ICF vs. VNQ
Compare and contrast key facts about iShares Cohen & Steers REIT ETF (ICF) and Vanguard Real Estate ETF (VNQ).
ICF and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004. Both ICF and VNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICF or VNQ.
Key characteristics
| ICF | VNQ | |
|---|---|---|
| YTD Return | 10.64% | 10.24% |
| 1Y Return | 23.94% | 24.63% |
| 3Y Return (Ann) | -0.77% | -0.98% |
| 5Y Return (Ann) | 4.35% | 4.31% |
| 10Y Return (Ann) | 6.29% | 6.08% |
| Sharpe Ratio | 1.81 | 1.85 |
| Sortino Ratio | 2.59 | 2.65 |
| Omega Ratio | 1.32 | 1.33 |
| Calmar Ratio | 1.12 | 1.17 |
| Martin Ratio | 7.35 | 7.06 |
| Ulcer Index | 4.15% | 4.47% |
| Daily Std Dev | 16.87% | 17.09% |
| Max Drawdown | -76.74% | -73.07% |
| Current Drawdown | -9.79% | -9.06% |
Correlation
The correlation between ICF and VNQ is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ICF vs. VNQ - Performance Comparison
The year-to-date returns for both stocks are quite close, with ICF having a 10.64% return and VNQ slightly lower at 10.24%. Both investments have delivered pretty close results over the past 10 years, with ICF having a 6.29% annualized return and VNQ not far behind at 6.08%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ICF vs. VNQ - Expense Ratio Comparison
ICF has a 0.34% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
ICF vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and Vanguard Real Estate ETF (VNQ). 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.
Dividends
ICF vs. VNQ - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.58%, less than VNQ's 3.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.58% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.32% | 3.30% | 3.00% | 3.41% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
ICF vs. VNQ - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for ICF and VNQ. For additional features, visit the drawdowns tool.
Volatility
ICF vs. VNQ - Volatility Comparison
iShares Cohen & Steers REIT ETF (ICF) and Vanguard Real Estate ETF (VNQ) have volatilities of 5.46% and 5.25%, 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.