PortfoliosLab logoPortfoliosLab logo
ICTEX vs. IOBZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICTEX vs. IOBZX - Performance Comparison

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

Loading graphics...

ICTEX vs. IOBZX - 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%
IOBZX
ICON FlexibleBondFund
-0.93%5.67%8.33%8.28%-5.63%4.17%4.61%8.16%0.87%4.25%

Returns By Period

In the year-to-date period, ICTEX achieves a -4.55% return, which is significantly lower than IOBZX's -0.93% return. Over the past 10 years, ICTEX has outperformed IOBZX with an annualized return of 13.64%, while IOBZX has yielded a comparatively lower 4.09% annualized return.


ICTEX

1D
-1.28%
1M
-10.15%
YTD
-4.55%
6M
-2.18%
1Y
25.87%
3Y*
14.48%
5Y*
6.79%
10Y*
13.64%

IOBZX

1D
0.24%
1M
-1.63%
YTD
-0.93%
6M
0.22%
1Y
3.27%
3Y*
6.12%
5Y*
3.54%
10Y*
4.09%
*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.


ICTEX vs. IOBZX - Expense Ratio Comparison

ICTEX has a 1.26% expense ratio, which is higher than IOBZX's 0.76% expense ratio.


Return for Risk

ICTEX vs. IOBZX — 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

IOBZX
IOBZX Risk / Return Rank: 6565
Overall Rank
IOBZX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IOBZX Sortino Ratio Rank: 7070
Sortino Ratio Rank
IOBZX Omega Ratio Rank: 8181
Omega Ratio Rank
IOBZX Calmar Ratio Rank: 4949
Calmar Ratio Rank
IOBZX Martin Ratio Rank: 5050
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. IOBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICON Health and Information Technology Fund (ICTEX) and ICON FlexibleBondFund (IOBZX). 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.


ICTEXIOBZXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.34

-0.22

Sortino ratio

Return per unit of downside risk

1.67

1.73

-0.06

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.69

1.19

+0.50

Martin ratio

Return relative to average drawdown

6.38

4.90

+1.48

ICTEX vs. IOBZX - Sharpe Ratio Comparison

The current ICTEX Sharpe Ratio is 1.12, which is comparable to the IOBZX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of ICTEX and IOBZX, 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


ICTEXIOBZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.34

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

1.27

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

1.11

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

1.10

-0.86

Correlation

The correlation between ICTEX and IOBZX is 0.03, 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.


Dividends

ICTEX vs. IOBZX - Dividend Comparison

ICTEX's dividend yield for the trailing twelve months is around 21.74%, more than IOBZX's 5.79% 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%
IOBZX
ICON FlexibleBondFund
5.79%6.74%6.71%5.65%5.22%4.90%4.03%4.67%4.18%4.07%3.58%4.00%

Drawdowns

ICTEX vs. IOBZX - Drawdown Comparison

The maximum ICTEX drawdown since its inception was -81.85%, which is greater than IOBZX's maximum drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for ICTEX and IOBZX.


Loading graphics...

Drawdown Indicators


ICTEXIOBZXDifference

Max Drawdown

Largest peak-to-trough decline

-81.85%

-15.53%

-66.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-2.65%

-10.93%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-8.48%

-18.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.08%

-15.53%

-19.55%

Current Drawdown

Current decline from peak

-13.58%

-1.84%

-11.74%

Average Drawdown

Average peak-to-trough decline

-37.04%

-1.29%

-35.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

0.65%

+2.95%

Volatility

ICTEX vs. IOBZX - Volatility Comparison

ICON Health and Information Technology Fund (ICTEX) has a higher volatility of 6.30% compared to ICON FlexibleBondFund (IOBZX) at 0.96%. This indicates that ICTEX's price experiences larger fluctuations and is considered to be riskier than IOBZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ICTEXIOBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

0.96%

+5.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

1.45%

+13.22%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

2.47%

+20.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

2.80%

+16.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

3.74%

+17.43%