EVIBX vs. ICMUX
EVIBX (Eaton Vance Income Fund of Boston) and ICMUX (Intrepid Income Fund) are both mutual funds - EVIBX is a High Yield Bonds fund managed by Eaton Vance, while ICMUX is a Multisector Bonds fund actively managed by Intrepid. Over the past 10 years, EVIBX returned 4.70%/yr vs 5.73%/yr for ICMUX. Their 0.46 correlation means their historical movements had little consistent relationship. EVIBX charges 1.00%/yr vs 1.01%/yr for ICMUX.
Performance
EVIBX vs. ICMUX - Performance Comparison
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Returns By Period
In the year-to-date period, EVIBX achieves a 0.58% return, which is significantly lower than ICMUX's 2.85% return. Over the past 10 years, EVIBX has underperformed ICMUX with an annualized return of 4.70%, while ICMUX has yielded a comparatively higher 5.73% annualized return.
EVIBX
- 1D
- 0.00%
- 1M
- -0.96%
- 6M
- 0.26%
- YTD
- 0.58%
- 1Y
- 4.13%
- 3Y*
- 6.50%
- 5Y*
- 3.67%
- 10Y*
- 4.70%
- ALL TIME*
- 5.87%
ICMUX
- 1D
- 0.11%
- 1M
- 0.34%
- 6M
- 2.35%
- YTD
- 2.85%
- 1Y
- 6.60%
- 3Y*
- 8.93%
- 5Y*
- 6.14%
- 10Y*
- 5.73%
- ALL TIME*
- 4.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
ICMUX Intrepid Income Fund | $0.00 | $0.00 | $0.00 |
EVIBX vs. ICMUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVIBX Eaton Vance Income Fund of Boston | 0.58% | 8.21% | 6.57% | 10.67% | -8.16% | 5.57% | 4.83% | 13.30% | -2.77% | 6.03% |
ICMUX Intrepid Income Fund | 2.85% | 8.16% | 10.43% | 10.90% | -3.17% | 10.02% | 8.77% | 4.65% | 0.53% | 3.79% |
Correlation
The correlation between EVIBX and ICMUX is 0.56, 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. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.46 |
The correlation between EVIBX and ICMUX shifts across timeframes, from 0.46 (all time) to 0.58 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
EVIBX vs. ICMUX — Risk / Return Rank
EVIBX
ICMUX
EVIBX vs. ICMUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Income Fund of Boston (EVIBX) 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.
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.
| EVIBX | ICMUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.79 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 4.83 | -2.93 |
| Martin ratioReturn relative to average drawdown | 8.80 | 16.75 | -7.95 |
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Drawdowns
EVIBX vs. ICMUX - Drawdown Comparison
The maximum EVIBX drawdown since its inception was -36.79%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for EVIBX and ICMUX.
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Drawdown Indicators
| EVIBX | ICMUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.79% | -8.77% | -28.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -1.34% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -3.51% | -3.11% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -12.67% | -5.64% | -7.03% |
Max Drawdown (10Y)Largest decline over 10 years | -21.06% | -8.77% | -12.29% |
Current DrawdownCurrent decline from peak | -1.15% | -0.11% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -0.73% | -3.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 0.39% | +0.12% |
Volatility
EVIBX vs. ICMUX - Volatility Comparison
Eaton Vance Income Fund of Boston (EVIBX) has a higher volatility of 0.68% compared to Intrepid Income Fund (ICMUX) at 0.48%. This indicates that EVIBX'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.
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Volatility by Period
| EVIBX | ICMUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.68% | 0.48% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.61% | 1.45% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.28% | 1.94% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 2.65% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.37% | 2.57% | +2.80% |
EVIBX vs. ICMUX - Expense Ratio Comparison
EVIBX has a 1.00% expense ratio, which is lower than ICMUX's 1.01% expense ratio.
Dividends
EVIBX vs. ICMUX - Dividend Comparison
EVIBX's dividend yield for the trailing twelve months is around 5.67%, less than ICMUX's 6.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVIBX Eaton Vance Income Fund of Boston | 5.67% | 5.91% | 5.36% | 4.59% | 5.65% | 5.04% | 5.69% | 5.62% | 6.01% | 5.53% | 5.85% | 6.54% |
ICMUX Intrepid Income Fund | 6.89% | 7.96% | 7.85% | 9.10% | 8.17% | 5.99% | 5.56% | 3.35% | 3.07% | 2.86% | 3.01% | 3.53% |
Frequently Asked Questions
EVIBX and ICMUX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVIBX has higher volatility (0.68%) compared to ICMUX (0.48%). In terms of maximum drawdown, EVIBX dropped -36.79% vs ICMUX's -8.77%.
ICMUX currently has the higher Sharpe Ratio (3.34 vs 1.36), 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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