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FIHBX vs. ICMUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIHBX vs. ICMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Institutional High Yield Bond Fund (FIHBX) and Intrepid Income Fund (ICMUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIHBX achieves a 0.74% return, which is significantly lower than ICMUX's 2.16% return. Over the past 10 years, FIHBX has underperformed ICMUX with an annualized return of 4.69%, while ICMUX has yielded a comparatively higher 5.68% annualized return.


FIHBX

1D
-0.11%
1M
-0.79%
6M
0.53%
YTD
0.74%
1Y
4.02%
3Y*
7.35%
5Y*
3.08%
10Y*
4.69%
ALL TIME*
7.17%

ICMUX

1D
-0.67%
1M
-0.34%
6M
1.66%
YTD
2.16%
1Y
5.89%
3Y*
8.73%
5Y*
5.99%
10Y*
5.68%
ALL TIME*
4.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FIHBX vs. ICMUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIHBX
Federated Hermes Institutional High Yield Bond Fund
0.74%8.59%6.40%13.17%-12.64%3.92%5.99%15.01%-2.80%7.19%
ICMUX
Intrepid Income Fund
2.16%8.16%10.43%10.90%-3.17%10.02%8.77%4.65%0.53%3.79%

Correlation

The correlation between FIHBX and ICMUX is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.48

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.51

Correlation (10Y)
Provides a long-term view across more market conditions.

0.44

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2010

0.44

The correlation between FIHBX and ICMUX shifts across timeframes, from 0.39 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

FIHBX vs. ICMUX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIHBX
FIHBX Risk / Return Rank: 4949
Overall Rank
FIHBX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FIHBX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FIHBX Omega Ratio Rank: 6161
Omega Ratio Rank
FIHBX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FIHBX Martin Ratio Rank: 6161
Martin Ratio Rank

ICMUX
ICMUX Risk / Return Rank: 9696
Overall Rank
ICMUX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ICMUX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ICMUX Omega Ratio Rank: 9797
Omega Ratio Rank
ICMUX Calmar Ratio Rank: 9595
Calmar Ratio Rank
ICMUX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIHBX vs. ICMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Institutional High Yield Bond Fund (FIHBX) 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.


FIHBXICMUXDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.29

1.65

-0.36

Calmar ratioReturn relative to maximum drawdown

1.70

4.32

-2.62

Martin ratioReturn relative to average drawdown

8.41

14.86

-6.44

FIHBX vs. ICMUX - Sharpe Ratio Comparison

The current FIHBX Sharpe Ratio is 1.22, which is lower than the ICMUX Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of FIHBX and ICMUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FIHBX vs. ICMUX - Drawdown Comparison

The maximum FIHBX drawdown since its inception was -31.05%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for FIHBX and ICMUX.


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Drawdown Indicators


FIHBXICMUXDifference

Max Drawdown

Largest peak-to-trough decline

-31.05%

-8.77%

-22.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.45%

-1.34%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.60%

-3.11%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-16.35%

-5.64%

-10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-21.67%

-8.77%

-12.90%

Current Drawdown

Current decline from peak

-0.90%

-0.78%

-0.12%

Average Drawdown

Average peak-to-trough decline

-2.28%

-0.73%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.39%

+0.10%

Volatility

FIHBX vs. ICMUX - Volatility Comparison

The current volatility for Federated Hermes Institutional High Yield Bond Fund (FIHBX) is 0.64%, while Intrepid Income Fund (ICMUX) has a volatility of 0.83%. This indicates that FIHBX 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.


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Volatility by Period


FIHBXICMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

0.83%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.70%

1.60%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

2.06%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.19%

2.67%

+2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

2.58%

+3.13%

FIHBX vs. ICMUX - Expense Ratio Comparison

FIHBX has a 0.50% expense ratio, which is lower than ICMUX's 1.01% expense ratio.


Dividends

FIHBX vs. ICMUX - Dividend Comparison

FIHBX's dividend yield for the trailing twelve months is around 6.04%, less than ICMUX's 6.93% yield.


PositionTTM20252024202320222021202020192018201720162015
FIHBX
Federated Hermes Institutional High Yield Bond Fund
6.04%6.29%5.94%5.93%4.58%4.25%5.14%5.79%6.24%5.55%5.75%6.46%
ICMUX
Intrepid Income Fund
6.93%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


FIHBX and ICMUX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICMUX has higher volatility (0.83%) compared to FIHBX (0.64%). In terms of maximum drawdown, FIHBX dropped -31.05% vs ICMUX's -8.77%.

ICMUX currently has the higher Sharpe Ratio (2.81 vs 1.22), 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.

Portfolio Optimizer

Find the right allocation for FIHBX and ICMUX

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