FOF vs. SABTX
FOF (Cohen & Steers Closed-End Opportunity Fund) and SABTX (SA U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, FOF returned 10.77%/yr vs 12.00%/yr for SABTX. A 0.57 correlation means they provide meaningful diversification when combined. FOF charges 0.95%/yr vs 0.73%/yr for SABTX.
Performance
FOF vs. SABTX - Performance Comparison
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Returns By Period
In the year-to-date period, FOF achieves a 5.57% return, which is significantly lower than SABTX's 18.98% return. Over the past 10 years, FOF has underperformed SABTX with an annualized return of 10.77%, while SABTX has yielded a comparatively higher 12.00% annualized 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%
SABTX
- 1D
- 0.97%
- 1M
- 3.76%
- YTD
- 18.98%
- 6M
- 18.21%
- 1Y
- 35.90%
- 3Y*
- 20.00%
- 5Y*
- 11.79%
- 10Y*
- 12.00%
FOF vs. SABTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FOF Cohen & Steers Closed-End Opportunity Fund | 5.57% | 13.01% | 23.65% | 17.90% | -22.69% | 28.24% | 1.52% | 31.37% | -9.43% | 23.41% |
SABTX SA U.S. Value Fund | 18.98% | 17.69% | 11.32% | 11.82% | -6.35% | 27.06% | -2.04% | 24.85% | -12.14% | 18.45% |
Correlation
The correlation between FOF and SABTX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2006 | 0.57 |
Over the past year, the correlation between FOF and SABTX has dropped to 0.35 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
FOF vs. SABTX — Risk / Return Rank
FOF
SABTX
FOF vs. SABTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Closed-End Opportunity Fund (FOF) and SA U.S. Value Fund (SABTX). 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 | SABTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.60 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 6.46 | -5.27 |
| Martin ratioReturn relative to average drawdown | 3.84 | 23.28 | -19.44 |
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Drawdowns
FOF vs. SABTX - Drawdown Comparison
The maximum FOF drawdown since its inception was -59.38%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for FOF and SABTX.
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Drawdown Indicators
| FOF | SABTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.38% | -66.96% | +7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.07% | -6.36% | -8.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.58% | -16.63% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -29.96% | -20.42% | -9.54% |
Max Drawdown (10Y)Largest decline over 10 years | -49.74% | -42.00% | -7.74% |
Current DrawdownCurrent decline from peak | -7.82% | -0.17% | -7.65% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -11.30% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 1.74% | +2.94% |
Volatility
FOF vs. SABTX - Volatility Comparison
The current volatility for Cohen & Steers Closed-End Opportunity Fund (FOF) is 3.44%, while SA U.S. Value Fund (SABTX) has a volatility of 3.92%. This indicates that FOF experiences smaller price fluctuations and is considered to be less risky than SABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FOF | SABTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.92% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 8.63% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 11.98% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 16.37% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.34% | 19.19% | +1.15% |
FOF vs. SABTX - Expense Ratio Comparison
FOF has a 0.95% expense ratio, which is higher than SABTX's 0.73% expense ratio.
Dividends
FOF vs. SABTX - Dividend Comparison
FOF's dividend yield for the trailing twelve months is around 7.78%, more than SABTX's 3.26% 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% |
SABTX SA U.S. Value Fund | 3.26% | 3.88% | 2.60% | 1.67% | 7.66% | 4.25% | 1.52% | 5.14% | 9.80% | 10.36% | 5.08% | 6.83% |
Frequently Asked Questions
FOF and SABTX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SABTX has higher volatility (3.92%) compared to FOF (3.44%). In terms of maximum drawdown, FOF dropped -59.38% vs SABTX's -66.96%.
SABTX currently has the higher Sharpe Ratio (3.44 vs 1.31), 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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