PHYZX vs. ICMUX
Compare and contrast key facts about PGIM High Yield Fund Class Z (PHYZX) and Intrepid Income Fund (ICMUX).
PHYZX is an actively managed fund by PGIM. It was launched on Jan 22, 1990. ICMUX is managed by Intrepid Funds. It was launched on Jul 1, 2007.
Performance
PHYZX vs. ICMUX - Performance Comparison
Loading graphics...
PHYZX vs. ICMUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHYZX PGIM High Yield Fund Class Z | -1.41% | 9.04% | 8.37% | 12.23% | -12.31% | 5.83% | 7.73% | 16.14% | -1.25% | 7.79% |
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, PHYZX achieves a -1.41% return, which is significantly lower than ICMUX's -0.24% return. Both investments have delivered pretty close results over the past 10 years, with PHYZX having a 6.07% annualized return and ICMUX not far behind at 5.93%.
PHYZX
- 1D
- 0.00%
- 1M
- -2.47%
- YTD
- -1.41%
- 6M
- -0.20%
- 1Y
- 5.91%
- 3Y*
- 8.28%
- 5Y*
- 3.71%
- 10Y*
- 6.07%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PHYZX vs. ICMUX - Expense Ratio Comparison
PHYZX has a 0.51% expense ratio, which is lower than ICMUX's 0.91% expense ratio.
Return for Risk
PHYZX vs. ICMUX — Risk / Return Rank
PHYZX
ICMUX
PHYZX vs. ICMUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM High Yield Fund Class Z (PHYZX) 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.
| PHYZX | ICMUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.52 | -0.81 |
Sortino ratioReturn per unit of downside risk | 2.54 | 3.40 | -0.86 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.62 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.60 | -0.51 |
Martin ratioReturn relative to average drawdown | 8.46 | 10.35 | -1.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PHYZX | ICMUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.52 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 2.35 | -1.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | 2.30 | -1.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.19 | 2.04 | -0.86 |
Correlation
The correlation between PHYZX and ICMUX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PHYZX vs. ICMUX - Dividend Comparison
PHYZX's dividend yield for the trailing twelve months is around 6.51%, less than ICMUX's 7.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHYZX PGIM High Yield Fund Class Z | 6.51% | 6.95% | 7.37% | 7.00% | 6.15% | 6.08% | 8.35% | 6.21% | 6.55% | 6.25% | 6.36% | 6.93% |
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
PHYZX vs. ICMUX - Drawdown Comparison
The maximum PHYZX drawdown since its inception was -28.57%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for PHYZX and ICMUX.
Loading graphics...
Drawdown Indicators
| PHYZX | ICMUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.57% | -8.77% | -19.80% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -2.46% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -16.09% | -5.64% | -10.45% |
Max Drawdown (10Y)Largest decline over 10 years | -21.09% | -8.77% | -12.32% |
Current DrawdownCurrent decline from peak | -2.47% | -1.12% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -0.74% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 0.62% | +0.10% |
Volatility
PHYZX vs. ICMUX - Volatility Comparison
PGIM High Yield Fund Class Z (PHYZX) has a higher volatility of 1.19% compared to Intrepid Income Fund (ICMUX) at 0.77%. This indicates that PHYZX'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.
Loading graphics...
Volatility by Period
| PHYZX | ICMUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 0.77% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 2.34% | 1.38% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 2.59% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.04% | 2.66% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.52% | 2.58% | +2.94% |