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IRFIX vs. DFITX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRFIX vs. DFITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers International Realty Fund (IRFIX) and DFA International Real Estate Securities (DFITX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRFIX achieves a -0.55% return, which is significantly higher than DFITX's -1.32% return. Over the past 10 years, IRFIX has outperformed DFITX with an annualized return of 2.61%, while DFITX has yielded a comparatively lower 1.69% annualized return.


IRFIX

1D
-0.22%
1M
-3.71%
YTD
-0.55%
6M
0.95%
1Y
7.06%
3Y*
5.34%
5Y*
-3.15%
10Y*
2.61%

DFITX

1D
-0.27%
1M
-1.06%
YTD
-1.32%
6M
0.20%
1Y
6.32%
3Y*
6.64%
5Y*
-0.80%
10Y*
1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRFIX vs. DFITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRFIX
Cohen & Steers International Realty Fund
-0.55%23.52%-10.56%4.58%-23.84%7.66%-0.81%23.74%-3.74%23.38%
DFITX
DFA International Real Estate Securities
-1.32%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 6, 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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IRFIX
IRFIX Risk / Return Rank: 66
Overall Rank
IRFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 66
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 66
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 55
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 55
Martin Ratio Rank

DFITX
DFITX Risk / Return Rank: 66
Overall Rank
DFITX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DFITX Sortino Ratio Rank: 66
Sortino Ratio Rank
DFITX Omega Ratio Rank: 66
Omega Ratio Rank
DFITX Calmar Ratio Rank: 55
Calmar Ratio Rank
DFITX Martin Ratio Rank: 66
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.

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.


IRFIXDFITXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.44

0.45

-0.01

Martin ratioReturn relative to average drawdown

1.38

1.49

-0.11

IRFIX vs. DFITX - Sharpe Ratio Comparison

The current IRFIX Sharpe Ratio is 0.50, which is comparable to the DFITX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IRFIX and DFITX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IRFIXDFITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

0.46

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.05

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.10

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.10

+0.08

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


IRFIXDFITXDifference

Max Drawdown

Largest 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

-38.41%

-34.84%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-45.26%

+5.75%

Current Drawdown

Current decline from peak

-17.16%

-7.97%

-9.19%

Average Drawdown

Average peak-to-trough decline

-18.66%

-18.10%

-0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

3.70%

+1.01%

Volatility

IRFIX vs. DFITX - Volatility Comparison

Cohen & Steers International Realty Fund (IRFIX) has a higher volatility of 3.87% compared to DFA International Real Estate Securities (DFITX) at 3.41%. This indicates that IRFIX's price experiences larger fluctuations and is considered to be riskier 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


IRFIXDFITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.41%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

9.67%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

11.98%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

15.05%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

16.47%

-0.79%

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 6.20%, less than DFITX's 6.76% yield.


PositionTTM20252024202320222021202020192018201720162015
DFITX
DFA International Real Estate Securities
6.76%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
6.20%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.

IRFIX has higher volatility (3.87%) compared to DFITX (3.41%). In terms of maximum drawdown, IRFIX dropped -70.13% vs DFITX's -73.49%.

IRFIX currently has the higher Sharpe Ratio (0.50 vs 0.46), 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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