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ICMUX vs. DBSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICMUX vs. DBSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intrepid Income Fund (ICMUX) and Doubleline Selective Credit Fund (DBSCX). The values are adjusted to include any dividend payments, if applicable.

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ICMUX vs. DBSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICMUX
Intrepid Income Fund
-0.69%8.16%10.43%10.90%-3.17%10.02%8.77%4.65%0.53%3.79%
DBSCX
Doubleline Selective Credit Fund
0.30%8.46%7.78%8.55%-8.10%4.13%1.83%5.68%3.03%8.75%

Returns By Period

In the year-to-date period, ICMUX achieves a -0.69% return, which is significantly lower than DBSCX's 0.30% return. Over the past 10 years, ICMUX has outperformed DBSCX with an annualized return of 5.88%, while DBSCX has yielded a comparatively lower 4.58% annualized return.


ICMUX

1D
-0.45%
1M
-0.67%
YTD
-0.69%
6M
0.50%
1Y
5.98%
3Y*
8.95%
5Y*
6.04%
10Y*
5.88%

DBSCX

1D
-0.53%
1M
-1.19%
YTD
0.30%
6M
1.84%
1Y
5.91%
3Y*
7.51%
5Y*
3.74%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICMUX vs. DBSCX - Expense Ratio Comparison

ICMUX has a 0.91% expense ratio, which is higher than DBSCX's 0.05% expense ratio.


Return for Risk

ICMUX vs. DBSCX — Risk / Return Rank

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

ICMUX
ICMUX Risk / Return Rank: 9393
Overall Rank
ICMUX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ICMUX Sortino Ratio Rank: 9595
Sortino Ratio Rank
ICMUX Omega Ratio Rank: 9696
Omega Ratio Rank
ICMUX Calmar Ratio Rank: 8989
Calmar Ratio Rank
ICMUX Martin Ratio Rank: 8888
Martin Ratio Rank

DBSCX
DBSCX Risk / Return Rank: 9797
Overall Rank
DBSCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBSCX Sortino Ratio Rank: 9797
Sortino Ratio Rank
DBSCX Omega Ratio Rank: 9696
Omega Ratio Rank
DBSCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBSCX 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.

ICMUX vs. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intrepid Income Fund (ICMUX) and Doubleline Selective Credit Fund (DBSCX). 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.


ICMUXDBSCXDifference

Sharpe ratio

Return per unit of total volatility

2.33

2.65

-0.32

Sortino ratio

Return per unit of downside risk

3.11

3.83

-0.72

Omega ratio

Gain probability vs. loss probability

1.57

1.60

-0.03

Calmar ratio

Return relative to maximum drawdown

2.45

3.78

-1.33

Martin ratio

Return relative to average drawdown

9.64

14.70

-5.06

ICMUX vs. DBSCX - Sharpe Ratio Comparison

The current ICMUX Sharpe Ratio is 2.33, which is comparable to the DBSCX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of ICMUX and DBSCX, 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


ICMUXDBSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.33

2.65

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.28

1.39

+0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.28

1.59

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

2.03

1.57

+0.46

Correlation

The correlation between ICMUX and DBSCX is 0.18, 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

ICMUX vs. DBSCX - Dividend Comparison

ICMUX's dividend yield for the trailing twelve months is around 7.06%, more than DBSCX's 5.92% yield.


TTM20252024202320222021202020192018201720162015
ICMUX
Intrepid Income Fund
7.06%7.96%7.85%9.10%8.17%5.99%5.56%3.35%3.07%2.86%3.01%3.53%
DBSCX
Doubleline Selective Credit Fund
5.92%6.50%7.09%6.77%6.67%4.68%4.64%6.04%7.43%9.01%9.73%9.53%

Drawdowns

ICMUX vs. DBSCX - Drawdown Comparison

The maximum ICMUX drawdown since its inception was -8.77%, smaller than the maximum DBSCX drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for ICMUX and DBSCX.


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Drawdown Indicators


ICMUXDBSCXDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-14.12%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-1.60%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-5.64%

-9.52%

+3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-8.77%

-14.12%

+5.35%

Current Drawdown

Current decline from peak

-1.56%

-1.45%

-0.11%

Average Drawdown

Average peak-to-trough decline

-0.74%

-1.25%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.41%

+0.21%

Volatility

ICMUX vs. DBSCX - Volatility Comparison

The current volatility for Intrepid Income Fund (ICMUX) is 0.88%, while Doubleline Selective Credit Fund (DBSCX) has a volatility of 1.00%. This indicates that ICMUX experiences smaller price fluctuations and is considered to be less risky than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICMUXDBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

1.00%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

1.53%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.63%

2.29%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

2.70%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.58%

2.90%

-0.32%