IRFIX vs. DFITX
IRFIX (Cohen & Steers International Realty Fund) and DFITX (DFA International Real Estate Securities) are both REIT funds. Over the past 10 years, IRFIX returned 2.99%/yr vs 2.11%/yr for DFITX. Their correlation of 0.86 suggests significant overlap in exposure. IRFIX charges 1.00%/yr vs 0.27%/yr for DFITX.
Performance
IRFIX vs. DFITX - Performance Comparison
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Returns By Period
In the year-to-date period, IRFIX achieves a -3.39% return, which is significantly lower than DFITX's -2.11% return. Over the past 10 years, IRFIX has outperformed DFITX with an annualized return of 2.99%, while DFITX has yielded a comparatively lower 2.11% annualized return.
IRFIX
- 1D
- -1.01%
- 1M
- -3.81%
- YTD
- -3.39%
- 6M
- -3.29%
- 1Y
- 0.98%
- 3Y*
- 5.87%
- 5Y*
- -3.85%
- 10Y*
- 2.99%
DFITX
- 1D
- -0.80%
- 1M
- -0.80%
- YTD
- -2.11%
- 6M
- -2.37%
- 1Y
- 3.01%
- 3Y*
- 8.05%
- 5Y*
- -1.12%
- 10Y*
- 2.11%
IRFIX vs. DFITX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRFIX Cohen & Steers International Realty Fund | -3.39% | 23.52% | -10.56% | 4.58% | -23.84% | 7.66% | -0.81% | 23.74% | -3.74% | 23.38% |
DFITX DFA International Real Estate Securities | -2.11% | 24.65% | -7.70% | 5.96% | -21.73% | 12.81% | -9.02% | 23.61% | -6.93% | 15.38% |
Correlation
The correlation between IRFIX and DFITX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2007 | 0.86 |
The correlation between IRFIX and DFITX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
IRFIX vs. DFITX — Risk / Return Rank
IRFIX
DFITX
IRFIX vs. DFITX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) and DFA International Real Estate Securities (DFITX). 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.
| IRFIX | DFITX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.06 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 0.29 | -0.20 |
| Martin ratioReturn relative to average drawdown | 0.24 | 0.89 | -0.65 |
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Drawdowns
IRFIX vs. DFITX - Drawdown Comparison
The maximum IRFIX drawdown since its inception was -70.13%, roughly equal to the maximum DFITX drawdown of -73.49%. Use the drawdown chart below to compare losses from any high point for IRFIX and DFITX.
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Drawdown Indicators
| IRFIX | DFITX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.13% | -73.49% | +3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -12.31% | -2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -21.06% | -18.04% | -3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -34.84% | -3.40% |
Max Drawdown (10Y)Largest decline over 10 years | -39.51% | -45.26% | +5.75% |
Current DrawdownCurrent decline from peak | -19.53% | -8.71% | -10.82% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -18.06% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.48% | 3.99% | +1.49% |
Volatility
IRFIX vs. DFITX - Volatility Comparison
The current volatility for Cohen & Steers International Realty Fund (IRFIX) is 3.58%, while DFA International Real Estate Securities (DFITX) has a volatility of 3.77%. This indicates that IRFIX experiences smaller price fluctuations and is considered to be less risky than DFITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRFIX | DFITX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.77% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 10.02% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 12.22% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 15.06% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 16.32% | -0.83% |
IRFIX vs. DFITX - Expense Ratio Comparison
IRFIX has a 1.00% expense ratio, which is higher than DFITX's 0.27% expense ratio.
Dividends
IRFIX vs. DFITX - Dividend Comparison
IRFIX's dividend yield for the trailing twelve months is around 6.39%, less than DFITX's 6.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFITX DFA International Real Estate Securities | 6.81% | 6.67% | 6.24% | 5.05% | 0.00% | 7.86% | 0.00% | 12.86% | 5.99% | 4.21% | 8.62% | 1.79% |
IRFIX Cohen & Steers International Realty Fund | 6.39% | 6.17% | 3.24% | 2.62% | 2.62% | 7.70% | 3.40% | 9.81% | 4.19% | 3.37% | 6.46% | 3.36% |
Frequently Asked Questions
IRFIX and DFITX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFITX has higher volatility (3.77%) compared to IRFIX (3.58%). In terms of maximum drawdown, IRFIX dropped -70.13% vs DFITX's -73.49%.
DFITX currently has the higher Sharpe Ratio (0.29 vs 0.10), 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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