FOF vs. PLTY
FOF (Cohen & Steers Closed-End Opportunity Fund) and PLTY (YieldMax PLTR Option Income Strategy ETF) are both funds - FOF is a Large Cap Value Equities fund actively managed by Cohen & Steers, while PLTY is a Derivative Income fund actively managed by YieldMax. Both are actively managed. Over the past year, FOF returned 17.94% vs -14.92% for PLTY. At a 0.24 correlation, their price movements are largely independent. FOF charges 0.95%/yr vs 0.99%/yr for PLTY.
Performance
FOF vs. PLTY - Performance Comparison
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Returns By Period
In the year-to-date period, FOF achieves a 5.57% return, which is significantly higher than PLTY's -26.92% return.
FOF
- 1D
- -0.81%
- 1M
- -2.63%
- YTD
- 5.57%
- 6M
- 6.05%
- 1Y
- 17.94%
- 3Y*
- 16.99%
- 5Y*
- 7.34%
- 10Y*
- 10.77%
PLTY
- 1D
- -2.42%
- 1M
- -12.09%
- YTD
- -26.92%
- 6M
- -32.83%
- 1Y
- -14.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FOF vs. PLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FOF Cohen & Steers Closed-End Opportunity Fund | 5.57% | 13.01% | -1.07% |
PLTY YieldMax PLTR Option Income Strategy ETF | -26.92% | 78.06% | 52.50% |
Correlation
The correlation between FOF and PLTY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2024 | 0.24 |
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Return for Risk
FOF vs. PLTY — Risk / Return Rank
FOF
PLTY
FOF vs. PLTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Closed-End Opportunity Fund (FOF) and YieldMax PLTR Option Income Strategy ETF (PLTY). 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.
| FOF | PLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.97 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.41 | +1.60 |
| Martin ratioReturn relative to average drawdown | 3.84 | -0.79 | +4.63 |
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Drawdowns
FOF vs. PLTY - Drawdown Comparison
The maximum FOF drawdown since its inception was -59.38%, which is greater than PLTY's maximum drawdown of -36.62%. Use the drawdown chart below to compare losses from any high point for FOF and PLTY.
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Drawdown Indicators
| FOF | PLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.38% | -36.62% | -22.76% |
Max Drawdown (1Y)Largest decline over 1 year | -15.07% | -36.62% | +21.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.96% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.74% | — | — |
Current DrawdownCurrent decline from peak | -7.82% | -36.62% | +28.80% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -13.27% | +3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 19.00% | -14.32% |
Volatility
FOF vs. PLTY - Volatility Comparison
The current volatility for Cohen & Steers Closed-End Opportunity Fund (FOF) is 3.44%, while YieldMax PLTR Option Income Strategy ETF (PLTY) has a volatility of 16.40%. This indicates that FOF experiences smaller price fluctuations and is considered to be less risky than PLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOF | PLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 16.40% | -12.96% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 32.73% | -20.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 43.35% | -29.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 52.67% | -34.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.34% | 52.67% | -32.33% |
FOF vs. PLTY - Expense Ratio Comparison
FOF has a 0.95% expense ratio, which is lower than PLTY's 0.99% expense ratio.
Dividends
FOF vs. PLTY - Dividend Comparison
FOF's dividend yield for the trailing twelve months is around 7.78%, less than PLTY's 125.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOF Cohen & Steers Closed-End Opportunity Fund | 7.78% | 7.91% | 8.22% | 9.32% | 9.99% | 7.06% | 8.41% | 7.78% | 9.41% | 7.84% | 8.90% | 9.49% |
PLTY YieldMax PLTR Option Income Strategy ETF | 125.34% | 112.44% | 7.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FOF and PLTY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTY has higher volatility (16.40%) compared to FOF (3.44%). In terms of maximum drawdown, FOF dropped -59.38% vs PLTY's -36.62%.
FOF currently has the higher Sharpe Ratio (1.31 vs -0.35), 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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