ICFI vs. ICF

In the year-to-date period, ICFI achieves a -26.25% return, which is significantly lower than ICF's 3.47% return. Over the past 10 years, ICFI has outperformed ICF with an annualized return of 9.69%, while ICF has yielded a comparatively lower 5.59% annualized return.

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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.

The current ICFI Sharpe Ratio is -1.01, which is lower than the ICF Sharpe Ratio of 0.66. 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.

ICFI's dividend yield for the trailing twelve months is around 0.64%, less than ICF's 2.58% yield.

The maximum ICFI drawdown since its inception was -56.24%, smaller than the maximum ICF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for ICFI and ICF. For additional features, visit the drawdowns tool.

ICF International, Inc. (ICFI) has a higher volatility of 10.71% compared to iShares Cohen & Steers REIT ETF (ICF) at 4.87%. 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.