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ICSIX vs. ICCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICSIX vs. ICCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynamic U.S. Opportunity Fund (ICSIX) and Dynamic International Opportunity Fund (ICCIX). The values are adjusted to include any dividend payments, if applicable.

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ICSIX vs. ICCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICSIX
Dynamic U.S. Opportunity Fund
-4.38%16.41%8.16%16.05%-7.52%16.14%18.73%25.95%-11.12%15.19%
ICCIX
Dynamic International Opportunity Fund
-0.42%26.98%2.33%10.95%-13.47%1.05%27.19%6.62%-14.22%23.57%

Returns By Period

In the year-to-date period, ICSIX achieves a -4.38% return, which is significantly lower than ICCIX's -0.42% return. Over the past 10 years, ICSIX has outperformed ICCIX with an annualized return of 9.94%, while ICCIX has yielded a comparatively lower 6.68% annualized return.


ICSIX

1D
-0.37%
1M
-6.73%
YTD
-4.38%
6M
-2.81%
1Y
11.78%
3Y*
10.12%
5Y*
7.66%
10Y*
9.94%

ICCIX

1D
-0.28%
1M
-11.55%
YTD
-0.42%
6M
4.72%
1Y
20.65%
3Y*
11.28%
5Y*
4.51%
10Y*
6.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICSIX vs. ICCIX - Expense Ratio Comparison

ICSIX has a 1.24% expense ratio, which is lower than ICCIX's 1.62% expense ratio.


Return for Risk

ICSIX vs. ICCIX — Risk / Return Rank

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

ICSIX
ICSIX Risk / Return Rank: 4646
Overall Rank
ICSIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ICSIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
ICSIX Omega Ratio Rank: 4040
Omega Ratio Rank
ICSIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
ICSIX Martin Ratio Rank: 5454
Martin Ratio Rank

ICCIX
ICCIX Risk / Return Rank: 6565
Overall Rank
ICCIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ICCIX Sortino Ratio Rank: 6464
Sortino Ratio Rank
ICCIX Omega Ratio Rank: 6464
Omega Ratio Rank
ICCIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
ICCIX Martin Ratio Rank: 6363
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.

ICSIX vs. ICCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic U.S. Opportunity Fund (ICSIX) and Dynamic International Opportunity Fund (ICCIX). 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.


ICSIXICCIXDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.23

-0.33

Sortino ratio

Return per unit of downside risk

1.29

1.65

-0.36

Omega ratio

Gain probability vs. loss probability

1.18

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.22

1.56

-0.33

Martin ratio

Return relative to average drawdown

5.26

6.06

-0.80

ICSIX vs. ICCIX - Sharpe Ratio Comparison

The current ICSIX Sharpe Ratio is 0.89, which is comparable to the ICCIX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of ICSIX and ICCIX, 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


ICSIXICCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.23

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.37

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.48

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.41

+0.17

Correlation

The correlation between ICSIX and ICCIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ICSIX vs. ICCIX - Dividend Comparison

ICSIX's dividend yield for the trailing twelve months is around 20.01%, more than ICCIX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
ICSIX
Dynamic U.S. Opportunity Fund
20.01%19.13%19.10%0.97%2.55%5.47%5.78%0.49%12.55%2.50%4.76%2.22%
ICCIX
Dynamic International Opportunity Fund
4.11%4.09%7.11%2.35%1.28%0.88%0.80%1.71%1.97%1.60%1.90%2.01%

Drawdowns

ICSIX vs. ICCIX - Drawdown Comparison

The maximum ICSIX drawdown since its inception was -25.63%, smaller than the maximum ICCIX drawdown of -28.83%. Use the drawdown chart below to compare losses from any high point for ICSIX and ICCIX.


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Drawdown Indicators


ICSIXICCIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.63%

-28.83%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-11.85%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-22.97%

-1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-25.63%

-28.83%

+3.20%

Current Drawdown

Current decline from peak

-8.16%

-11.66%

+3.50%

Average Drawdown

Average peak-to-trough decline

-3.25%

-6.53%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.04%

-0.91%

Volatility

ICSIX vs. ICCIX - Volatility Comparison

The current volatility for Dynamic U.S. Opportunity Fund (ICSIX) is 3.39%, while Dynamic International Opportunity Fund (ICCIX) has a volatility of 8.17%. This indicates that ICSIX experiences smaller price fluctuations and is considered to be less risky than ICCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICSIXICCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

8.17%

-4.78%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

11.91%

-4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.11%

16.40%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

12.32%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

13.86%

+1.76%