IRFIX vs. FDFIX
IRFIX (Cohen & Steers International Realty Fund) and FDFIX (Fidelity Flex 500 Index Fund) are both mutual funds - IRFIX is a REIT fund managed by Cohen & Steers, while FDFIX is a Large Cap Blend Equities fund tracking the Fidelity U.S. Large Cap Index. Over the past 5 years, IRFIX returned -2.52%/yr vs 12.59%/yr for FDFIX. Their 0.51 correlation means they have sometimes moved together and sometimes differently. IRFIX charges 1.00%/yr vs 0.00%/yr for FDFIX.
Performance
IRFIX vs. FDFIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IRFIX achieves a 3.65% return, which is significantly lower than FDFIX's 9.08% return.
IRFIX
- 1D
- 1.75%
- 1M
- 4.13%
- 6M
- -0.80%
- YTD
- 3.65%
- 1Y
- 10.01%
- 3Y*
- 6.19%
- 5Y*
- -2.52%
- 10Y*
- 2.75%
- ALL TIME*
- 3.83%
FDFIX
- 1D
- 1.70%
- 1M
- -0.67%
- 6M
- 7.78%
- YTD
- 9.08%
- 1Y
- 20.10%
- 3Y*
- 18.85%
- 5Y*
- 12.59%
- 10Y*
- —
- ALL TIME*
- 14.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
IRFIX vs. FDFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRFIX Cohen & Steers International Realty Fund | 3.65% | 23.52% | -10.56% | 4.58% | -23.84% | 7.66% | -0.81% | 23.74% | -3.74% | 21.11% |
FDFIX Fidelity Flex 500 Index Fund | 9.08% | 17.59% | 25.06% | 26.27% | -18.10% | 28.69% | 18.46% | 31.47% | -4.45% | 14.41% |
Correlation
The correlation between IRFIX and FDFIX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2017 | 0.51 |
The correlation between IRFIX and FDFIX has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IRFIX vs. FDFIX — Risk / Return Rank
IRFIX
FDFIX
IRFIX vs. FDFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) and Fidelity Flex 500 Index Fund (FDFIX). 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 | FDFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.99 | -1.32 |
| Martin ratioReturn relative to average drawdown | 1.57 | 8.36 | -6.79 |
Loading charts...
Drawdowns
IRFIX vs. FDFIX - Drawdown Comparison
The maximum IRFIX drawdown since its inception was -70.13%, which is greater than FDFIX's maximum drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for IRFIX and FDFIX.
Loading charts...
Drawdown Indicators
| IRFIX | FDFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.13% | -33.77% | -36.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.85% | -8.99% | -5.86% |
Max Drawdown (3Y)Largest decline over 3 years | -21.06% | -18.76% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -38.24% | -24.51% | -13.73% |
Max Drawdown (10Y)Largest decline over 10 years | -39.51% | — | — |
Current DrawdownCurrent decline from peak | -13.66% | -2.20% | -11.46% |
Average DrawdownAverage peak-to-trough decline | -18.64% | -4.53% | -14.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.34% | 2.14% | +4.20% |
Volatility
IRFIX vs. FDFIX - Volatility Comparison
Cohen & Steers International Realty Fund (IRFIX) has a higher volatility of 3.69% compared to Fidelity Flex 500 Index Fund (FDFIX) at 3.50%. This indicates that IRFIX's price experiences larger fluctuations and is considered to be riskier than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IRFIX | FDFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 3.50% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 10.20% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 13.02% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 17.07% | -1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 18.53% | -3.08% |
IRFIX vs. FDFIX - Expense Ratio Comparison
IRFIX has a 1.00% expense ratio, which is higher than FDFIX's 0.00% expense ratio.
Dividends
IRFIX vs. FDFIX - Dividend Comparison
IRFIX's dividend yield for the trailing twelve months is around 5.90%, more than FDFIX's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDFIX Fidelity Flex 500 Index Fund | 1.07% | 1.11% | 1.26% | 1.48% | 1.70% | 1.27% | 1.52% | 1.78% | 2.16% | 0.50% | 0.00% | 0.00% |
IRFIX Cohen & Steers International Realty Fund | 5.90% | 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 FDFIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IRFIX has higher volatility (3.69%) compared to FDFIX (3.50%). In terms of maximum drawdown, IRFIX dropped -70.13% vs FDFIX's -33.77%.
FDFIX currently has the higher Sharpe Ratio (1.38 vs 0.73), 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.
Find the right allocation for IRFIX and FDFIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer