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ICBMX vs. VGELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICBMX vs. VGELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICON Natural Resources and Infrastructure Fund (ICBMX) and Vanguard Energy Fund Admiral Shares (VGELX). The values are adjusted to include any dividend payments, if applicable.

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ICBMX vs. VGELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICBMX
ICON Natural Resources and Infrastructure Fund
15.65%15.95%21.25%11.02%0.50%30.63%5.53%22.11%-17.38%16.93%
VGELX
Vanguard Energy Fund Admiral Shares
24.12%20.76%30.46%8.87%23.70%27.80%-30.80%13.32%-17.12%3.31%

Returns By Period

In the year-to-date period, ICBMX achieves a 15.65% return, which is significantly lower than VGELX's 24.12% return. Over the past 10 years, ICBMX has outperformed VGELX with an annualized return of 13.20%, while VGELX has yielded a comparatively lower 10.96% annualized return.


ICBMX

1D
2.40%
1M
-3.46%
YTD
15.65%
6M
18.51%
1Y
42.47%
3Y*
21.21%
5Y*
14.05%
10Y*
13.20%

VGELX

1D
0.04%
1M
3.96%
YTD
24.12%
6M
28.52%
1Y
35.55%
3Y*
29.14%
5Y*
24.56%
10Y*
10.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICBMX vs. VGELX - Expense Ratio Comparison

ICBMX has a 1.31% expense ratio, which is higher than VGELX's 0.33% expense ratio.


Return for Risk

ICBMX vs. VGELX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ICBMX
ICBMX Risk / Return Rank: 8686
Overall Rank
ICBMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ICBMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
ICBMX Omega Ratio Rank: 7878
Omega Ratio Rank
ICBMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
ICBMX Martin Ratio Rank: 9191
Martin Ratio Rank

VGELX
VGELX Risk / Return Rank: 9595
Overall Rank
VGELX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VGELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGELX Omega Ratio Rank: 9494
Omega Ratio Rank
VGELX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VGELX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICBMX vs. VGELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICON Natural Resources and Infrastructure Fund (ICBMX) and Vanguard Energy Fund Admiral Shares (VGELX). 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.


ICBMXVGELXDifference

Sharpe ratio

Return per unit of total volatility

1.72

2.45

-0.73

Sortino ratio

Return per unit of downside risk

2.43

3.05

-0.61

Omega ratio

Gain probability vs. loss probability

1.32

1.48

-0.17

Calmar ratio

Return relative to maximum drawdown

2.59

3.02

-0.43

Martin ratio

Return relative to average drawdown

11.22

14.72

-3.50

ICBMX vs. VGELX - Sharpe Ratio Comparison

The current ICBMX Sharpe Ratio is 1.72, which is comparable to the VGELX Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ICBMX and VGELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ICBMXVGELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.45

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

1.32

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.47

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.36

-0.07

Correlation

The correlation between ICBMX and VGELX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ICBMX vs. VGELX - Dividend Comparison

ICBMX's dividend yield for the trailing twelve months is around 8.65%, more than VGELX's 6.96% yield.


TTM20252024202320222021202020192018201720162015
ICBMX
ICON Natural Resources and Infrastructure Fund
8.65%10.01%17.24%7.07%11.07%1.32%0.32%1.55%21.58%1.19%0.53%7.78%
VGELX
Vanguard Energy Fund Admiral Shares
6.96%4.79%34.15%6.91%4.71%3.70%4.54%3.38%3.07%3.05%1.91%2.70%

Drawdowns

ICBMX vs. VGELX - Drawdown Comparison

The maximum ICBMX drawdown since its inception was -63.92%, roughly equal to the maximum VGELX drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for ICBMX and VGELX.


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Drawdown Indicators


ICBMXVGELXDifference

Max Drawdown

Largest peak-to-trough decline

-63.92%

-65.22%

+1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.07%

-12.30%

-3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-26.49%

-19.72%

-6.77%

Max Drawdown (10Y)

Largest decline over 10 years

-48.18%

-61.13%

+12.95%

Current Drawdown

Current decline from peak

-3.46%

0.00%

-3.46%

Average Drawdown

Average peak-to-trough decline

-17.97%

-19.26%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

2.52%

+1.19%

Volatility

ICBMX vs. VGELX - Volatility Comparison

ICON Natural Resources and Infrastructure Fund (ICBMX) has a higher volatility of 6.79% compared to Vanguard Energy Fund Admiral Shares (VGELX) at 3.79%. This indicates that ICBMX's price experiences larger fluctuations and is considered to be riskier than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICBMXVGELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

3.79%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

8.54%

+7.37%

Volatility (1Y)

Calculated over the trailing 1-year period

25.07%

14.77%

+10.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.88%

18.65%

+2.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

23.27%

-0.98%