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Cohen & Steers International Realty Fund (IRFIX) Sharpe Ratio: 0.24

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The fund invests at least 80% of its total assets in a portfolio of non-U.S. real estate equity securities. Real estate equity securities include common stocks, preferred stocks and other equity securities issued by real estate companies, including real estate investment trusts (REITs) and similar REIT-like entities. It may invest up to 20% of its total assets in U.S. real estate equity securities, including U.S. REITs. The fund may invest up to 15% of its total assets in emerging market companies.

IRFIX's Sharpe Ratio of 0.24 indicates that for each unit of volatility, it generates 0.24 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IRFIX Sharpe Ratio Rank

IRFIX Sharpe Ratio Rank: 4.44
Concerning

IRFIX ranks above 4.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

IRFIX Sharpe Ratio Market Positioning

The chart shows IRFIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.33
  • Green zone (top 25%): 2.33 or higher
  • Top 1%: 4.29+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Cohen & Steers International Realty Fund's Sharpe Ratio with other mutual funds in the REIT category across multiple time periods, showing how IRFIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CREMXRedwood Real Estate Income Fund17.85
QREARXTIAA Real Estate Account4.23
FSREXFidelity Series Real Estate Income Fund2.77
FIKMXFidelity Advisor Real Estate Income Fund Class Z1.92
FRIRXFidelity Advisor Real Estate Income Fund Class I1.88
FRIFXFidelity Real Estate Income Fund1.87
FRINXFidelity Advisor Real Estate Income Fund Class A1.83
FRIQXFidelity Advisor Real Estate Income Fund Class M1.79
FRIOXFidelity Advisor Real Estate Income Fund Class C1.62
AIGYXabrdn Realty Income & Growth Fund1.55
IRFIXCohen & Steers International Realty Fund0.24

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IRFIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IRFIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does IRFIX fit in your portfolio?

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