ISD vs. ICMUX
ISD (PGIM High Yield Bond Fund) and ICMUX (Intrepid Income Fund) are both mutual funds - ISD is a High Yield Bonds fund managed by PGIM, while ICMUX is a Multisector Bonds fund actively managed by Intrepid. Over the past 10 years, ISD returned 6.60%/yr vs 5.73%/yr for ICMUX. Their 0.30 correlation means their historical movements had little consistent relationship. ISD charges 0.02%/yr vs 1.01%/yr for ICMUX.
Performance
ISD vs. ICMUX - Performance Comparison
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Returns By Period
In the year-to-date period, ISD achieves a -9.89% return, which is significantly lower than ICMUX's 2.85% return. Over the past 10 years, ISD has outperformed ICMUX with an annualized return of 6.60%, while ICMUX has yielded a comparatively lower 5.73% annualized return.
ISD
- 1D
- -0.08%
- 1M
- -3.37%
- 6M
- -10.69%
- YTD
- -9.89%
- 1Y
- -4.69%
- 3Y*
- 10.30%
- 5Y*
- 4.23%
- 10Y*
- 6.60%
- ALL TIME*
- 5.58%
ICMUX
- 1D
- 0.11%
- 1M
- 0.34%
- 6M
- 2.35%
- YTD
- 2.85%
- 1Y
- 6.60%
- 3Y*
- 8.93%
- 5Y*
- 6.14%
- 10Y*
- 5.73%
- ALL TIME*
- 4.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ICMUX Intrepid Income Fund | $0.00 | $0.00 | $0.00 |
| $1.80M | $1.56M | $1.41M |
ISD vs. ICMUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISD PGIM High Yield Bond Fund | -9.89% | 15.63% | 22.05% | 15.05% | -18.42% | 15.72% | 6.66% | 28.41% | -5.03% | 3.59% |
ICMUX Intrepid Income Fund | 2.85% | 8.16% | 10.43% | 10.90% | -3.17% | 10.02% | 8.77% | 4.65% | 0.53% | 3.79% |
Correlation
The correlation between ISD and ICMUX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2012 | 0.30 |
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Return for Risk
ISD vs. ICMUX — Risk / Return Rank
ISD
ICMUX
ISD vs. ICMUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Bond Fund (ISD) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISD | ICMUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.78 | ||
| Sortino ratioReturn per unit of downside risk | -5.98 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.79 | -0.86 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 4.83 | -5.20 |
| Martin ratioReturn relative to average drawdown | -0.84 | 16.75 | -17.59 |
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Drawdowns
ISD vs. ICMUX - Drawdown Comparison
The maximum ISD drawdown since its inception was -38.88%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for ISD and ICMUX.
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Drawdown Indicators
| ISD | ICMUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.88% | -8.77% | -30.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -1.34% | -12.18% |
Max Drawdown (3Y)Largest decline over 3 years | -13.94% | -3.11% | -10.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.45% | -5.64% | -19.81% |
Max Drawdown (10Y)Largest decline over 10 years | -38.88% | -8.77% | -30.11% |
Current DrawdownCurrent decline from peak | -11.81% | -0.11% | -11.70% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -0.73% | -4.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 0.39% | +5.57% |
Volatility
ISD vs. ICMUX - Volatility Comparison
PGIM High Yield Bond Fund (ISD) has a higher volatility of 3.08% compared to Intrepid Income Fund (ICMUX) at 0.48%. This indicates that ISD'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
| ISD | ICMUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 0.48% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 1.45% | +8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.41% | 1.94% | +9.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.36% | 2.65% | +10.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 2.57% | +12.02% |
ISD vs. ICMUX - Expense Ratio Comparison
ISD has a 0.02% expense ratio, which is lower than ICMUX's 1.01% expense ratio.
Dividends
ISD vs. ICMUX - Dividend Comparison
ISD's dividend yield for the trailing twelve months is around 10.13%, more than ICMUX's 6.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMUX Intrepid Income Fund | 6.89% | 7.96% | 7.85% | 9.10% | 8.17% | 5.99% | 5.56% | 3.35% | 3.07% | 2.86% | 3.01% | 3.53% |
ISD PGIM High Yield Bond Fund | 10.13% | 8.71% | 9.21% | 10.23% | 10.61% | 7.85% | 8.40% | 7.86% | 7.89% | 8.46% | 8.28% | 9.64% |
Frequently Asked Questions
ISD and ICMUX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISD has higher volatility (3.08%) compared to ICMUX (0.48%). In terms of maximum drawdown, ISD dropped -38.88% vs ICMUX's -8.77%.
ICMUX currently has the higher Sharpe Ratio (3.34 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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