VTI vs. ICMUX
VTI (Vanguard Total Stock Market ETF) and ICMUX (Intrepid Income Fund) are both funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while ICMUX is a Multisector Bonds fund managed by Intrepid Funds. Over the past 10 years, VTI returned 15.02%/yr vs 5.83%/yr for ICMUX. At a 0.37 correlation, their price movements are largely independent. VTI charges 0.03%/yr vs 0.91%/yr for ICMUX.
Performance
VTI vs. ICMUX - Performance Comparison
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Returns By Period
In the year-to-date period, VTI achieves a 9.62% return, which is significantly higher than ICMUX's 2.09% return. Over the past 10 years, VTI has outperformed ICMUX with an annualized return of 15.02%, while ICMUX has yielded a comparatively lower 5.83% annualized return.
VTI
- 1D
- 0.57%
- 1M
- -0.28%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
ICMUX
- 1D
- 0.00%
- 1M
- 0.47%
- YTD
- 2.09%
- 6M
- 2.58%
- 1Y
- 7.67%
- 3Y*
- 9.63%
- 5Y*
- 6.09%
- 10Y*
- 5.83%
VTI vs. ICMUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
ICMUX Intrepid Income Fund | 2.09% | 8.16% | 10.43% | 10.90% | -3.17% | 10.02% | 8.77% | 4.65% | 0.53% | 3.79% |
Correlation
The correlation between VTI and ICMUX is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.37 |
The correlation between VTI and ICMUX shifts across timeframes, from 0.37 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VTI vs. ICMUX — Risk / Return Rank
VTI
ICMUX
VTI vs. ICMUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) 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.
| VTI | ICMUX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -3.79 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.97 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 5.65 | -2.86 |
| Martin ratioReturn relative to average drawdown | 12.52 | 19.74 | -7.22 |
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Drawdowns
VTI vs. ICMUX - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, which is greater than ICMUX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for VTI and ICMUX.
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Drawdown Indicators
| VTI | ICMUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -8.77% | -46.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -1.34% | -7.58% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -3.11% | -16.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -5.64% | -19.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -8.77% | -26.23% |
Current DrawdownCurrent decline from peak | -2.14% | -0.33% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -0.74% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 0.38% | +1.61% |
Volatility
VTI vs. ICMUX - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) has a higher volatility of 4.50% compared to Intrepid Income Fund (ICMUX) at 0.59%. This indicates that VTI'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
| VTI | ICMUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 0.59% | +3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 1.44% | +8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 1.95% | +10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 2.66% | +14.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 2.58% | +15.75% |
VTI vs. ICMUX - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than ICMUX's 0.91% expense ratio.
Dividends
VTI vs. ICMUX - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, less than ICMUX's 7.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMUX Intrepid Income Fund | 7.57% | 7.96% | 7.85% | 9.10% | 8.17% | 5.99% | 5.56% | 3.35% | 3.07% | 2.86% | 3.01% | 3.53% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VTI and ICMUX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.50%) compared to ICMUX (0.59%). In terms of maximum drawdown, VTI dropped -55.45% vs ICMUX's -8.77%.
ICMUX currently has the higher Sharpe Ratio (3.89 vs 1.97), 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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