ICFI vs. ICF
Compare and contrast key facts about ICF International, Inc. (ICFI) and iShares Cohen & Steers REIT ETF (ICF).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICFI or ICF.
Performance
ICFI vs. ICF - Performance Comparison
Returns By Period
In the year-to-date period, ICFI achieves a -0.19% return, which is significantly lower than ICF's 11.44% return. Over the past 10 years, ICFI has outperformed ICF with an annualized return of 14.25%, while ICF has yielded a comparatively lower 6.23% annualized return.
ICFI
-0.19%
-22.97%
-7.62%
2.74%
10.03%
14.25%
ICF
11.44%
-2.53%
14.85%
23.94%
4.66%
6.23%
Key characteristics
| ICFI | ICF | |
|---|---|---|
| Sharpe Ratio | 0.11 | 1.55 |
| Sortino Ratio | 0.33 | 2.16 |
| Omega Ratio | 1.05 | 1.27 |
| Calmar Ratio | 0.13 | 0.92 |
| Martin Ratio | 0.46 | 5.93 |
| Ulcer Index | 6.83% | 4.19% |
| Daily Std Dev | 28.50% | 16.08% |
| Max Drawdown | -56.24% | -76.74% |
| Current Drawdown | -24.20% | -9.14% |
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Correlation
The correlation between ICFI and ICF is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ICFI vs. ICF - Risk-Adjusted Performance 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.
Dividends
ICFI vs. ICF - Dividend Comparison
ICFI's dividend yield for the trailing twelve months is around 0.42%, less than ICF's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICFI ICF International, Inc. | 0.42% | 0.42% | 0.57% | 0.55% | 0.75% | 0.61% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICF iShares Cohen & Steers REIT ETF | 2.56% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.32% | 3.30% | 3.00% | 3.41% |
Drawdowns
ICFI vs. ICF - Drawdown Comparison
The maximum ICFI drawdown since its inception was -56.24%, 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. For additional features, visit the drawdowns tool.
Volatility
ICFI vs. ICF - Volatility Comparison
ICF International, Inc. (ICFI) has a higher volatility of 14.82% compared to iShares Cohen & Steers REIT ETF (ICF) at 5.08%. 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.