ICMUX vs. RCTIX
Compare and contrast key facts about Intrepid Income Fund (ICMUX) and River Canyon Total Return Bond Fund (RCTIX).
ICMUX is managed by Intrepid Funds. It was launched on Jul 1, 2007. RCTIX is managed by River Canyon. It was launched on Dec 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICMUX or RCTIX.
Performance
ICMUX vs. RCTIX - Performance Comparison
Returns By Period
In the year-to-date period, ICMUX achieves a 9.54% return, which is significantly higher than RCTIX's 7.00% return.
ICMUX
9.54%
0.72%
5.67%
12.36%
7.27%
4.84%
RCTIX
7.00%
0.22%
4.43%
10.27%
3.62%
N/A
Key characteristics
| ICMUX | RCTIX | |
|---|---|---|
| Sharpe Ratio | 6.57 | 3.93 |
| Sortino Ratio | 12.38 | 6.34 |
| Omega Ratio | 3.14 | 1.90 |
| Calmar Ratio | 15.72 | 9.24 |
| Martin Ratio | 72.72 | 26.16 |
| Ulcer Index | 0.17% | 0.39% |
| Daily Std Dev | 1.88% | 2.61% |
| Max Drawdown | -8.76% | -10.89% |
| Current Drawdown | 0.00% | -0.72% |
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ICMUX vs. RCTIX - Expense Ratio Comparison
ICMUX has a 0.91% expense ratio, which is higher than RCTIX's 0.89% expense ratio.
Correlation
The correlation between ICMUX and RCTIX is 0.21, 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.
Risk-Adjusted Performance
ICMUX vs. RCTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intrepid Income Fund (ICMUX) and River Canyon Total Return Bond Fund (RCTIX). 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.
Dividends
ICMUX vs. RCTIX - Dividend Comparison
ICMUX's dividend yield for the trailing twelve months is around 7.94%, more than RCTIX's 7.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMUX Intrepid Income Fund | 7.94% | 9.06% | 8.19% | 5.98% | 5.56% | 3.34% | 3.07% | 2.87% | 3.01% | 3.53% | 3.34% | 2.91% |
RCTIX River Canyon Total Return Bond Fund | 7.83% | 8.51% | 6.00% | 3.02% | 3.79% | 2.70% | 3.30% | 4.89% | 2.32% | 5.74% | 0.00% | 0.00% |
Drawdowns
ICMUX vs. RCTIX - Drawdown Comparison
The maximum ICMUX drawdown since its inception was -8.76%, smaller than the maximum RCTIX drawdown of -10.89%. Use the drawdown chart below to compare losses from any high point for ICMUX and RCTIX. For additional features, visit the drawdowns tool.
Volatility
ICMUX vs. RCTIX - Volatility Comparison
Intrepid Income Fund (ICMUX) and River Canyon Total Return Bond Fund (RCTIX) have volatilities of 0.53% and 0.54%, 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.