ICMBX vs. OXSQ
Compare and contrast key facts about Intrepid Capital Fund (ICMBX) and Oxford Square Capital Corp. (OXSQ).
ICMBX is managed by Intrepid Funds. It was launched on Jan 2, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICMBX or OXSQ.
Key characteristics
| ICMBX | OXSQ | |
|---|---|---|
| YTD Return | 9.48% | 10.01% |
| 1Y Return | 14.50% | 9.36% |
| 3Y Return (Ann) | 4.01% | 0.45% |
| 5Y Return (Ann) | 6.67% | -2.35% |
| 10Y Return (Ann) | 3.57% | 2.57% |
| Sharpe Ratio | 1.69 | 0.70 |
| Daily Std Dev | 8.60% | 15.03% |
| Max Drawdown | -33.71% | -79.10% |
| Current Drawdown | -0.82% | -16.26% |
Correlation
The correlation between ICMBX and OXSQ is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ICMBX vs. OXSQ - Performance Comparison
In the year-to-date period, ICMBX achieves a 9.48% return, which is significantly lower than OXSQ's 10.01% return. Over the past 10 years, ICMBX has outperformed OXSQ with an annualized return of 3.57%, while OXSQ has yielded a comparatively lower 2.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICMBX vs. OXSQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intrepid Capital Fund (ICMBX) and Oxford Square Capital Corp. (OXSQ). 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.
Dividends
ICMBX vs. OXSQ - Dividend Comparison
ICMBX's dividend yield for the trailing twelve months is around 3.47%, less than OXSQ's 14.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMBX Intrepid Capital Fund | 3.47% | 4.14% | 1.82% | 2.10% | 1.68% | 5.47% | 3.48% | 2.96% | 4.94% | 2.19% | 11.05% | 6.42% |
OXSQ Oxford Square Capital Corp. | 14.79% | 18.41% | 12.73% | 10.29% | 20.07% | 14.15% | 12.36% | 13.94% | 17.55% | 18.75% | 15.41% | 11.22% |
Drawdowns
ICMBX vs. OXSQ - Drawdown Comparison
The maximum ICMBX drawdown since its inception was -33.71%, smaller than the maximum OXSQ drawdown of -79.10%. Use the drawdown chart below to compare losses from any high point for ICMBX and OXSQ. For additional features, visit the drawdowns tool.
Volatility
ICMBX vs. OXSQ - Volatility Comparison
Intrepid Capital Fund (ICMBX) has a higher volatility of 2.79% compared to Oxford Square Capital Corp. (OXSQ) at 2.44%. This indicates that ICMBX's price experiences larger fluctuations and is considered to be riskier than OXSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.