DMO vs. RAPZX
DMO (Dimensional Multi-Asset Fund) and RAPZX (Cohen & Steers Real Assets Fund Inc) are both Global Allocation funds. Over the past 10 years, DMO returned 3.76%/yr vs 6.53%/yr for RAPZX. Their 0.22 correlation means their historical movements had little consistent relationship. DMO charges 0.04%/yr vs 0.80%/yr for RAPZX.
Performance
DMO vs. RAPZX - Performance Comparison
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Returns By Period
In the year-to-date period, DMO achieves a 1.66% return, which is significantly lower than RAPZX's 12.67% return. Over the past 10 years, DMO has underperformed RAPZX with an annualized return of 3.76%, while RAPZX has yielded a comparatively higher 6.53% annualized return.
DMO
- 1D
- 0.19%
- 1M
- -1.78%
- 6M
- 0.19%
- YTD
- 1.66%
- 1Y
- -0.24%
- 3Y*
- 11.42%
- 5Y*
- 3.64%
- 10Y*
- 3.76%
- ALL TIME*
- 8.28%
RAPZX
- 1D
- -0.33%
- 1M
- 2.60%
- 6M
- 5.57%
- YTD
- 12.67%
- 1Y
- 15.39%
- 3Y*
- 10.55%
- 5Y*
- 7.02%
- 10Y*
- 6.53%
- ALL TIME*
- 4.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $399.37K | $416.73K | $406.81K | |
| $0.00 | $0.00 | $0.00 |
DMO vs. RAPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 1.66% | 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 | 12.67% | 11.96% | 4.35% | 3.88% | -2.05% | 23.51% | -0.84% | 17.77% | -8.44% | 6.51% |
Correlation
The correlation between DMO and RAPZX is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.22 |
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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.
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.
| DMO | RAPZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.31 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 2.61 | -2.64 |
| Martin ratioReturn relative to average drawdown | -0.07 | 7.28 | -7.35 |
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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% | -6.26% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -9.04% | -8.84% | -0.20% |
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 | -4.49% | -3.01% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -8.01% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.23% | +1.37% |
Volatility
DMO vs. RAPZX - Volatility Comparison
The current volatility for Dimensional Multi-Asset Fund (DMO) is 1.57%, while Cohen & Steers Real Assets Fund Inc (RAPZX) has a volatility of 2.04%. This indicates that DMO experiences smaller price fluctuations and is considered to be less risky 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 | 1.57% | 2.04% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 6.61% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.06% | 10.36% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.60% | 12.77% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.92% | 12.72% | +7.20% |
DMO vs. RAPZX - Expense Ratio Comparison
DMO has a 0.04% expense ratio, which is lower than RAPZX's 0.80% expense ratio.
Dividends
DMO vs. RAPZX - Dividend Comparison
DMO's dividend yield for the trailing twelve months is around 14.22%, more than RAPZX's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DMO Dimensional Multi-Asset Fund | 14.22% | 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 | 1.23% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
Frequently Asked Questions
DMO and RAPZX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RAPZX has higher volatility (2.04%) compared to DMO (1.57%). In terms of maximum drawdown, DMO dropped -49.16% vs RAPZX's -30.69%.
RAPZX currently has the higher Sharpe Ratio (1.58 vs -0.02), 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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