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IRFIX vs. VGRNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRFIX vs. VGRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers International Realty Fund (IRFIX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX). The values are adjusted to include any dividend payments, if applicable.

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IRFIX vs. VGRNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRFIX
Cohen & Steers International Realty Fund
-3.17%23.52%-10.56%4.58%-23.84%7.66%-0.81%23.74%-3.74%23.38%
VGRNX
Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares
-3.59%22.02%-2.40%6.35%-22.47%5.63%-6.90%21.50%-9.54%26.55%

Returns By Period

In the year-to-date period, IRFIX achieves a -3.17% return, which is significantly higher than VGRNX's -3.59% return. Over the past 10 years, IRFIX has outperformed VGRNX with an annualized return of 2.69%, while VGRNX has yielded a comparatively lower 2.44% annualized return.


IRFIX

1D
1.72%
1M
-11.68%
YTD
-3.17%
6M
-1.82%
1Y
15.07%
3Y*
4.40%
5Y*
-2.03%
10Y*
2.69%

VGRNX

1D
1.99%
1M
-11.38%
YTD
-3.59%
6M
-2.85%
1Y
13.92%
3Y*
7.61%
5Y*
-0.64%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IRFIX vs. VGRNX - Expense Ratio Comparison

IRFIX has a 1.00% expense ratio, which is higher than VGRNX's 0.11% expense ratio.


Return for Risk

IRFIX vs. VGRNX — Risk / Return Rank

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

IRFIX
IRFIX Risk / Return Rank: 4848
Overall Rank
IRFIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 5858
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 5252
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 3737
Martin Ratio Rank

VGRNX
VGRNX Risk / Return Rank: 4646
Overall Rank
VGRNX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VGRNX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VGRNX Omega Ratio Rank: 5050
Omega Ratio Rank
VGRNX Calmar Ratio Rank: 2828
Calmar Ratio Rank
VGRNX Martin Ratio Rank: 3535
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. VGRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX). 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.


IRFIXVGRNXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.20

+0.02

Sortino ratio

Return per unit of downside risk

1.65

1.62

+0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.00

0.96

+0.03

Martin ratio

Return relative to average drawdown

4.36

4.29

+0.08

IRFIX vs. VGRNX - Sharpe Ratio Comparison

The current IRFIX Sharpe Ratio is 1.21, which is comparable to the VGRNX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IRFIX and VGRNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IRFIXVGRNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.20

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

-0.05

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.17

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.22

-0.04

Correlation

The correlation between IRFIX and VGRNX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IRFIX vs. VGRNX - Dividend Comparison

IRFIX's dividend yield for the trailing twelve months is around 6.37%, more than VGRNX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
IRFIX
Cohen & Steers International Realty Fund
6.37%6.17%3.24%2.62%2.62%7.70%3.40%9.81%4.19%3.37%6.46%3.36%
VGRNX
Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares
4.88%4.71%5.21%3.76%0.58%6.50%0.94%7.81%4.64%3.87%5.19%2.86%

Drawdowns

IRFIX vs. VGRNX - Drawdown Comparison

The maximum IRFIX drawdown since its inception was -70.13%, which is greater than VGRNX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for IRFIX and VGRNX.


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Drawdown Indicators


IRFIXVGRNXDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-38.77%

-31.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-14.35%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-38.41%

-35.59%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-38.77%

-0.74%

Current Drawdown

Current decline from peak

-19.34%

-12.65%

-6.69%

Average Drawdown

Average peak-to-trough decline

-18.69%

-10.74%

-7.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.23%

+0.16%

Volatility

IRFIX vs. VGRNX - Volatility Comparison

Cohen & Steers International Realty Fund (IRFIX) and Vanguard Global ex-U.S. Real Estate Index Fund Institutional Shares (VGRNX) have volatilities of 5.55% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRFIXVGRNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

5.62%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

8.54%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

12.33%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

13.80%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

14.69%

+0.90%