PortfoliosLab logoPortfoliosLab logo
ISIN
US19248H4011
CUSIP
19248H401
Inception Date
Mar 30, 2005
Category
REIT
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

IRFIX Performance Chart

Cohen & Steers International Realty Fund (IRFIX) is down 2.1% since the beginning of the year. IRFIX is currently trading at $9 per share. Investors who bought $1,000 worth of IRFIX shares 5 years ago would now be looking at an investment worth $842.


Loading charts...

S&P 500 Index

Returns By Period

Cohen & Steers International Realty Fund (IRFIX) has returned -2.08% so far this year and 3.47% over the past 12 months. Over the last ten years, IRFIX has returned 2.54% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Cohen & Steers International Realty Fund

1D
-0.22%
1M
-2.51%
YTD
-2.08%
6M
-0.78%
1Y
3.47%
3Y*
4.52%
5Y*
-3.39%
10Y*
2.54%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRFIX Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 2005, IRFIX's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +20.1%, while the worst month was Oct 2008 at -22.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.

On a daily basis, IRFIX closed higher 50% of trading days. The best single day was Oct 13, 2008 with a return of +11.5%, while the worst single day was Oct 15, 2008 at -10.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.49%6.49%-12.98%7.68%-2.83%-3.35%-2.08%
20253.68%-0.37%-0.49%7.91%3.44%3.68%-2.61%4.91%0.21%-1.06%1.72%0.76%23.52%
2024-4.30%-3.34%6.91%-5.02%3.40%-4.09%5.90%5.00%3.79%-8.97%-1.49%-7.23%-10.56%
20236.95%-3.98%-4.26%3.88%-6.59%0.42%4.40%-2.96%-5.28%-5.70%10.51%9.16%4.58%
2022-2.66%-1.80%1.05%-6.47%-1.57%-10.04%6.65%-7.23%-13.13%0.37%10.28%0.06%-23.84%
2021-1.67%1.86%0.42%4.80%4.50%-0.44%1.72%0.84%-6.54%3.26%-3.39%2.66%7.66%

Benchmark Metrics

Cohen & Steers International Realty Fund has an annualized alpha of -2.47%, beta of 0.75, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since March 31, 2005.

  • This fund participated in 103.10% of S&P 500 Index downside but only 78.38% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.47% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.47%
Beta
0.75
0.53
Upside Capture
78.38%
Downside Capture
103.10%

Expense Ratio

IRFIX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

IRFIX ranks 4 for risk / return — in the bottom 4% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


IRFIX Risk / Return Rank: 44
Overall Rank
IRFIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 44
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 44
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 44
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 44
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) and compare them to S&P 500 Index.

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.


IRFIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.29

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.23

2.78

-2.56

Martin ratioReturn relative to average drawdown

0.63

12.44

-11.81

Dividends

Dividend History

Cohen & Steers International Realty Fund provided a 6.30% dividend yield over the last twelve months, with an annual payout of $0.56 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.56$0.56$0.26$0.24$0.23$0.93$0.41$1.23$0.47$0.41$0.66$0.36

Dividend yield

6.30%6.17%3.24%2.62%2.62%7.70%3.40%9.81%4.19%3.37%6.46%3.36%

Monthly Dividends

The table displays the monthly dividend distributions for Cohen & Steers International Realty Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.40$0.56
2024$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.12$0.26
2023$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.10$0.24
2022$0.00$0.00$0.00$0.00$0.00$0.14$0.00$0.00$0.00$0.00$0.00$0.09$0.23
2021$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.56$0.93

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Cohen & Steers International Realty Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cohen & Steers International Realty Fund was 70.13%, occurring on Mar 9, 2009. Recovery took 2209 trading sessions.

The current Cohen & Steers International Realty Fund drawdown is 18.43%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-70.13%Mar 2009
1y 10mo8y 9mo
10y 7moMay 2007 - Dec 2017
COVID crash2020
-39.51%Mar 2020
1mo1y 28d
1y 1moFeb 2020 - Apr 2021
2023 bear market2023
-38.41%Oct 2023
2y 4mo
5y 13dJun 2021 - now
2006 correction2006
-14.74%Jun 2006
1mo 4d2mo 4d
3mo 8dMay 2006 - Aug 2006
Rate-hike selloffLate 2018
-10.70%Oct 2018
8mo 19d4mo 28d
1y 1moJan 2018 - Mar 2019

Drawdown Indicators


IRFIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-56.78%

-13.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-9.10%

-5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-18.90%

-2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-38.24%

-25.43%

-12.81%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-33.92%

-5.59%

Current Drawdown

Current decline from peak

-18.43%

-1.80%

-16.63%

Average Drawdown

Average peak-to-trough decline

-18.65%

-10.71%

-7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

2.03%

+3.33%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with IRFIX

Add Cohen & Steers International Realty Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with IRFIX