ICF vs. ICFI

In the year-to-date period, ICF achieves a -0.53% return, which is significantly higher than ICFI's -27.98% return. Over the past 10 years, ICF has underperformed ICFI with an annualized return of 4.93%, while ICFI has yielded a comparatively higher 8.09% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and ICF International, Inc. (ICFI). 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.

The current ICF Sharpe Ratio is 0.77, which is higher than the ICFI Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of ICF and ICFI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ICF's dividend yield for the trailing twelve months is around 2.68%, more than ICFI's 0.65% yield.

The maximum ICF drawdown since its inception was -76.73%, which is greater than ICFI's maximum drawdown of -56.24%. Use the drawdown chart below to compare losses from any high point for ICF and ICFI. For additional features, visit the drawdowns tool.

iShares Cohen & Steers REIT ETF (ICF) and ICF International, Inc. (ICFI) have volatilities of 9.95% and 10.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.