ICMUX vs. JMSIX
Compare and contrast key facts about Intrepid Income Fund (ICMUX) and JPMorgan Income Fund (JMSIX).
ICMUX is managed by Intrepid Funds. It was launched on Jul 1, 2007. JMSIX is managed by JPMorgan. It was launched on Jun 1, 2014.
Performance
ICMUX vs. JMSIX - Performance Comparison
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ICMUX vs. JMSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICMUX Intrepid Income Fund | -0.24% | 8.16% | 10.43% | 10.90% | -3.17% | 10.02% | 8.77% | 4.65% | 0.53% | 3.79% |
JMSIX JPMorgan Income Fund | -0.29% | 7.68% | 7.78% | 6.14% | -8.24% | 3.59% | 3.07% | 11.82% | 1.03% | 6.00% |
Returns By Period
In the year-to-date period, ICMUX achieves a -0.24% return, which is significantly higher than JMSIX's -0.29% return. Over the past 10 years, ICMUX has outperformed JMSIX with an annualized return of 5.93%, while JMSIX has yielded a comparatively lower 3.93% annualized return.
ICMUX
- 1D
- 0.11%
- 1M
- -0.34%
- YTD
- -0.24%
- 6M
- 0.95%
- 1Y
- 6.58%
- 3Y*
- 9.12%
- 5Y*
- 6.22%
- 10Y*
- 5.93%
JMSIX
- 1D
- 0.24%
- 1M
- -1.39%
- YTD
- -0.29%
- 6M
- 1.33%
- 1Y
- 5.02%
- 3Y*
- 6.36%
- 5Y*
- 2.78%
- 10Y*
- 3.93%
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ICMUX vs. JMSIX - Expense Ratio Comparison
ICMUX has a 0.91% expense ratio, which is higher than JMSIX's 0.40% expense ratio.
Return for Risk
ICMUX vs. JMSIX — Risk / Return Rank
ICMUX
JMSIX
ICMUX vs. JMSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intrepid Income Fund (ICMUX) and JPMorgan Income Fund (JMSIX). 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.
| ICMUX | JMSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.52 | 2.15 | +0.37 |
Sortino ratioReturn per unit of downside risk | 3.40 | 3.84 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.54 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 3.47 | -0.87 |
Martin ratioReturn relative to average drawdown | 10.35 | 13.30 | -2.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICMUX | JMSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 2.15 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.35 | 0.76 | +1.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.30 | 1.02 | +1.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.04 | 0.76 | +1.28 |
Correlation
The correlation between ICMUX and JMSIX is 0.40, 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. JMSIX - Dividend Comparison
ICMUX's dividend yield for the trailing twelve months is around 7.03%, more than JMSIX's 5.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMUX Intrepid Income Fund | 7.03% | 7.96% | 7.85% | 9.10% | 8.17% | 5.99% | 5.56% | 3.35% | 3.07% | 2.86% | 3.01% | 3.53% |
JMSIX JPMorgan Income Fund | 5.53% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
Drawdowns
ICMUX vs. JMSIX - Drawdown Comparison
The maximum ICMUX drawdown since its inception was -8.77%, smaller than the maximum JMSIX drawdown of -18.40%. Use the drawdown chart below to compare losses from any high point for ICMUX and JMSIX.
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Drawdown Indicators
| ICMUX | JMSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -18.40% | +9.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.46% | -1.64% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -5.64% | -11.39% | +5.75% |
Max Drawdown (10Y)Largest decline over 10 years | -8.77% | -18.40% | +9.63% |
Current DrawdownCurrent decline from peak | -1.12% | -1.39% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -0.74% | -2.60% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 0.43% | +0.19% |
Volatility
ICMUX vs. JMSIX - Volatility Comparison
Intrepid Income Fund (ICMUX) and JPMorgan Income Fund (JMSIX) have volatilities of 0.77% and 0.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICMUX | JMSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 0.77% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.38% | 1.67% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.59% | 2.59% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.66% | 3.70% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.58% | 3.85% | -1.27% |