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IOLZX vs. IOBZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IOLZX vs. IOBZX - Performance Comparison

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

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IOLZX vs. IOBZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOLZX
ICON Equity Fund
-1.68%15.81%16.87%12.13%-17.78%26.72%16.00%38.22%-16.69%26.78%
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, IOLZX achieves a -1.68% return, which is significantly lower than IOBZX's -0.93% return. Over the past 10 years, IOLZX has outperformed IOBZX with an annualized return of 11.75%, while IOBZX has yielded a comparatively lower 4.09% annualized return.


IOLZX

1D
-0.48%
1M
-8.41%
YTD
-1.68%
6M
1.05%
1Y
19.64%
3Y*
14.40%
5Y*
6.85%
10Y*
11.75%

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)

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IOLZX vs. IOBZX - Expense Ratio Comparison

IOLZX has a 1.04% expense ratio, which is higher than IOBZX's 0.76% expense ratio.


Return for Risk

IOLZX vs. IOBZX — Risk / Return Rank

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

IOLZX
IOLZX Risk / Return Rank: 3939
Overall Rank
IOLZX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IOLZX Sortino Ratio Rank: 4242
Sortino Ratio Rank
IOLZX Omega Ratio Rank: 3939
Omega Ratio Rank
IOLZX Calmar Ratio Rank: 4242
Calmar Ratio Rank
IOLZX Martin Ratio Rank: 3434
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.

IOLZX vs. IOBZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICON Equity Fund (IOLZX) 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.


IOLZXIOBZXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.34

-0.51

Sortino ratio

Return per unit of downside risk

1.29

1.73

-0.44

Omega ratio

Gain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratio

Return relative to maximum drawdown

1.09

1.19

-0.11

Martin ratio

Return relative to average drawdown

3.61

4.90

-1.29

IOLZX vs. IOBZX - Sharpe Ratio Comparison

The current IOLZX Sharpe Ratio is 0.84, which is lower than the IOBZX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IOLZX 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.


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Sharpe Ratios by Period


IOLZXIOBZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.34

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

1.27

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

1.11

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.10

-0.75

Correlation

The correlation between IOLZX and IOBZX is 0.04, 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

IOLZX vs. IOBZX - Dividend Comparison

IOLZX's dividend yield for the trailing twelve months is around 10.87%, more than IOBZX's 5.79% yield.


TTM20252024202320222021202020192018201720162015
IOLZX
ICON Equity Fund
10.87%10.69%22.21%4.75%18.57%14.12%0.00%3.46%1.60%0.00%0.00%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

IOLZX vs. IOBZX - Drawdown Comparison

The maximum IOLZX drawdown since its inception was -56.03%, which is greater than IOBZX's maximum drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for IOLZX and IOBZX.


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Drawdown Indicators


IOLZXIOBZXDifference

Max Drawdown

Largest peak-to-trough decline

-56.03%

-15.53%

-40.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.69%

-2.65%

-13.04%

Max Drawdown (5Y)

Largest decline over 5 years

-27.77%

-8.48%

-19.29%

Max Drawdown (10Y)

Largest decline over 10 years

-41.04%

-15.53%

-25.51%

Current Drawdown

Current decline from peak

-13.74%

-1.84%

-11.90%

Average Drawdown

Average peak-to-trough decline

-12.72%

-1.29%

-11.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

0.65%

+4.07%

Volatility

IOLZX vs. IOBZX - Volatility Comparison

ICON Equity Fund (IOLZX) has a higher volatility of 6.73% compared to ICON FlexibleBondFund (IOBZX) at 0.96%. This indicates that IOLZX'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.


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Volatility by Period


IOLZXIOBZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

0.96%

+5.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.09%

1.45%

+12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

23.57%

2.47%

+21.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.32%

2.80%

+18.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

3.74%

+18.51%