DMO vs. RAPZX
Compare and contrast key facts about Dimensional Multi-Asset Fund (DMO) and Cohen & Steers Real Assets Fund Inc (RAPZX).
DMO is managed by Dimensional Fund Advisors. It was launched on Dec 11, 2009. RAPZX is managed by Cohen & Steers. It was launched on Jan 30, 2012.
Performance
DMO vs. RAPZX - Performance Comparison
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DMO vs. RAPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 0.42% | 6.95% | 20.24% | 16.79% | -21.64% | 17.12% | -22.32% | 9.10% | -2.04% | 23.46% |
RAPZX Cohen & Steers Real Assets Fund Inc | 10.26% | 11.96% | 4.35% | 3.88% | -2.05% | 23.51% | -0.84% | 17.77% | -8.44% | 6.51% |
Returns By Period
In the year-to-date period, DMO achieves a 0.42% return, which is significantly lower than RAPZX's 10.26% return. Over the past 10 years, DMO has underperformed RAPZX with an annualized return of 4.48%, while RAPZX has yielded a comparatively higher 7.09% annualized return.
DMO
- 1D
- 2.28%
- 1M
- -4.15%
- YTD
- 0.42%
- 6M
- -2.10%
- 1Y
- 3.74%
- 3Y*
- 14.79%
- 5Y*
- 5.49%
- 10Y*
- 4.48%
RAPZX
- 1D
- 0.25%
- 1M
- -2.41%
- YTD
- 10.26%
- 6M
- 7.91%
- 1Y
- 16.67%
- 3Y*
- 10.27%
- 5Y*
- 8.74%
- 10Y*
- 7.09%
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DMO vs. RAPZX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is lower than RAPZX's 0.80% expense ratio.
Return for Risk
DMO vs. RAPZX — Risk / Return Rank
DMO
RAPZX
DMO vs. RAPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Multi-Asset Fund (DMO) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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.
| DMO | RAPZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 1.41 | -1.10 |
Sortino ratioReturn per unit of downside risk | 0.49 | 1.77 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.30 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.48 | 1.94 | -1.46 |
Martin ratioReturn relative to average drawdown | 1.23 | 8.99 | -7.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DMO | RAPZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 1.41 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.68 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.56 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.34 | +0.14 |
Correlation
The correlation between DMO and RAPZX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DMO vs. RAPZX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.14%, more than RAPZX's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.14% | 14.01% | 12.92% | 11.46% | 11.51% | 8.88% | 10.95% | 9.63% | 18.93% | 13.30% | 13.19% | 14.09% |
RAPZX Cohen & Steers Real Assets Fund Inc | 1.31% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
Drawdowns
DMO vs. RAPZX - Drawdown Comparison
The maximum DMO drawdown since its inception was -49.16%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for DMO and RAPZX.
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Drawdown Indicators
| DMO | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.16% | -30.69% | -18.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.37% | -8.84% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -29.04% | -19.31% | -9.73% |
Max Drawdown (10Y)Largest decline over 10 years | -49.16% | -30.69% | -18.47% |
Current DrawdownCurrent decline from peak | -5.65% | -2.88% | -2.77% |
Average DrawdownAverage peak-to-trough decline | -9.68% | -8.16% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 1.90% | +1.35% |
Volatility
DMO vs. RAPZX - Volatility Comparison
Dimensional Multi-Asset Fund (DMO) has a higher volatility of 5.78% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.90%. This indicates that DMO's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DMO | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 2.90% | +2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 9.10% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 12.24% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.88% | 12.86% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.98% | 12.81% | +7.17% |