LIMIX vs. IOLZX
LIMIX (Cromwell Tran Focus Fund) and IOLZX (ICON Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, LIMIX returned 10.50%/yr vs 14.10%/yr for IOLZX. Their correlation of 0.83 means they have usually moved in the same direction. LIMIX charges 0.85%/yr vs 1.04%/yr for IOLZX.
Performance
LIMIX vs. IOLZX - Performance Comparison
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Returns By Period
In the year-to-date period, LIMIX achieves a 6.45% return, which is significantly lower than IOLZX's 25.42% return. Over the past 10 years, LIMIX has underperformed IOLZX with an annualized return of 10.50%, while IOLZX has yielded a comparatively higher 14.10% annualized return.
LIMIX
- 1D
- -2.46%
- 1M
- -7.69%
- 6M
- 4.90%
- YTD
- 6.45%
- 1Y
- 3.87%
- 3Y*
- 12.41%
- 5Y*
- 2.63%
- 10Y*
- 10.50%
- ALL TIME*
- 8.55%
IOLZX
- 1D
- -2.24%
- 1M
- -3.85%
- 6M
- 16.67%
- YTD
- 25.42%
- 1Y
- 35.95%
- 3Y*
- 20.24%
- 5Y*
- 10.29%
- 10Y*
- 14.10%
- ALL TIME*
- 8.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
IOLZX ICON Equity Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
LIMIX vs. IOLZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LIMIX Cromwell Tran Focus Fund | 6.45% | 7.51% | 15.44% | 26.03% | -35.23% | 25.39% | 29.59% | 41.84% | -10.15% | 21.10% |
IOLZX ICON Equity Fund | 25.42% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
Correlation
The correlation between LIMIX and IOLZX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2007 | 0.83 |
The correlation between LIMIX and IOLZX shifts across timeframes, from 0.66 (3 years) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LIMIX vs. IOLZX — Risk / Return Rank
LIMIX
IOLZX
LIMIX vs. IOLZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cromwell Tran Focus Fund (LIMIX) and ICON Equity Fund (IOLZX). 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.
| LIMIX | IOLZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.30 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 2.45 | -2.15 |
| Martin ratioReturn relative to average drawdown | 0.88 | 8.55 | -7.68 |
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Drawdowns
LIMIX vs. IOLZX - Drawdown Comparison
The maximum LIMIX drawdown since its inception was -48.54%, smaller than the maximum IOLZX drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for LIMIX and IOLZX.
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Drawdown Indicators
| LIMIX | IOLZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.54% | -56.03% | +7.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -14.35% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -24.71% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -39.06% | -27.77% | -11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -39.06% | -41.04% | +1.98% |
Current DrawdownCurrent decline from peak | -8.01% | -4.17% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -9.97% | -12.56% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 4.11% | -0.04% |
Volatility
LIMIX vs. IOLZX - Volatility Comparison
Cromwell Tran Focus Fund (LIMIX) has a higher volatility of 5.92% compared to ICON Equity Fund (IOLZX) at 5.53%. This indicates that LIMIX's price experiences larger fluctuations and is considered to be riskier than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LIMIX | IOLZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 5.53% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 16.05% | 16.22% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.44% | 20.06% | -0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 21.53% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 22.32% | -1.05% |
LIMIX vs. IOLZX - Expense Ratio Comparison
LIMIX has a 0.85% expense ratio, which is lower than IOLZX's 1.04% expense ratio.
Dividends
LIMIX vs. IOLZX - Dividend Comparison
LIMIX's dividend yield for the trailing twelve months is around 11.59%, more than IOLZX's 8.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOLZX ICON Equity Fund | 8.52% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% | 0.00% | 0.00% |
LIMIX Cromwell Tran Focus Fund | 11.59% | 12.33% | 0.12% | 0.00% | 11.31% | 20.68% | 13.21% | 15.96% | 25.90% | 26.44% | 26.77% | 26.69% |
Frequently Asked Questions
LIMIX and IOLZX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LIMIX has higher volatility (5.92%) compared to IOLZX (5.53%). In terms of maximum drawdown, LIMIX dropped -48.54% vs IOLZX's -56.03%.
IOLZX currently has the higher Sharpe Ratio (1.75 vs 0.18), 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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