ICF vs. PONPX
ICF (iShares Cohen & Steers REIT ETF) and PONPX (PIMCO Income Fund Class I-2) are both funds - ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index, while PONPX is a Total Bond Market fund managed by PIMCO. Over the past 10 years, ICF returned 5.99%/yr vs 4.60%/yr for PONPX. At a 0.21 correlation, their price movements are largely independent. ICF charges 0.34%/yr vs 0.72%/yr for PONPX.
Performance
ICF vs. PONPX - Performance Comparison
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Returns By Period
In the year-to-date period, ICF achieves a 16.93% return, which is significantly higher than PONPX's 0.86% return. Over the past 10 years, ICF has outperformed PONPX with an annualized return of 5.99%, while PONPX has yielded a comparatively lower 4.60% annualized return.
ICF
- 1D
- 0.96%
- 1M
- 3.62%
- YTD
- 16.93%
- 6M
- 17.09%
- 1Y
- 15.91%
- 3Y*
- 11.06%
- 5Y*
- 3.38%
- 10Y*
- 5.99%
PONPX
- 1D
- 0.56%
- 1M
- 0.90%
- YTD
- 0.86%
- 6M
- 1.73%
- 1Y
- 7.78%
- 3Y*
- 7.58%
- 5Y*
- 3.34%
- 10Y*
- 4.60%
ICF vs. PONPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 16.93% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
PONPX PIMCO Income Fund Class I-2 | 0.86% | 10.96% | 5.33% | 9.24% | -9.14% | 2.51% | 5.73% | 7.99% | 0.53% | 8.52% |
Correlation
The correlation between ICF and PONPX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.21 |
Over the past year, ICF and PONPX have become more correlated (0.41) than their long-term average of 0.21, meaning their price movements have been converging.
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Return for Risk
ICF vs. PONPX — Risk / Return Rank
ICF
PONPX
ICF vs. PONPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and PIMCO Income Fund Class I-2 (PONPX). 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.
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.
| ICF | PONPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.36 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.10 | -0.27 |
| Martin ratioReturn relative to average drawdown | 5.18 | 7.08 | -1.91 |
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Drawdowns
ICF vs. PONPX - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than PONPX's maximum drawdown of -13.41%. Use the drawdown chart below to compare losses from any high point for ICF and PONPX.
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Drawdown Indicators
| ICF | PONPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -13.41% | -63.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -3.69% | -4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -3.86% | -13.39% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -13.41% | -21.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -13.41% | -26.81% |
Current DrawdownCurrent decline from peak | 0.00% | -1.05% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -14.16% | -1.45% | -12.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.09% | +1.80% |
Volatility
ICF vs. PONPX - Volatility Comparison
iShares Cohen & Steers REIT ETF (ICF) has a higher volatility of 4.74% compared to PIMCO Income Fund Class I-2 (PONPX) at 1.67%. This indicates that ICF's price experiences larger fluctuations and is considered to be riskier than PONPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICF | PONPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 1.67% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 3.36% | +6.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 4.16% | +9.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 4.85% | +14.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 4.25% | +16.35% |
ICF vs. PONPX - Expense Ratio Comparison
ICF has a 0.34% expense ratio, which is lower than PONPX's 0.72% expense ratio.
Dividends
ICF vs. PONPX - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.38%, less than PONPX's 5.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.38% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
PONPX PIMCO Income Fund Class I-2 | 5.73% | 5.91% | 6.16% | 6.11% | 4.89% | 3.92% | 4.78% | 5.73% | 5.56% | 5.27% | 5.42% | 7.77% |
Frequently Asked Questions
ICF and PONPX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICF has higher volatility (4.74%) compared to PONPX (1.67%). In terms of maximum drawdown, ICF dropped -76.74% vs PONPX's -13.41%.
PONPX currently has the higher Sharpe Ratio (1.86 vs 1.07), 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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