PortfoliosLab logoPortfoliosLab logo
ICMUX vs. IOBZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICMUX vs. IOBZX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ICMUX achieves a 2.43% return, which is significantly higher than IOBZX's 1.24% return. Over the past 10 years, ICMUX has outperformed IOBZX with an annualized return of 5.89%, while IOBZX has yielded a comparatively lower 4.12% annualized return.


ICMUX

1D
0.00%
1M
0.81%
YTD
2.43%
6M
2.92%
1Y
8.40%
3Y*
9.96%
5Y*
6.30%
10Y*
5.89%

IOBZX

1D
0.00%
1M
0.60%
YTD
1.24%
6M
1.55%
1Y
5.37%
3Y*
6.50%
5Y*
3.74%
10Y*
4.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICMUX vs. IOBZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICMUX
Intrepid Income Fund
2.43%8.16%10.43%10.90%-3.17%10.02%8.77%4.65%0.53%3.79%
IOBZX
ICON FlexibleBondFund
1.24%5.67%8.33%8.28%-5.63%4.17%4.61%8.16%0.87%4.25%

Correlation

The correlation between ICMUX and IOBZX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2010

0.30

Over the past year, ICMUX and IOBZX have become more correlated (0.53) than their long-term average of 0.30, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ICMUX vs. IOBZX — Risk / Return Rank

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

ICMUX
ICMUX Risk / Return Rank: 9797
Overall Rank
ICMUX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ICMUX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ICMUX Omega Ratio Rank: 9898
Omega Ratio Rank
ICMUX Calmar Ratio Rank: 9696
Calmar Ratio Rank
ICMUX Martin Ratio Rank: 9595
Martin Ratio Rank

IOBZX
IOBZX Risk / Return Rank: 7474
Overall Rank
IOBZX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IOBZX Sortino Ratio Rank: 8383
Sortino Ratio Rank
IOBZX Omega Ratio Rank: 9292
Omega Ratio Rank
IOBZX Calmar Ratio Rank: 4949
Calmar Ratio Rank
IOBZX Martin Ratio Rank: 6161
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. IOBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intrepid Income Fund (ICMUX) 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.


ICMUXIOBZXDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

2.16

1.69

+0.47

Calmar ratioReturn relative to maximum drawdown

6.37

2.67

+3.70

Martin ratioReturn relative to average drawdown

22.42

12.08

+10.34

ICMUX vs. IOBZX - Sharpe Ratio Comparison

The current ICMUX Sharpe Ratio is 4.44, which is higher than the IOBZX Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of ICMUX and IOBZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


ICMUXIOBZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.44

2.77

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.37

1.33

+1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.29

1.12

+1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

2.10

1.12

+0.98

Drawdowns

ICMUX vs. IOBZX - Drawdown Comparison

The maximum ICMUX drawdown since its inception was -8.77%, smaller than the maximum IOBZX drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for ICMUX and IOBZX.


Loading charts...

Drawdown Indicators


ICMUXIOBZXDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-15.53%

+6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-1.34%

-2.08%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-3.11%

-2.97%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-5.64%

-8.48%

+2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-8.77%

-15.53%

+6.76%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.74%

-1.28%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

0.46%

-0.08%

Volatility

ICMUX vs. IOBZX - Volatility Comparison

The current volatility for Intrepid Income Fund (ICMUX) is 0.58%, while ICON FlexibleBondFund (IOBZX) has a volatility of 0.64%. This indicates that ICMUX experiences smaller price fluctuations and is considered to be less risky than IOBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ICMUXIOBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.64%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

1.61%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

1.93%

2.00%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.66%

2.82%

-0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.58%

3.70%

-1.12%

ICMUX vs. IOBZX - Expense Ratio Comparison

ICMUX has a 0.91% expense ratio, which is higher than IOBZX's 0.76% expense ratio.


Dividends

ICMUX vs. IOBZX - Dividend Comparison

ICMUX's dividend yield for the trailing twelve months is around 7.55%, more than IOBZX's 6.12% yield.


PositionTTM20252024202320222021202020192018201720162015
ICMUX
Intrepid Income Fund
7.55%7.96%7.85%9.10%8.17%5.99%5.56%3.35%3.07%2.86%3.01%3.53%
IOBZX
ICON FlexibleBondFund
6.12%6.74%6.71%5.65%5.22%4.90%4.03%4.67%4.18%4.07%3.58%4.00%

Frequently Asked Questions


ICMUX and IOBZX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IOBZX has higher volatility (0.64%) compared to ICMUX (0.58%). In terms of maximum drawdown, ICMUX dropped -8.77% vs IOBZX's -15.53%.

ICMUX currently has the higher Sharpe Ratio (4.44 vs 2.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ICMUX and IOBZX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer