FOF vs. PLTY
Compare and contrast key facts about Cohen & Steers Closed-End Opportunity Fund (FOF) and YieldMax PLTR Option Income Strategy ETF (PLTY).
FOF is an actively managed fund by Cohen & Steers. It was launched on Nov 24, 2006. PLTY is an actively managed fund by YieldMax. It was launched on Oct 7, 2024.
Performance
FOF vs. PLTY - Performance Comparison
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FOF vs. PLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FOF Cohen & Steers Closed-End Opportunity Fund | -0.96% | 13.01% | -0.94% |
PLTY YieldMax PLTR Option Income Strategy ETF | -13.43% | 78.06% | 49.98% |
Returns By Period
In the year-to-date period, FOF achieves a -0.96% return, which is significantly higher than PLTY's -13.43% return.
FOF
- 1D
- 1.83%
- 1M
- -10.52%
- YTD
- -0.96%
- 6M
- 2.28%
- 1Y
- 15.30%
- 3Y*
- 14.99%
- 5Y*
- 8.04%
- 10Y*
- 10.65%
PLTY
- 1D
- 5.38%
- 1M
- 6.96%
- YTD
- -13.43%
- 6M
- -15.39%
- 1Y
- 46.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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FOF vs. PLTY - Expense Ratio Comparison
FOF has a 0.95% expense ratio, which is lower than PLTY's 0.99% expense ratio.
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.
| FOF | PLTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 1.01 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.47 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.28 | -0.30 |
Martin ratioReturn relative to average drawdown | 3.97 | 3.21 | +0.76 |
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
| FOF | PLTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 1.01 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.44 | -1.13 |
Correlation
The correlation between FOF and PLTY is 0.26, 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
FOF vs. PLTY - Dividend Comparison
FOF's dividend yield for the trailing twelve months is around 8.14%, less than PLTY's 120.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOF Cohen & Steers Closed-End Opportunity Fund | 8.14% | 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 | 120.04% | 112.44% | 7.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 -36.61%. 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% | -36.61% | -22.77% |
Max Drawdown (1Y)Largest decline over 1 year | -15.07% | -34.41% | +19.34% |
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 | -13.52% | -24.92% | +11.40% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -11.08% | +1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 13.72% | -9.99% |
Volatility
FOF vs. PLTY - Volatility Comparison
The current volatility for Cohen & Steers Closed-End Opportunity Fund (FOF) is 6.09%, while YieldMax PLTR Option Income Strategy ETF (PLTY) has a volatility of 11.97%. 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 | 6.09% | 11.97% | -5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 32.39% | -21.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.57% | 46.37% | -27.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 53.61% | -35.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 53.61% | -33.36% |