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ICTEX vs. ICBMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICTEX vs. ICBMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICON Health and Information Technology Fund (ICTEX) and ICON Natural Resources and Infrastructure Fund (ICBMX). The values are adjusted to include any dividend payments, if applicable.

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ICTEX vs. ICBMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICTEX
ICON Health and Information Technology Fund
-4.55%17.55%20.45%13.59%-19.38%17.62%33.94%43.72%-11.19%32.52%
ICBMX
ICON Natural Resources and Infrastructure Fund
12.94%15.95%21.25%11.02%0.50%30.63%5.53%22.11%-17.38%16.93%

Returns By Period

In the year-to-date period, ICTEX achieves a -4.55% return, which is significantly lower than ICBMX's 12.94% return. Over the past 10 years, ICTEX has outperformed ICBMX with an annualized return of 13.64%, while ICBMX has yielded a comparatively lower 12.93% annualized return.


ICTEX

1D
-1.28%
1M
-9.76%
YTD
-4.55%
6M
-3.04%
1Y
25.25%
3Y*
14.48%
5Y*
6.79%
10Y*
13.64%

ICBMX

1D
-0.44%
1M
-4.58%
YTD
12.94%
6M
15.61%
1Y
39.48%
3Y*
20.25%
5Y*
14.16%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICTEX vs. ICBMX - Expense Ratio Comparison

ICTEX has a 1.26% expense ratio, which is lower than ICBMX's 1.31% expense ratio.


Return for Risk

ICTEX vs. ICBMX — Risk / Return Rank

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

ICTEX
ICTEX Risk / Return Rank: 6666
Overall Rank
ICTEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ICTEX Sortino Ratio Rank: 6767
Sortino Ratio Rank
ICTEX Omega Ratio Rank: 5959
Omega Ratio Rank
ICTEX Calmar Ratio Rank: 7474
Calmar Ratio Rank
ICTEX Martin Ratio Rank: 6767
Martin Ratio Rank

ICBMX
ICBMX Risk / Return Rank: 8383
Overall Rank
ICBMX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ICBMX Sortino Ratio Rank: 8585
Sortino Ratio Rank
ICBMX Omega Ratio Rank: 7676
Omega Ratio Rank
ICBMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
ICBMX Martin Ratio Rank: 8888
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.

ICTEX vs. ICBMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICON Health and Information Technology Fund (ICTEX) and ICON Natural Resources and Infrastructure Fund (ICBMX). 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.


ICTEXICBMXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.54

-0.42

Sortino ratio

Return per unit of downside risk

1.67

2.23

-0.55

Omega ratio

Gain probability vs. loss probability

1.22

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.69

2.21

-0.51

Martin ratio

Return relative to average drawdown

6.38

9.57

-3.19

ICTEX vs. ICBMX - Sharpe Ratio Comparison

The current ICTEX Sharpe Ratio is 1.12, which is comparable to the ICBMX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ICTEX and ICBMX, 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


ICTEXICBMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.54

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.68

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.58

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.29

-0.05

Correlation

The correlation between ICTEX and ICBMX is 0.63, 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

ICTEX vs. ICBMX - Dividend Comparison

ICTEX's dividend yield for the trailing twelve months is around 21.74%, more than ICBMX's 8.86% yield.


TTM20252024202320222021202020192018201720162015
ICTEX
ICON Health and Information Technology Fund
21.74%20.75%11.36%12.46%18.84%16.62%3.45%4.32%16.94%24.94%21.88%0.00%
ICBMX
ICON Natural Resources and Infrastructure Fund
8.86%10.01%17.24%7.07%11.07%1.32%0.32%1.55%21.58%1.19%0.53%7.78%

Drawdowns

ICTEX vs. ICBMX - Drawdown Comparison

The maximum ICTEX drawdown since its inception was -81.85%, which is greater than ICBMX's maximum drawdown of -63.92%. Use the drawdown chart below to compare losses from any high point for ICTEX and ICBMX.


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Drawdown Indicators


ICTEXICBMXDifference

Max Drawdown

Largest peak-to-trough decline

-81.85%

-63.92%

-17.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-16.07%

+2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-26.49%

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.08%

-48.18%

+13.10%

Current Drawdown

Current decline from peak

-13.58%

-5.72%

-7.86%

Average Drawdown

Average peak-to-trough decline

-37.04%

-17.98%

-19.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

3.70%

-0.10%

Volatility

ICTEX vs. ICBMX - Volatility Comparison

ICON Health and Information Technology Fund (ICTEX) and ICON Natural Resources and Infrastructure Fund (ICBMX) have volatilities of 6.30% and 6.42%, 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.


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Volatility by Period


ICTEXICBMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

6.42%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

15.76%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

25.02%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

20.85%

-1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

22.28%

-1.11%