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ICFSX vs. IOBZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICFSX vs. IOBZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICON Consumer Select Fund (ICFSX) and ICON FlexibleBondFund (IOBZX). The values are adjusted to include any dividend payments, if applicable.

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ICFSX vs. IOBZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICFSX
ICON Consumer Select Fund
-9.09%5.96%35.19%18.16%-10.30%22.79%-7.47%36.93%-18.04%20.03%
IOBZX
ICON FlexibleBondFund
-0.93%5.67%8.33%8.28%-5.63%4.17%4.61%8.16%0.87%4.25%

Returns By Period

In the year-to-date period, ICFSX achieves a -9.09% return, which is significantly lower than IOBZX's -0.93% return. Over the past 10 years, ICFSX has outperformed IOBZX with an annualized return of 10.05%, while IOBZX has yielded a comparatively lower 4.09% annualized return.


ICFSX

1D
0.72%
1M
-7.79%
YTD
-9.09%
6M
-7.47%
1Y
1.00%
3Y*
14.18%
5Y*
8.96%
10Y*
10.05%

IOBZX

1D
0.24%
1M
-1.63%
YTD
-0.93%
6M
0.22%
1Y
3.27%
3Y*
6.12%
5Y*
3.54%
10Y*
4.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICFSX vs. IOBZX - Expense Ratio Comparison

ICFSX has a 1.32% expense ratio, which is higher than IOBZX's 0.76% expense ratio.


Return for Risk

ICFSX vs. IOBZX — Risk / Return Rank

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

ICFSX
ICFSX Risk / Return Rank: 66
Overall Rank
ICFSX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ICFSX Sortino Ratio Rank: 66
Sortino Ratio Rank
ICFSX Omega Ratio Rank: 66
Omega Ratio Rank
ICFSX Calmar Ratio Rank: 66
Calmar Ratio Rank
ICFSX Martin Ratio Rank: 66
Martin Ratio Rank

IOBZX
IOBZX Risk / Return Rank: 6565
Overall Rank
IOBZX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IOBZX Sortino Ratio Rank: 7070
Sortino Ratio Rank
IOBZX Omega Ratio Rank: 8181
Omega Ratio Rank
IOBZX Calmar Ratio Rank: 4949
Calmar Ratio Rank
IOBZX Martin Ratio Rank: 5050
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.

ICFSX vs. IOBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICON Consumer Select Fund (ICFSX) and ICON FlexibleBondFund (IOBZX). 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.


ICFSXIOBZXDifference

Sharpe ratio

Return per unit of total volatility

0.06

1.34

-1.28

Sortino ratio

Return per unit of downside risk

0.23

1.73

-1.50

Omega ratio

Gain probability vs. loss probability

1.03

1.32

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.03

1.19

-1.22

Martin ratio

Return relative to average drawdown

-0.09

4.90

-4.99

ICFSX vs. IOBZX - Sharpe Ratio Comparison

The current ICFSX Sharpe Ratio is 0.06, which is lower than the IOBZX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ICFSX and IOBZX, 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


ICFSXIOBZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.34

-1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

1.27

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

1.11

-0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.10

-0.91

Correlation

The correlation between ICFSX and IOBZX is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ICFSX vs. IOBZX - Dividend Comparison

ICFSX's dividend yield for the trailing twelve months is around 12.37%, more than IOBZX's 5.79% yield.


TTM20252024202320222021202020192018201720162015
ICFSX
ICON Consumer Select Fund
12.37%11.25%34.59%7.32%17.71%10.98%0.00%1.94%0.75%0.21%0.97%0.59%
IOBZX
ICON FlexibleBondFund
5.79%6.74%6.71%5.65%5.22%4.90%4.03%4.67%4.18%4.07%3.58%4.00%

Drawdowns

ICFSX vs. IOBZX - Drawdown Comparison

The maximum ICFSX drawdown since its inception was -77.40%, which is greater than IOBZX's maximum drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for ICFSX and IOBZX.


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Drawdown Indicators


ICFSXIOBZXDifference

Max Drawdown

Largest peak-to-trough decline

-77.40%

-15.53%

-61.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

-2.65%

-11.71%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-8.48%

-14.79%

Max Drawdown (10Y)

Largest decline over 10 years

-48.50%

-15.53%

-32.97%

Current Drawdown

Current decline from peak

-12.04%

-1.84%

-10.20%

Average Drawdown

Average peak-to-trough decline

-21.45%

-1.29%

-20.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

0.65%

+3.65%

Volatility

ICFSX vs. IOBZX - Volatility Comparison

ICON Consumer Select Fund (ICFSX) has a higher volatility of 4.30% compared to ICON FlexibleBondFund (IOBZX) at 0.96%. This indicates that ICFSX's price experiences larger fluctuations and is considered to be riskier than IOBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICFSXIOBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

0.96%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

1.45%

+8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

2.47%

+17.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.50%

2.80%

+17.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

3.74%

+20.04%