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.
Performance
ICFI vs. ICF - Performance Comparison
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ICFI vs. ICF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
ICFI vs. ICF — Risk / Return Rank
ICFI
ICF
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.
| ICFI | ICF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.64 | 0.23 | -0.87 |
Sortino ratioReturn per unit of downside risk | -0.74 | 0.42 | -1.16 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.06 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.63 | 0.33 | -0.97 |
Martin ratioReturn relative to average drawdown | -1.61 | 1.20 | -2.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICFI | ICF | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| ICFI | ICF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -62.45% | -8.53% | -53.92% |
Average DrawdownAverage peak-to-trough decline | -18.29% | -14.26% | -4.03% |
Ulcer IndexDepth 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
| ICFI | ICF | Difference | |
|---|---|---|---|
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% |