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ICF vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ICF and VNQ is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ICF vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cohen & Steers REIT ETF (ICF) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

260.00%280.00%300.00%320.00%340.00%360.00%380.00%NovemberDecember2025FebruaryMarchApril
302.74%
325.43%
ICF
VNQ

Key characteristics

Sharpe Ratio

ICF:

0.77

VNQ:

0.70

Sortino Ratio

ICF:

1.14

VNQ:

1.05

Omega Ratio

ICF:

1.15

VNQ:

1.14

Calmar Ratio

ICF:

0.54

VNQ:

0.51

Martin Ratio

ICF:

2.50

VNQ:

2.38

Ulcer Index

ICF:

5.53%

VNQ:

5.31%

Daily Std Dev

ICF:

18.07%

VNQ:

18.16%

Max Drawdown

ICF:

-76.73%

VNQ:

-73.07%

Current Drawdown

ICF:

-14.60%

VNQ:

-14.68%

Returns By Period

In the year-to-date period, ICF achieves a -0.53% return, which is significantly higher than VNQ's -1.32% return. Both investments have delivered pretty close results over the past 10 years, with ICF having a 5.32% annualized return and VNQ not far behind at 5.09%.


ICF

YTD

-0.53%

1M

-1.94%

6M

-7.01%

1Y

14.31%

5Y*

6.38%

10Y*

5.32%

VNQ

YTD

-1.32%

1M

-3.01%

6M

-7.30%

1Y

13.04%

5Y*

6.81%

10Y*

5.09%

*Annualized

Compare stocks, funds, or ETFs

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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.


Expense ratio chart for ICF: current value is 0.34%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICF: 0.34%
Expense ratio chart for VNQ: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQ: 0.12%

Risk-Adjusted Performance

ICF vs. VNQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ICF
The Risk-Adjusted Performance Rank of ICF is 7070
Overall Rank
The Sharpe Ratio Rank of ICF is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ICF is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ICF is 7070
Omega Ratio Rank
The Calmar Ratio Rank of ICF is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ICF is 6868
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6767
Overall Rank
The Sharpe Ratio Rank of VNQ is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ICF, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.00
ICF: 0.77
VNQ: 0.70
The chart of Sortino ratio for ICF, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
ICF: 1.14
VNQ: 1.05
The chart of Omega ratio for ICF, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
ICF: 1.15
VNQ: 1.14
The chart of Calmar ratio for ICF, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.00
ICF: 0.54
VNQ: 0.51
The chart of Martin ratio for ICF, currently valued at 2.50, compared to the broader market0.0020.0040.0060.00
ICF: 2.50
VNQ: 2.38

The current ICF Sharpe Ratio is 0.77, which is comparable to the VNQ Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of ICF and VNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.77
0.70
ICF
VNQ

Dividends

ICF vs. VNQ - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.68%, less than VNQ's 4.18% yield.


TTM20242023202220212020201920182017201620152014
ICF
iShares Cohen & Steers REIT ETF
2.68%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.32%3.30%3.00%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

ICF vs. VNQ - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.73%, 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.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-14.60%
-14.68%
ICF
VNQ

Volatility

ICF vs. VNQ - Volatility Comparison

iShares Cohen & Steers REIT ETF (ICF) and Vanguard Real Estate ETF (VNQ) have volatilities of 9.95% and 10.36%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.95%
10.36%
ICF
VNQ