SHOYX vs. ICMUX
SHOYX (American Beacon SiM High Yield Opportunities Fund Class Y) and ICMUX (Intrepid Income Fund) are both mutual funds - SHOYX is a High Yield Bonds fund actively managed by American Beacon, while ICMUX is a Multisector Bonds fund actively managed by Intrepid. Both are actively managed. Over the past 10 years, SHOYX returned 6.08%/yr vs 5.73%/yr for ICMUX. Their 0.46 correlation means their historical movements had little consistent relationship. SHOYX charges 0.75%/yr vs 1.01%/yr for ICMUX.
Performance
SHOYX vs. ICMUX - Performance Comparison
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Returns By Period
In the year-to-date period, SHOYX achieves a 1.93% return, which is significantly lower than ICMUX's 2.85% return. Over the past 10 years, SHOYX has outperformed ICMUX with an annualized return of 6.08%, while ICMUX has yielded a comparatively lower 5.73% annualized return.
SHOYX
- 1D
- 0.11%
- 1M
- -0.63%
- 6M
- 1.10%
- YTD
- 1.93%
- 1Y
- 7.36%
- 3Y*
- 8.47%
- 5Y*
- 4.65%
- 10Y*
- 6.08%
- ALL TIME*
- 6.63%
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 |
| $0.00 | $0.00 | $0.00 |
SHOYX vs. ICMUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHOYX American Beacon SiM High Yield Opportunities Fund Class Y | 1.93% | 9.52% | 8.69% | 11.30% | -8.20% | 8.82% | 6.49% | 12.34% | -1.20% | 7.32% |
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 SHOYX and ICMUX is 0.64, 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. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.46 |
The correlation between SHOYX and ICMUX shifts across timeframes, from 0.46 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SHOYX vs. ICMUX — Risk / Return Rank
SHOYX
ICMUX
SHOYX vs. ICMUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Beacon SiM High Yield Opportunities Fund Class Y (SHOYX) 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.
| SHOYX | ICMUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.68 | 1.79 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.02 | 4.83 | -0.81 |
| Martin ratioReturn relative to average drawdown | 19.12 | 16.75 | +2.37 |
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Drawdowns
SHOYX vs. ICMUX - Drawdown Comparison
The maximum SHOYX drawdown since its inception was -24.66%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for SHOYX and ICMUX.
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Drawdown Indicators
| SHOYX | ICMUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.66% | -8.77% | -15.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.00% | -1.34% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -3.67% | -3.11% | -0.56% |
Max Drawdown (5Y)Largest decline over 5 years | -12.31% | -5.64% | -6.67% |
Max Drawdown (10Y)Largest decline over 10 years | -24.66% | -8.77% | -15.89% |
Current DrawdownCurrent decline from peak | -0.74% | -0.11% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -1.87% | -0.73% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.42% | 0.39% | +0.03% |
Volatility
SHOYX vs. ICMUX - Volatility Comparison
American Beacon SiM High Yield Opportunities Fund Class Y (SHOYX) and Intrepid Income Fund (ICMUX) have volatilities of 0.46% and 0.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHOYX | ICMUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 0.48% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.11% | 1.45% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.85% | 1.94% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.32% | 2.65% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.07% | 2.57% | +2.50% |
SHOYX vs. ICMUX - Expense Ratio Comparison
SHOYX has a 0.75% expense ratio, which is lower than ICMUX's 1.01% expense ratio.
Dividends
SHOYX vs. ICMUX - Dividend Comparison
SHOYX's dividend yield for the trailing twelve months is around 5.74%, less 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% |
SHOYX American Beacon SiM High Yield Opportunities Fund Class Y | 5.74% | 6.97% | 5.67% | 5.62% | 4.38% | 5.43% | 6.30% | 6.17% | 6.36% | 5.79% | 6.63% | 5.19% |
Frequently Asked Questions
SHOYX and ICMUX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICMUX has higher volatility (0.48%) compared to SHOYX (0.46%). In terms of maximum drawdown, SHOYX dropped -24.66% vs ICMUX's -8.77%.
ICMUX currently has the higher Sharpe Ratio (3.34 vs 2.82), 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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