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FOF vs. CLM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FOF vs. CLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Closed-End Opportunity Fund (FOF) and Cornerstone Strategic Investment Fund, Inc. (CLM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FOF achieves a 7.58% return, which is significantly higher than CLM's -0.66% return. Both investments have delivered pretty close results over the past 10 years, with FOF having a 10.42% annualized return and CLM not far ahead at 10.88%.


FOF

1D
0.37%
1M
-0.97%
6M
-4.86%
YTD
7.58%
1Y
14.44%
3Y*
16.39%
5Y*
7.53%
10Y*
10.42%
ALL TIME*
6.89%

CLM

1D
1.64%
1M
0.95%
6M
-1.37%
YTD
-0.66%
1Y
11.38%
3Y*
14.14%
5Y*
9.56%
10Y*
10.88%
ALL TIME*
7.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.53M$12.84M$12.41M
$558.96K$586.46K$703.32K

FOF vs. CLM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOF
Cohen & Steers Closed-End Opportunity Fund
7.58%13.01%23.65%17.90%-22.69%28.24%1.52%31.37%-9.43%23.41%
CLM
Cornerstone Strategic Investment Fund, Inc.
-0.66%18.61%41.49%17.50%-36.72%41.42%29.43%23.60%-11.94%22.11%

Correlation

The correlation between FOF and CLM is 0.47, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.47

Correlation (3Y)
Balances recent behavior with more history.

0.40

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.42

Correlation (10Y)
Provides a long-term view across more market conditions.

0.40

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2006

0.37

The correlation between FOF and CLM shifts across timeframes, from 0.37 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FOF vs. CLM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FOF
FOF Risk / Return Rank: 2727
Overall Rank
FOF Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FOF Sortino Ratio Rank: 3131
Sortino Ratio Rank
FOF Omega Ratio Rank: 3131
Omega Ratio Rank
FOF Calmar Ratio Rank: 2020
Calmar Ratio Rank
FOF Martin Ratio Rank: 2020
Martin Ratio Rank

CLM
CLM Risk / Return Rank: 1818
Overall Rank
CLM Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CLM Sortino Ratio Rank: 1818
Sortino Ratio Rank
CLM Omega Ratio Rank: 2121
Omega Ratio Rank
CLM Calmar Ratio Rank: 1616
Calmar Ratio Rank
CLM Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FOF vs. CLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Closed-End Opportunity Fund (FOF) and Cornerstone Strategic Investment Fund, Inc. (CLM). 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.


FOFCLMDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratioReturn relative to maximum drawdown

0.93

0.73

+0.20

Martin ratioReturn relative to average drawdown

2.74

2.32

+0.43

FOF vs. CLM - Sharpe Ratio Comparison

The current FOF Sharpe Ratio is 0.99, which is higher than the CLM Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FOF and CLM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FOF vs. CLM - Drawdown Comparison

The maximum FOF drawdown since its inception was -59.38%, smaller than the maximum CLM drawdown of -77.02%. Use the drawdown chart below to compare losses from any high point for FOF and CLM.


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Drawdown Indicators


FOFCLMDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-77.02%

+17.64%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-14.61%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-25.16%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

-43.45%

+13.49%

Max Drawdown (10Y)

Largest decline over 10 years

-49.74%

-44.98%

-4.76%

Current Drawdown

Current decline from peak

-6.06%

-2.41%

-3.65%

Average Drawdown

Average peak-to-trough decline

-9.32%

-24.66%

+15.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

4.57%

+0.51%

Volatility

FOF vs. CLM - Volatility Comparison

The current volatility for Cohen & Steers Closed-End Opportunity Fund (FOF) is 3.07%, while Cornerstone Strategic Investment Fund, Inc. (CLM) has a volatility of 5.60%. This indicates that FOF experiences smaller price fluctuations and is considered to be less risky than CLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOFCLMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

5.60%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

15.15%

-3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.16%

16.61%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

24.18%

-6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

25.00%

-4.66%

FOF vs. CLM - Expense Ratio Comparison

FOF has a 0.95% expense ratio, which is lower than CLM's 1.10% expense ratio.


Dividends

FOF vs. CLM - Dividend Comparison

FOF's dividend yield for the trailing twelve months is around 7.68%, less than CLM's 19.66% yield.


PositionTTM20252024202320222021202020192018201720162015
CLM
Cornerstone Strategic Investment Fund, Inc.
19.66%17.48%15.17%20.50%29.44%13.45%18.96%21.98%25.38%18.04%22.44%28.20%
FOF
Cohen & Steers Closed-End Opportunity Fund
7.68%7.91%8.22%9.32%9.99%7.06%8.41%7.78%9.41%7.84%8.90%9.49%

Frequently Asked Questions


FOF and CLM have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CLM has higher volatility (5.60%) compared to FOF (3.07%). In terms of maximum drawdown, FOF dropped -59.38% vs CLM's -77.02%.

FOF currently has the higher Sharpe Ratio (0.99 vs 0.64), 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.

Portfolio Optimizer

Find the right allocation for FOF and CLM

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