PortfoliosLab logoPortfoliosLab logo
RGCYX vs. ICMUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGCYX vs. ICMUX - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with RGCYX having a 2.17% return and ICMUX slightly higher at 2.20%. Over the past 10 years, RGCYX has underperformed ICMUX with an annualized return of 4.46%, while ICMUX has yielded a comparatively higher 5.82% annualized return.


RGCYX

1D
-0.12%
1M
0.89%
YTD
2.17%
6M
2.29%
1Y
7.00%
3Y*
8.52%
5Y*
3.29%
10Y*
4.46%

ICMUX

1D
-0.11%
1M
0.14%
YTD
2.20%
6M
2.58%
1Y
7.55%
3Y*
9.54%
5Y*
6.20%
10Y*
5.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGCYX vs. ICMUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGCYX
Russell Investments Opportunistic Credit Fund
2.17%8.69%7.34%11.22%-11.40%2.71%3.73%11.98%-3.22%9.84%
ICMUX
Intrepid Income Fund
2.20%8.16%10.43%10.90%-3.17%10.02%8.77%4.65%0.53%3.79%

Correlation

The correlation between RGCYX and ICMUX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2011

0.45

The correlation between RGCYX and ICMUX shifts across timeframes, from 0.45 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RGCYX vs. ICMUX — Risk / Return Rank

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

RGCYX
RGCYX Risk / Return Rank: 9191
Overall Rank
RGCYX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RGCYX Sortino Ratio Rank: 9696
Sortino Ratio Rank
RGCYX Omega Ratio Rank: 9494
Omega Ratio Rank
RGCYX Calmar Ratio Rank: 8181
Calmar Ratio Rank
RGCYX Martin Ratio Rank: 8787
Martin Ratio Rank

ICMUX
ICMUX Risk / Return Rank: 9797
Overall Rank
ICMUX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ICMUX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ICMUX Omega Ratio Rank: 9797
Omega Ratio Rank
ICMUX Calmar Ratio Rank: 9696
Calmar Ratio Rank
ICMUX Martin Ratio Rank: 9595
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.

RGCYX vs. ICMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Opportunistic Credit Fund (RGCYX) 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.


RGCYXICMUXDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.70

1.98

-0.28

Calmar ratioReturn relative to maximum drawdown

3.54

5.65

-2.12

Martin ratioReturn relative to average drawdown

15.19

19.71

-4.52

RGCYX vs. ICMUX - Sharpe Ratio Comparison

The current RGCYX Sharpe Ratio is 3.17, which is comparable to the ICMUX Sharpe Ratio of 3.92. The chart below compares the historical Sharpe Ratios of RGCYX and ICMUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RGCYX vs. ICMUX - Drawdown Comparison

The maximum RGCYX drawdown since its inception was -19.48%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for RGCYX and ICMUX.


Loading charts...

Drawdown Indicators


RGCYXICMUXDifference

Max Drawdown

Largest peak-to-trough decline

-19.48%

-8.77%

-10.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-1.34%

-0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-2.75%

-3.11%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-16.72%

-5.64%

-11.08%

Max Drawdown (10Y)

Largest decline over 10 years

-19.48%

-8.77%

-10.71%

Current Drawdown

Current decline from peak

-0.12%

-0.22%

+0.10%

Average Drawdown

Average peak-to-trough decline

-2.81%

-0.74%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

0.38%

+0.09%

Volatility

RGCYX vs. ICMUX - Volatility Comparison

Russell Investments Opportunistic Credit Fund (RGCYX) has a higher volatility of 0.59% compared to Intrepid Income Fund (ICMUX) at 0.53%. This indicates that RGCYX'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 charts...

Volatility by Period


RGCYXICMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

0.53%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

1.85%

1.43%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

2.26%

1.94%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.46%

2.66%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.17%

2.58%

+1.59%

RGCYX vs. ICMUX - Expense Ratio Comparison

RGCYX has a 0.71% expense ratio, which is lower than ICMUX's 0.91% expense ratio.


Dividends

RGCYX vs. ICMUX - Dividend Comparison

RGCYX's dividend yield for the trailing twelve months is around 5.85%, less than ICMUX's 7.56% yield.


PositionTTM20252024202320222021202020192018201720162015
ICMUX
Intrepid Income Fund
7.56%7.96%7.85%9.10%8.17%5.99%5.56%3.35%3.07%2.86%3.01%3.53%
RGCYX
Russell Investments Opportunistic Credit Fund
5.85%5.77%5.35%4.83%4.78%4.60%3.85%6.91%5.89%4.53%4.61%4.21%

Frequently Asked Questions


RGCYX and ICMUX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGCYX has higher volatility (0.59%) compared to ICMUX (0.53%). In terms of maximum drawdown, RGCYX dropped -19.48% vs ICMUX's -8.77%.

ICMUX currently has the higher Sharpe Ratio (3.92 vs 3.17), 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.

Portfolio Optimizer

Find the right allocation for RGCYX and ICMUX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer