ICF vs. BAC
Compare and contrast key facts about iShares Cohen & Steers REIT ETF (ICF) and Bank of America Corporation (BAC).
ICF is a passively managed fund by iShares that tracks the performance of the Cohen & Steers Realty Majors Index. It was launched on Jan 29, 2001.
Performance
ICF vs. BAC - Performance Comparison
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ICF vs. BAC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 4.03% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
BAC Bank of America Corporation | -10.86% | 28.04% | 33.85% | 4.83% | -23.82% | 49.61% | -11.63% | 46.19% | -15.00% | 35.69% |
Returns By Period
In the year-to-date period, ICF achieves a 4.03% return, which is significantly higher than BAC's -10.86% return. Over the past 10 years, ICF has underperformed BAC with an annualized return of 4.70%, while BAC has yielded a comparatively higher 16.19% annualized return.
ICF
- 1D
- 1.63%
- 1M
- -6.14%
- YTD
- 4.03%
- 6M
- 1.90%
- 1Y
- 3.34%
- 3Y*
- 6.55%
- 5Y*
- 3.65%
- 10Y*
- 4.70%
BAC
- 1D
- 3.22%
- 1M
- -1.61%
- YTD
- -10.86%
- 6M
- -4.48%
- 1Y
- 19.45%
- 3Y*
- 22.60%
- 5Y*
- 6.87%
- 10Y*
- 16.19%
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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 | 0.21 | 0.73 | -0.52 |
Sortino ratioReturn per unit of downside risk | 0.39 | 1.06 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.16 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.16 | -0.79 |
Martin ratioReturn relative to average drawdown | 1.37 | 3.17 | -1.80 |
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 | 0.21 | 0.73 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.26 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.53 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.20 | +0.11 |
Correlation
The correlation between ICF and BAC is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ICF vs. BAC - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.67%, more than BAC's 2.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.67% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
BAC Bank of America Corporation | 2.26% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
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 | -11.77% | -17.93% | +6.16% |
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 | -9.04% | -14.37% | +5.33% |
Average DrawdownAverage peak-to-trough decline | -14.26% | -28.40% | +14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 6.57% | -3.33% |
Volatility
ICF vs. BAC - Volatility Comparison
The current volatility for iShares Cohen & Steers REIT ETF (ICF) is 4.43%, while Bank of America Corporation (BAC) has a volatility of 6.67%. 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 | 4.43% | 6.67% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 16.72% | -7.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 26.82% | -10.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 26.84% | -7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.59% | 30.80% | -10.21% |