TOLIX vs. ICF

In the year-to-date period, TOLIX achieves a 10.86% return, which is significantly higher than ICF's 3.06% return. Over the past 10 years, TOLIX has underperformed ICF with an annualized return of 3.26%, while ICF has yielded a comparatively higher 5.68% annualized return.

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TOLIX has a 1.03% expense ratio, which is higher than ICF's 0.34% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Infrastructure Fund (TOLIX) 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.

The current TOLIX Sharpe Ratio is 0.96, which is comparable to the ICF Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of TOLIX and ICF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TOLIX's dividend yield for the trailing twelve months is around 8.33%, more than ICF's 2.59% yield.

The maximum TOLIX drawdown since its inception was -43.59%, smaller than the maximum ICF drawdown of -76.73%. Use the drawdown chart below to compare losses from any high point for TOLIX and ICF.

The current volatility for DWS RREEF Global Infrastructure Fund (TOLIX) is 3.95%, while iShares Cohen & Steers REIT ETF (ICF) has a volatility of 4.72%. This indicates that TOLIX experiences smaller price fluctuations and is considered to be less risky than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.