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THYUX vs. ICMUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THYUX vs. ICMUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Funds High Yield Fund (THYUX) and Intrepid Income Fund (ICMUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, THYUX achieves a 1.59% return, which is significantly lower than ICMUX's 2.85% return. Over the past 10 years, THYUX has underperformed ICMUX with an annualized return of 4.19%, while ICMUX has yielded a comparatively higher 5.73% annualized return.


THYUX

1D
0.31%
1M
-0.31%
6M
0.96%
YTD
1.59%
1Y
2.70%
3Y*
6.60%
5Y*
2.84%
10Y*
4.19%
ALL TIME*
4.23%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

THYUX vs. ICMUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THYUX
Morgan Stanley Pathway Funds High Yield Fund
1.59%4.96%7.43%12.70%-12.01%4.45%2.02%14.10%-2.87%7.00%
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 THYUX and ICMUX is 0.58, 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.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (10Y)
Provides a long-term view across more market conditions.

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2010

0.45

The correlation between THYUX and ICMUX shifts across timeframes, from 0.45 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

THYUX vs. ICMUX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

THYUX
THYUX Risk / Return Rank: 2424
Overall Rank
THYUX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
THYUX Sortino Ratio Rank: 1818
Sortino Ratio Rank
THYUX Omega Ratio Rank: 2727
Omega Ratio Rank
THYUX Calmar Ratio Rank: 2828
Calmar Ratio Rank
THYUX Martin Ratio Rank: 2929
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: 9898
Omega Ratio Rank
ICMUX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ICMUX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

THYUX vs. ICMUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds High Yield Fund (THYUX) 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.


THYUXICMUXDifference
Sharpe ratioReturn per unit of total volatility

-2.56

Sortino ratioReturn per unit of downside risk

-4.34

Omega ratioGain probability vs. loss probability

1.18

1.79

-0.61

Calmar ratioReturn relative to maximum drawdown

1.37

4.83

-3.46

Martin ratioReturn relative to average drawdown

4.54

16.75

-12.21

THYUX vs. ICMUX - Sharpe Ratio Comparison

The current THYUX Sharpe Ratio is 0.78, which is lower than the ICMUX Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of THYUX 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.


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Drawdowns

THYUX vs. ICMUX - Drawdown Comparison

The maximum THYUX drawdown since its inception was -35.28%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for THYUX and ICMUX.


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Drawdown Indicators


THYUXICMUXDifference

Max Drawdown

Largest peak-to-trough decline

-35.28%

-8.77%

-26.51%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-1.34%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-4.72%

-3.11%

-1.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.49%

-5.64%

-9.85%

Max Drawdown (10Y)

Largest decline over 10 years

-21.20%

-8.77%

-12.43%

Current Drawdown

Current decline from peak

-0.62%

-0.11%

-0.51%

Average Drawdown

Average peak-to-trough decline

-4.66%

-0.73%

-3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

0.39%

+0.22%

Volatility

THYUX vs. ICMUX - Volatility Comparison

Morgan Stanley Pathway Funds High Yield Fund (THYUX) has a higher volatility of 0.96% compared to Intrepid Income Fund (ICMUX) at 0.48%. This indicates that THYUX'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


THYUXICMUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.48%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

1.45%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

1.94%

+1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.23%

2.65%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

2.57%

+2.89%

THYUX vs. ICMUX - Expense Ratio Comparison

THYUX has a 0.76% expense ratio, which is lower than ICMUX's 1.01% expense ratio.


Dividends

THYUX vs. ICMUX - Dividend Comparison

THYUX's dividend yield for the trailing twelve months is around 4.26%, less than ICMUX's 6.89% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
THYUX
Morgan Stanley Pathway Funds High Yield Fund
4.26%4.24%7.54%6.35%6.62%4.93%4.22%5.20%6.43%6.04%6.21%7.43%

Frequently Asked Questions


THYUX and ICMUX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

THYUX has higher volatility (0.96%) compared to ICMUX (0.48%). In terms of maximum drawdown, THYUX dropped -35.28% vs ICMUX's -8.77%.

ICMUX currently has the higher Sharpe Ratio (3.34 vs 0.78), 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

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