ICMUX vs. CBLDX
Compare and contrast key facts about Intrepid Income Fund (ICMUX) and CrossingBridge Low Duration High Yield Fund (CBLDX).
ICMUX is managed by Intrepid Funds. It was launched on Jul 1, 2007. CBLDX is managed by CrossingBridge. It was launched on Jan 30, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICMUX or CBLDX.
Performance
ICMUX vs. CBLDX - Performance Comparison
Returns By Period
In the year-to-date period, ICMUX achieves a 9.54% return, which is significantly higher than CBLDX's 6.65% return.
ICMUX
9.54%
0.72%
5.67%
12.36%
7.27%
4.84%
CBLDX
6.65%
0.54%
3.05%
8.08%
5.35%
N/A
Key characteristics
| ICMUX | CBLDX | |
|---|---|---|
| Sharpe Ratio | 6.57 | 10.40 |
| Sortino Ratio | 12.38 | 23.15 |
| Omega Ratio | 3.14 | 6.13 |
| Calmar Ratio | 15.72 | 35.42 |
| Martin Ratio | 72.72 | 233.63 |
| Ulcer Index | 0.17% | 0.03% |
| Daily Std Dev | 1.88% | 0.78% |
| Max Drawdown | -8.76% | -8.16% |
| Current Drawdown | 0.00% | 0.00% |
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ICMUX vs. CBLDX - Expense Ratio Comparison
ICMUX has a 0.91% expense ratio, which is higher than CBLDX's 0.88% expense ratio.
Correlation
The correlation between ICMUX and CBLDX is 0.33, 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.
Risk-Adjusted Performance
ICMUX vs. CBLDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intrepid Income Fund (ICMUX) and CrossingBridge Low Duration High Yield Fund (CBLDX). 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
ICMUX vs. CBLDX - Dividend Comparison
ICMUX's dividend yield for the trailing twelve months is around 7.94%, more than CBLDX's 7.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMUX Intrepid Income Fund | 7.94% | 9.06% | 8.19% | 5.98% | 5.56% | 3.34% | 3.07% | 2.87% | 3.01% | 3.53% | 3.34% | 2.91% |
CBLDX CrossingBridge Low Duration High Yield Fund | 7.15% | 7.66% | 4.19% | 3.60% | 3.96% | 2.86% | 2.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ICMUX vs. CBLDX - Drawdown Comparison
The maximum ICMUX drawdown since its inception was -8.76%, which is greater than CBLDX's maximum drawdown of -8.16%. Use the drawdown chart below to compare losses from any high point for ICMUX and CBLDX. For additional features, visit the drawdowns tool.
Volatility
ICMUX vs. CBLDX - Volatility Comparison
Intrepid Income Fund (ICMUX) has a higher volatility of 0.53% compared to CrossingBridge Low Duration High Yield Fund (CBLDX) at 0.30%. This indicates that ICMUX's price experiences larger fluctuations and is considered to be riskier than CBLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.