ICMBX vs. XLK
Compare and contrast key facts about Intrepid Capital Fund (ICMBX) and Technology Select Sector SPDR Fund (XLK).
ICMBX is managed by Intrepid Funds. It was launched on Jan 2, 2005. XLK is a passively managed fund by State Street that tracks the performance of the Technology Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICMBX or XLK.
Key characteristics
| ICMBX | XLK | |
|---|---|---|
| YTD Return | 9.30% | 14.48% |
| 1Y Return | 14.31% | 31.03% |
| 3Y Return (Ann) | 3.96% | 13.23% |
| 5Y Return (Ann) | 6.62% | 23.26% |
| 10Y Return (Ann) | 3.55% | 20.03% |
| Sharpe Ratio | 1.63 | 1.33 |
| Daily Std Dev | 8.62% | 21.38% |
| Max Drawdown | -33.71% | -82.05% |
| Current Drawdown | -0.98% | -7.61% |
Correlation
The correlation between ICMBX and XLK is 0.74, 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.
Performance
ICMBX vs. XLK - Performance Comparison
In the year-to-date period, ICMBX achieves a 9.30% return, which is significantly lower than XLK's 14.48% return. Over the past 10 years, ICMBX has underperformed XLK with an annualized return of 3.55%, while XLK has yielded a comparatively higher 20.03% 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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ICMBX vs. XLK - Expense Ratio Comparison
ICMBX has a 1.40% expense ratio, which is higher than XLK's 0.13% expense ratio.
Risk-Adjusted Performance
ICMBX vs. XLK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intrepid Capital Fund (ICMBX) and Technology Select Sector SPDR Fund (XLK). 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. XLK - Dividend Comparison
ICMBX's dividend yield for the trailing twelve months is around 3.48%, more than XLK's 0.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMBX Intrepid Capital Fund | 3.48% | 4.14% | 1.82% | 2.10% | 1.68% | 5.47% | 3.48% | 2.96% | 4.94% | 2.19% | 11.05% | 6.42% |
XLK Technology Select Sector SPDR Fund | 0.69% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Drawdowns
ICMBX vs. XLK - Drawdown Comparison
The maximum ICMBX drawdown since its inception was -33.71%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for ICMBX and XLK. For additional features, visit the drawdowns tool.
Volatility
ICMBX vs. XLK - Volatility Comparison
The current volatility for Intrepid Capital Fund (ICMBX) is 2.90%, while Technology Select Sector SPDR Fund (XLK) has a volatility of 8.19%. This indicates that ICMBX experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.