ICF vs. VOO
Compare and contrast key facts about iShares Cohen & Steers REIT ETF (ICF) and Vanguard S&P 500 ETF (VOO).
ICF and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ICF and VOO 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 VOO.
Key characteristics
| ICF | VOO | |
|---|---|---|
| YTD Return | -8.96% | 5.98% |
| 1Y Return | -0.78% | 22.69% |
| 3Y Return (Ann) | -2.89% | 8.02% |
| 5Y Return (Ann) | 1.61% | 13.41% |
| 10Y Return (Ann) | 5.26% | 12.42% |
| Sharpe Ratio | -0.09 | 1.93 |
| Daily Std Dev | 18.43% | 11.69% |
| Max Drawdown | -76.74% | -33.99% |
| Current Drawdown | -25.77% | -4.14% |
Correlation
The correlation between ICF and VOO is 0.61, 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.
Performance
ICF vs. VOO - Performance Comparison
In the year-to-date period, ICF achieves a -8.96% return, which is significantly lower than VOO's 5.98% return. Over the past 10 years, ICF has underperformed VOO with an annualized return of 5.26%, while VOO has yielded a comparatively higher 12.42% annualized return. 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. VOO - Expense Ratio Comparison
ICF has a 0.34% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
ICF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 3.03%, more than VOO's 1.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 3.03% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.32% | 3.30% | 3.00% | 3.41% |
VOO Vanguard S&P 500 ETF | 1.39% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ICF vs. VOO - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ICF and VOO. For additional features, visit the drawdowns tool.
Volatility
ICF vs. VOO - Volatility Comparison
iShares Cohen & Steers REIT ETF (ICF) has a higher volatility of 5.72% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that ICF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.