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ICMUX vs. MISHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICMUX vs. MISHX - Performance Comparison

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

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ICMUX vs. MISHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICMUX
Intrepid Income Fund
-0.24%8.16%10.43%10.90%-3.17%10.02%8.77%4.65%0.53%3.79%
MISHX
AB Municipal Income Shares
-0.64%6.41%5.29%6.24%-12.77%6.81%6.22%11.52%0.80%9.59%

Returns By Period

In the year-to-date period, ICMUX achieves a -0.24% return, which is significantly higher than MISHX's -0.64% return. Over the past 10 years, ICMUX has outperformed MISHX with an annualized return of 5.93%, while MISHX has yielded a comparatively lower 3.64% 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%

MISHX

1D
0.27%
1M
-2.83%
YTD
-0.64%
6M
0.75%
1Y
4.02%
3Y*
4.79%
5Y*
1.66%
10Y*
3.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICMUX vs. MISHX - Expense Ratio Comparison

ICMUX has a 0.91% expense ratio, which is higher than MISHX's 0.00% expense ratio.


Return for Risk

ICMUX vs. MISHX — Risk / Return Rank

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

ICMUX
ICMUX Risk / Return Rank: 9494
Overall Rank
ICMUX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ICMUX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ICMUX Omega Ratio Rank: 9797
Omega Ratio Rank
ICMUX Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICMUX Martin Ratio Rank: 9090
Martin Ratio Rank

MISHX
MISHX Risk / Return Rank: 4343
Overall Rank
MISHX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MISHX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MISHX Omega Ratio Rank: 6565
Omega Ratio Rank
MISHX Calmar Ratio Rank: 3838
Calmar Ratio Rank
MISHX Martin Ratio Rank: 3030
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. MISHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intrepid Income Fund (ICMUX) and AB Municipal Income Shares (MISHX). 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.


ICMUXMISHXDifference

Sharpe ratio

Return per unit of total volatility

2.52

0.89

+1.64

Sortino ratio

Return per unit of downside risk

3.40

1.22

+2.17

Omega ratio

Gain probability vs. loss probability

1.62

1.24

+0.38

Calmar ratio

Return relative to maximum drawdown

2.60

1.00

+1.60

Martin ratio

Return relative to average drawdown

10.35

3.25

+7.10

ICMUX vs. MISHX - Sharpe Ratio Comparison

The current ICMUX Sharpe Ratio is 2.52, which is higher than the MISHX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ICMUX and MISHX, 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


ICMUXMISHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

0.89

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.35

0.34

+2.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.30

0.71

+1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

2.04

0.90

+1.15

Correlation

The correlation between ICMUX and MISHX is 0.17, 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. MISHX - Dividend Comparison

ICMUX's dividend yield for the trailing twelve months is around 7.03%, more than MISHX's 4.85% yield.


TTM20252024202320222021202020192018201720162015
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%
MISHX
AB Municipal Income Shares
4.85%6.23%4.80%3.23%3.75%2.77%3.56%3.98%3.77%3.78%4.25%4.38%

Drawdowns

ICMUX vs. MISHX - Drawdown Comparison

The maximum ICMUX drawdown since its inception was -8.77%, smaller than the maximum MISHX drawdown of -19.03%. Use the drawdown chart below to compare losses from any high point for ICMUX and MISHX.


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Drawdown Indicators


ICMUXMISHXDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-19.03%

+10.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-5.34%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-5.64%

-18.20%

+12.56%

Max Drawdown (10Y)

Largest decline over 10 years

-8.77%

-19.03%

+10.26%

Current Drawdown

Current decline from peak

-1.12%

-2.83%

+1.71%

Average Drawdown

Average peak-to-trough decline

-0.74%

-3.44%

+2.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

1.65%

-1.03%

Volatility

ICMUX vs. MISHX - Volatility Comparison

The current volatility for Intrepid Income Fund (ICMUX) is 0.77%, while AB Municipal Income Shares (MISHX) has a volatility of 1.22%. This indicates that ICMUX experiences smaller price fluctuations and is considered to be less risky than MISHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICMUXMISHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.22%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

1.99%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

5.64%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.66%

4.95%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.58%

5.17%

-2.59%