ICF vs. BAC
ICF (iShares Cohen & Steers REIT ETF) is REIT fund tracking the Cohen & Steers Realty Majors Index, while BAC (Bank of America Corporation) is a stock. Over the past 10 years, ICF returned 5.54%/yr vs 16.28%/yr for BAC. At a 0.42 correlation, their price movements are largely independent.
Performance
ICF vs. BAC - Performance Comparison
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Returns By Period
In the year-to-date period, ICF achieves a 12.19% return, which is significantly higher than BAC's -4.19% return. Over the past 10 years, ICF has underperformed BAC with an annualized return of 5.54%, while BAC has yielded a comparatively higher 16.28% annualized return.
ICF
- 1D
- 0.17%
- 1M
- -0.92%
- YTD
- 12.19%
- 6M
- 11.56%
- 1Y
- 11.29%
- 3Y*
- 10.12%
- 5Y*
- 3.01%
- 10Y*
- 5.54%
BAC
- 1D
- -0.15%
- 1M
- 0.40%
- YTD
- -4.19%
- 6M
- -2.07%
- 1Y
- 20.00%
- 3Y*
- 25.09%
- 5Y*
- 6.37%
- 10Y*
- 16.28%
ICF vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 12.19% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
BAC Bank of America Corporation | -4.19% | 28.04% | 33.85% | 4.83% | -23.82% | 49.61% | -11.63% | 46.19% | -15.00% | 35.69% |
Correlation
The correlation between ICF and BAC is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2001 | 0.42 |
The correlation between ICF and BAC shifts across timeframes, from 0.28 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ICF vs. BAC — Risk / Return Rank
ICF
BAC
ICF vs. BAC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and Bank of America Corporation (BAC). 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.
| ICF | BAC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.12 | +0.26 |
| Martin ratioReturn relative to average drawdown | 3.92 | 2.89 | +1.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICF | BAC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.94 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.24 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.53 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.20 | +0.11 |
Drawdowns
ICF vs. BAC - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, smaller than the maximum BAC drawdown of -93.10%. Use the drawdown chart below to compare losses from any high point for ICF and BAC.
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Drawdown Indicators
| ICF | BAC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -93.10% | +16.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -17.93% | +9.73% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -27.51% | +10.26% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -46.64% | +11.90% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -48.95% | +8.73% |
Current DrawdownCurrent decline from peak | -2.67% | -7.95% | +5.28% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -28.32% | +14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 6.93% | -4.05% |
Volatility
ICF vs. BAC - Volatility Comparison
The current volatility for iShares Cohen & Steers REIT ETF (ICF) is 3.71%, while Bank of America Corporation (BAC) has a volatility of 6.22%. This indicates that ICF experiences smaller price fluctuations and is considered to be less risky than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICF | BAC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 6.22% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 16.10% | -6.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 21.33% | -7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 26.85% | -7.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.58% | 30.68% | -10.10% |
Dividends
ICF vs. BAC - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.48%, more than BAC's 2.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 2.10% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
ICF iShares Cohen & Steers REIT ETF | 2.48% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
Frequently Asked Questions
ICF and BAC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BAC has higher volatility (6.22%) compared to ICF (3.71%). In terms of maximum drawdown, ICF dropped -76.74% vs BAC's -93.10%.
BAC currently has the higher Sharpe Ratio (0.94 vs 0.84), 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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