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ICFI vs. ICF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ICFI vs. ICF

Last updated Jun 24, 2026

ICFI (ICF International, Inc.) is a stock, while ICF (iShares Cohen & Steers REIT ETF) is REIT fund tracking the Cohen & Steers Realty Majors Index. Over the past 10 years, ICFI returned 5.94%/yr vs 5.74%/yr for ICF. At a 0.32 correlation, their price movements are largely independent.

Performance

ICFI vs. ICF - Performance Comparison

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

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Returns By Period

In the year-to-date period, ICFI achieves a -20.41% return, which is significantly lower than ICF's 15.92% return. Both investments have delivered pretty close results over the past 10 years, with ICFI having a 5.94% annualized return and ICF not far behind at 5.74%.

ICFI

1D
4.76%
1M
-1.71%
YTD
-20.41%
6M
-20.65%
1Y
-18.73%
3Y*
-17.38%
5Y*
-5.14%
10Y*
5.94%

ICF

1D
1.27%
1M
0.93%
YTD
15.92%
6M
16.49%
1Y
13.22%
3Y*
12.09%
5Y*
3.56%
10Y*
5.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICFI vs. ICF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ICFI
ICF International, Inc.		-20.41%-27.98%-10.76%35.99%-2.87%38.79%-18.20%42.44%24.39%-4.89%
ICF
iShares Cohen & Steers REIT ETF		15.92%1.85%5.30%10.36%-26.12%44.17%-5.43%25.48%-2.55%4.90%

Correlation

The correlation between ICFI and ICF is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (10Y)
Calculated over the trailing 10-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2006

0.32

The correlation between ICFI and ICF shifts across timeframes, from 0.18 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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ICF International, Inc.

iShares Cohen & Steers REIT ETF

Often compared with ICFI:
ICFI vs. BAHICFI vs. FCNICFI vs. BACICFI vs. AVGOICFI vs. VSECICFI vs. CRM
Often compared with ICF:
ICF vs. VNQICF vs. USRTICF vs. IYRICF vs. FRELICF vs. SDIVICF vs. XLREICF vs. REET

Return for Risk

ICFI vs. ICF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ICFI
ICFI Risk / Return Rank: 2222
Overall Rank
ICFI Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ICFI Sortino Ratio Rank: 2020
Sortino Ratio Rank
ICFI Omega Ratio Rank: 2020
Omega Ratio Rank
ICFI Calmar Ratio Rank: 2727
Calmar Ratio Rank
ICFI Martin Ratio Rank: 2424
Martin Ratio Rank
ICF
ICF Risk / Return Rank: 2929
Overall Rank
ICF Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 2525
Sortino Ratio Rank
ICF Omega Ratio Rank: 2525
Omega Ratio Rank
ICF Calmar Ratio Rank: 3434
Calmar Ratio Rank
ICF Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ICFI vs. ICF - Risk-Adjusted Trends Comparison

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

ICFIICFDifference
Sharpe ratioReturn per unit of total volatility
-0.52
0.94

-1.46

Sortino ratioReturn per unit of downside risk
-0.52
1.33

-1.85

Omega ratioGain probability vs. loss probability

0.93

1.17

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.47

1.62

-2.09

Martin ratioReturn relative to average drawdown

-0.93

4.57

-5.50

ICFI vs. ICF - Sharpe Ratio Comparison

The current ICFI Sharpe Ratio is -0.52, which is lower than the ICF Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of ICFI and ICF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ICFI vs. ICF - Drawdown Comparison

The maximum ICFI drawdown since its inception was -65.65%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for ICFI and ICF.

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Drawdown Indicators

ICFIICFDifference

Max Drawdown

Largest peak-to-trough decline

-65.65%

-76.74%

+11.09%

Max Drawdown (1Y)

Largest decline over 1 year

-40.22%

-8.20%

-32.02%

Max Drawdown (3Y)

Largest decline over 3 years

-65.65%

-17.25%

-48.40%

Max Drawdown (5Y)

Largest decline over 5 years

-65.65%

-34.74%

-30.91%

Max Drawdown (10Y)

Largest decline over 10 years

-65.65%

-40.22%

-25.43%

Current Drawdown

Current decline from peak

-61.15%

-0.86%

-60.29%

Average Drawdown

Average peak-to-trough decline

-18.76%

-14.15%

-4.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.20%

2.90%

+17.30%

Volatility

ICFI vs. ICF - Volatility Comparison

ICF International, Inc. (ICFI) has a higher volatility of 11.61% compared to iShares Cohen & Steers REIT ETF (ICF) at 5.09%. This indicates that ICFI's price experiences larger fluctuations and is considered to be riskier than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ICFIICFDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

5.09%

+6.52%

Volatility (6M)

Calculated over the trailing 6-month period

29.80%

10.64%

+19.16%

Volatility (1Y)

Calculated over the trailing 1-year period

36.22%

14.22%

+22.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.16%

18.97%

+12.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.84%

20.63%

+11.21%

Dividends

ICFI vs. ICF - Dividend Comparison

ICFI's dividend yield for the trailing twelve months is around 0.83%, less than ICF's 2.42% yield.

PositionTTM20252024202320222021202020192018201720162015
ICF
iShares Cohen & Steers REIT ETF		2.42%2.88%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.21%3.30%
ICFI
ICF International, Inc.		0.83%0.66%0.47%0.42%0.57%0.55%0.75%0.61%0.86%0.00%0.00%0.00%

Frequently Asked Questions

ICFI and ICF have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICFI has higher volatility (11.61%) compared to ICF (5.09%). In terms of maximum drawdown, ICFI dropped -65.65% vs ICF's -76.74%.

ICF currently has the higher Sharpe Ratio (0.94 vs -0.52), 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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