ICMUX vs. PHYZX
Compare and contrast key facts about Intrepid Income Fund (ICMUX) and PGIM High Yield Fund Class Z (PHYZX).
ICMUX is managed by Intrepid Funds. It was launched on Jul 1, 2007. PHYZX is an actively managed fund by PGIM. It was launched on Jan 22, 1990.
Performance
ICMUX vs. PHYZX - Performance Comparison
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ICMUX vs. PHYZX - 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% |
PHYZX PGIM High Yield Fund Class Z | -1.41% | 9.04% | 8.37% | 12.23% | -12.31% | 5.83% | 7.73% | 16.14% | -1.25% | 7.79% |
Returns By Period
In the year-to-date period, ICMUX achieves a -0.24% return, which is significantly higher than PHYZX's -1.41% return. Both investments have delivered pretty close results over the past 10 years, with ICMUX having a 5.93% annualized return and PHYZX not far ahead at 6.07%.
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%
PHYZX
- 1D
- 0.00%
- 1M
- -2.47%
- YTD
- -1.41%
- 6M
- -0.20%
- 1Y
- 5.91%
- 3Y*
- 8.28%
- 5Y*
- 3.71%
- 10Y*
- 6.07%
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ICMUX vs. PHYZX - Expense Ratio Comparison
ICMUX has a 0.91% expense ratio, which is higher than PHYZX's 0.51% expense ratio.
Return for Risk
ICMUX vs. PHYZX — Risk / Return Rank
ICMUX
PHYZX
ICMUX vs. PHYZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intrepid Income Fund (ICMUX) and PGIM High Yield Fund Class Z (PHYZX). 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 | PHYZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.52 | 1.71 | +0.81 |
Sortino ratioReturn per unit of downside risk | 3.40 | 2.54 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.41 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.08 | +0.51 |
Martin ratioReturn relative to average drawdown | 10.35 | 8.46 | +1.89 |
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 | PHYZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 1.71 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.35 | 0.74 | +1.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 2.30 | 1.10 | +1.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.04 | 1.19 | +0.86 |
Correlation
The correlation between ICMUX and PHYZX is 0.44, 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. PHYZX - Dividend Comparison
ICMUX's dividend yield for the trailing twelve months is around 7.03%, more than PHYZX's 6.51% 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% |
PHYZX PGIM High Yield Fund Class Z | 6.51% | 6.95% | 7.37% | 7.00% | 6.15% | 6.08% | 8.35% | 6.21% | 6.55% | 6.25% | 6.36% | 6.93% |
Drawdowns
ICMUX vs. PHYZX - Drawdown Comparison
The maximum ICMUX drawdown since its inception was -8.77%, smaller than the maximum PHYZX drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for ICMUX and PHYZX.
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Drawdown Indicators
| ICMUX | PHYZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -28.57% | +19.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.46% | -2.93% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -5.64% | -16.09% | +10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -8.77% | -21.09% | +12.32% |
Current DrawdownCurrent decline from peak | -1.12% | -2.47% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -0.74% | -2.78% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 0.72% | -0.10% |
Volatility
ICMUX vs. PHYZX - Volatility Comparison
The current volatility for Intrepid Income Fund (ICMUX) is 0.77%, while PGIM High Yield Fund Class Z (PHYZX) has a volatility of 1.19%. This indicates that ICMUX experiences smaller price fluctuations and is considered to be less risky than PHYZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICMUX | PHYZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 1.19% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 1.38% | 2.34% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.59% | 3.71% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.66% | 5.04% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.58% | 5.52% | -2.94% |