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

Performance

ICMUX vs. MNHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intrepid Income Fund (ICMUX) and Manning & Napier High Yield Bond I (MNHAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ICMUX vs. MNHAX - 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%
MNHAX
Manning & Napier High Yield Bond I
-1.67%6.90%9.29%13.49%-7.38%10.27%6.58%14.25%-0.98%8.68%

Returns By Period

In the year-to-date period, ICMUX achieves a -0.24% return, which is significantly higher than MNHAX's -1.67% return. Over the past 10 years, ICMUX has underperformed MNHAX with an annualized return of 5.93%, while MNHAX has yielded a comparatively higher 6.73% 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%

MNHAX

1D
0.32%
1M
-2.47%
YTD
-1.67%
6M
-0.40%
1Y
4.27%
3Y*
8.42%
5Y*
5.33%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ICMUX vs. MNHAX - Expense Ratio Comparison

ICMUX has a 0.91% expense ratio, which is higher than MNHAX's 0.66% expense ratio.


Return for Risk

ICMUX vs. MNHAX — 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

MNHAX
MNHAX Risk / Return Rank: 5353
Overall Rank
MNHAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MNHAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MNHAX Omega Ratio Rank: 6565
Omega Ratio Rank
MNHAX Calmar Ratio Rank: 4444
Calmar Ratio Rank
MNHAX Martin Ratio Rank: 4242
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. MNHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intrepid Income Fund (ICMUX) and Manning & Napier High Yield Bond I (MNHAX). 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.


ICMUXMNHAXDifference

Sharpe ratio

Return per unit of total volatility

2.52

1.09

+1.43

Sortino ratio

Return per unit of downside risk

3.40

1.40

+1.99

Omega ratio

Gain probability vs. loss probability

1.62

1.24

+0.38

Calmar ratio

Return relative to maximum drawdown

2.60

1.10

+1.50

Martin ratio

Return relative to average drawdown

10.35

4.36

+5.99

ICMUX vs. MNHAX - Sharpe Ratio Comparison

The current ICMUX Sharpe Ratio is 2.52, which is higher than the MNHAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ICMUX and MNHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ICMUXMNHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

1.09

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.35

0.37

+1.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.30

0.63

+1.67

Sharpe Ratio (All Time)

Calculated using the full available price history

2.04

0.65

+1.39

Correlation

The correlation between ICMUX and MNHAX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ICMUX vs. MNHAX - Dividend Comparison

ICMUX's dividend yield for the trailing twelve months is around 7.03%, more than MNHAX's 6.64% 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%
MNHAX
Manning & Napier High Yield Bond I
6.64%7.29%7.02%8.59%7.61%9.81%6.26%8.24%6.38%6.20%7.68%6.64%

Drawdowns

ICMUX vs. MNHAX - Drawdown Comparison

The maximum ICMUX drawdown since its inception was -8.77%, smaller than the maximum MNHAX drawdown of -20.13%. Use the drawdown chart below to compare losses from any high point for ICMUX and MNHAX.


Loading graphics...

Drawdown Indicators


ICMUXMNHAXDifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-20.13%

+11.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-3.40%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-5.64%

-20.13%

+14.49%

Max Drawdown (10Y)

Largest decline over 10 years

-8.77%

-20.13%

+11.36%

Current Drawdown

Current decline from peak

-1.12%

-14.06%

+12.94%

Average Drawdown

Average peak-to-trough decline

-0.74%

-3.41%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.86%

-0.24%

Volatility

ICMUX vs. MNHAX - Volatility Comparison

The current volatility for Intrepid Income Fund (ICMUX) is 0.77%, while Manning & Napier High Yield Bond I (MNHAX) has a volatility of 1.68%. This indicates that ICMUX experiences smaller price fluctuations and is considered to be less risky than MNHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ICMUXMNHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.68%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

1.38%

2.20%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

2.59%

3.74%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.66%

14.41%

-11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.58%

10.69%

-8.11%