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IOBZX vs. ICMUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IOBZX vs. ICMUX - Performance Comparison

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

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IOBZX vs. ICMUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOBZX
ICON FlexibleBondFund
-0.93%5.67%8.33%8.28%-5.63%4.17%4.61%8.16%0.87%4.25%
ICMUX
Intrepid Income Fund
-0.24%8.16%10.43%10.90%-3.17%10.02%8.77%4.65%0.53%3.79%

Returns By Period

In the year-to-date period, IOBZX achieves a -0.93% return, which is significantly lower than ICMUX's -0.24% return. Over the past 10 years, IOBZX has underperformed ICMUX with an annualized return of 4.09%, while ICMUX has yielded a comparatively higher 5.93% annualized return.


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IOBZX vs. ICMUX - Expense Ratio Comparison

IOBZX has a 0.76% expense ratio, which is lower than ICMUX's 0.91% expense ratio.


Return for Risk

IOBZX vs. ICMUX — Risk / Return Rank

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

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

ICMUX
ICMUX Risk / Return Rank: 9494
Overall Rank
ICMUX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ICMUX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ICMUX Omega Ratio Rank: 9797
Omega Ratio Rank
ICMUX Calmar Ratio Rank: 9191
Calmar Ratio Rank
ICMUX Martin Ratio Rank: 9090
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.

IOBZX vs. ICMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICON FlexibleBondFund (IOBZX) and Intrepid Income Fund (ICMUX). 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.


IOBZXICMUXDifference

Sharpe ratio

Return per unit of total volatility

1.34

2.52

-1.18

Sortino ratio

Return per unit of downside risk

1.73

3.40

-1.67

Omega ratio

Gain probability vs. loss probability

1.32

1.62

-0.31

Calmar ratio

Return relative to maximum drawdown

1.19

2.60

-1.40

Martin ratio

Return relative to average drawdown

4.90

10.35

-5.45

IOBZX vs. ICMUX - Sharpe Ratio Comparison

The current IOBZX Sharpe Ratio is 1.34, which is lower than the ICMUX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of IOBZX and ICMUX, 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


IOBZXICMUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

2.52

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

2.35

-1.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

2.30

-1.19

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

2.04

-0.95

Correlation

The correlation between IOBZX and ICMUX is 0.29, 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

IOBZX vs. ICMUX - Dividend Comparison

IOBZX's dividend yield for the trailing twelve months is around 5.79%, less than ICMUX's 7.03% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

IOBZX vs. ICMUX - Drawdown Comparison

The maximum IOBZX drawdown since its inception was -15.53%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for IOBZX and ICMUX.


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Drawdown Indicators


IOBZXICMUXDifference

Max Drawdown

Largest peak-to-trough decline

-15.53%

-8.77%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-2.46%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-8.48%

-5.64%

-2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-15.53%

-8.77%

-6.76%

Current Drawdown

Current decline from peak

-1.84%

-1.12%

-0.72%

Average Drawdown

Average peak-to-trough decline

-1.29%

-0.74%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

0.62%

+0.03%

Volatility

IOBZX vs. ICMUX - Volatility Comparison

ICON FlexibleBondFund (IOBZX) has a higher volatility of 0.96% compared to Intrepid Income Fund (ICMUX) at 0.77%. This indicates that IOBZX's price experiences larger fluctuations and is considered to be riskier than ICMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IOBZXICMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.77%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

1.45%

1.38%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

2.47%

2.59%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.80%

2.66%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.74%

2.58%

+1.16%