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ICFI vs. ICF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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ICFI vs. ICF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICFI
ICF International, Inc.
-23.07%-27.98%-10.76%35.99%-2.87%38.79%-18.20%42.44%24.39%-4.89%
ICF
iShares Cohen & Steers REIT ETF
4.61%1.85%5.30%10.36%-26.12%44.17%-5.43%25.48%-2.55%4.90%

Returns By Period

In the year-to-date period, ICFI achieves a -23.07% return, which is significantly lower than ICF's 4.61% return. Over the past 10 years, ICFI has outperformed ICF with an annualized return of 7.02%, while ICF has yielded a comparatively lower 4.76% annualized return.


ICFI

1D
0.29%
1M
-15.68%
YTD
-23.07%
6M
-30.44%
1Y
-21.88%
3Y*
-15.36%
5Y*
-5.68%
10Y*
7.02%

ICF

1D
0.57%
1M
-5.82%
YTD
4.61%
6M
2.42%
1Y
3.70%
3Y*
6.75%
5Y*
3.76%
10Y*
4.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 1414
Overall Rank
ICFI Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
ICFI Sortino Ratio Rank: 1414
Sortino Ratio Rank
ICFI Omega Ratio Rank: 1616
Omega Ratio Rank
ICFI Calmar Ratio Rank: 1919
Calmar Ratio Rank
ICFI Martin Ratio Rank: 66
Martin Ratio Rank

ICF
ICF Risk / Return Rank: 1818
Overall Rank
ICF Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 1616
Sortino Ratio Rank
ICF Omega Ratio Rank: 1616
Omega Ratio Rank
ICF Calmar Ratio Rank: 1818
Calmar Ratio Rank
ICF Martin Ratio Rank: 2020
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.


ICFIICFDifference

Sharpe ratio

Return per unit of total volatility

-0.64

0.23

-0.87

Sortino ratio

Return per unit of downside risk

-0.74

0.42

-1.16

Omega ratio

Gain probability vs. loss probability

0.91

1.06

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.63

0.33

-0.97

Martin ratio

Return relative to average drawdown

-1.61

1.20

-2.81

ICFI vs. ICF - Sharpe Ratio Comparison

The current ICFI Sharpe Ratio is -0.64, which is lower than the ICF Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ICFI and ICF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ICFIICFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

0.23

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.20

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.23

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.30

-0.03

Correlation

The correlation between ICFI and ICF is 0.32, 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.


Dividends

ICFI vs. ICF - Dividend Comparison

ICFI's dividend yield for the trailing twelve months is around 0.86%, less than ICF's 2.66% yield.


TTM20252024202320222021202020192018201720162015
ICFI
ICF International, Inc.
0.86%0.66%0.47%0.42%0.57%0.55%0.75%0.61%0.86%0.00%0.00%0.00%
ICF
iShares Cohen & Steers REIT ETF
2.66%2.88%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.21%3.30%

Drawdowns

ICFI vs. ICF - Drawdown Comparison

The maximum ICFI drawdown since its inception was -62.86%, 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

-62.86%

-76.74%

+13.88%

Max Drawdown (1Y)

Largest decline over 1 year

-35.36%

-11.77%

-23.59%

Max Drawdown (5Y)

Largest decline over 5 years

-62.86%

-34.74%

-28.12%

Max Drawdown (10Y)

Largest decline over 10 years

-62.86%

-40.22%

-22.64%

Current Drawdown

Current decline from peak

-62.45%

-8.53%

-53.92%

Average Drawdown

Average peak-to-trough decline

-18.29%

-14.26%

-4.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.95%

3.26%

+10.69%

Volatility

ICFI vs. ICF - Volatility Comparison

ICF International, Inc. (ICFI) has a higher volatility of 8.24% compared to iShares Cohen & Steers REIT ETF (ICF) at 4.51%. 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

8.24%

4.51%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

26.52%

9.63%

+16.89%

Volatility (1Y)

Calculated over the trailing 1-year period

34.19%

16.31%

+17.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.25%

18.90%

+11.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.37%

20.58%

+10.79%