%
- 6M
- 21.25%
- YTD
- 28.40%
- 1Y
- 43.63%
- 3Y*
- 20.92%
- 5Y*
- 10.81%
- 10Y*
- 14.43%
- ALL TIME*
- 8.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EGFIX Edgewood Growth Fund | $0.00 | $0.00 | $0.00 |
IOLZX ICON Equity Fund | $0.00 | $0.00 | $0.00 |
EGFIX vs. IOLZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | -6.49% | 7.44% | 18.38% | 39.74% | -40.51% | 23.71% | 42.24% | 34.18% | 2.22% | 34.81% |
IOLZX ICON Equity Fund | 28.40% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
Correlation
The correlation between EGFIX and IOLZX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2006 | 0.77 |
Over the past year, the correlation between EGFIX and IOLZX has dropped to 0.53 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.
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Return for Risk
EGFIX vs. IOLZX — Risk / Return Rank
EGFIX
IOLZX
EGFIX vs. IOLZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) and ICON Equity Fund (IOLZX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EGFIX | IOLZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.33 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.74 | -3.14 |
| Martin ratioReturn relative to average drawdown | -0.97 | 9.60 | -10.57 |
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Drawdowns
EGFIX vs. IOLZX - Drawdown Comparison
The maximum EGFIX drawdown since its inception was -52.01%, smaller than the maximum IOLZX drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for EGFIX and IOLZX.
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Drawdown Indicators
| EGFIX | IOLZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.01% | -56.03% | +4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -14.35% | -3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -30.15% | -24.71% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -27.77% | -21.65% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -41.04% | -8.38% |
Current DrawdownCurrent decline from peak | -15.42% | -1.89% | -13.53% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -12.56% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 4.10% | +3.43% |
Volatility
EGFIX vs. IOLZX - Volatility Comparison
The current volatility for Edgewood Growth Fund (EGFIX) is 4.36%, while ICON Equity Fund (IOLZX) has a volatility of 5.99%. This indicates that EGFIX experiences smaller price fluctuations and is considered to be less risky than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGFIX | IOLZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 5.99% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 16.34% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 20.18% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 21.55% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 22.33% | +1.25% |
EGFIX vs. IOLZX - Expense Ratio Comparison
EGFIX has a 1.00% expense ratio, which is lower than IOLZX's 1.04% expense ratio.
Dividends
EGFIX vs. IOLZX - Dividend Comparison
EGFIX's dividend yield for the trailing twelve months is around 920.20%, more than IOLZX's 8.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | 920.20% | 49.54% | 17.57% | 0.00% | 15.16% | 5.77% | 5.79% | 0.28% | 4.96% | 1.30% | 2.15% | 3.26% |
IOLZX ICON Equity Fund | 8.32% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EGFIX and IOLZX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOLZX has higher volatility (5.99%) compared to EGFIX (4.36%). In terms of maximum drawdown, EGFIX dropped -52.01% vs IOLZX's -56.03%.
IOLZX currently has the higher Sharpe Ratio (1.95 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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