PortfoliosLab logoPortfoliosLab logo
FOF vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOF vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Closed-End Opportunity Fund (FOF) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FOF vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOF
Cohen & Steers Closed-End Opportunity Fund
-0.96%13.01%23.65%17.90%-22.69%28.24%1.52%31.37%-9.43%23.41%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.08%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Returns By Period

In the year-to-date period, FOF achieves a -0.96% return, which is significantly lower than VIHAX's 3.08% return. Both investments have delivered pretty close results over the past 10 years, with FOF having a 10.65% annualized return and VIHAX not far behind at 10.16%.


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%

VIHAX

1D
0.23%
1M
-8.45%
YTD
3.08%
6M
10.44%
1Y
30.03%
3Y*
19.39%
5Y*
12.05%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FOF vs. VIHAX - Expense Ratio Comparison

FOF has a 0.95% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

FOF vs. VIHAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FOF
FOF Risk / Return Rank: 4242
Overall Rank
FOF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FOF Sortino Ratio Rank: 4343
Sortino Ratio Rank
FOF Omega Ratio Rank: 5252
Omega Ratio Rank
FOF Calmar Ratio Rank: 3737
Calmar Ratio Rank
FOF Martin Ratio Rank: 3838
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9292
Overall Rank
VIHAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9191
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FOF vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Closed-End Opportunity Fund (FOF) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


FOFVIHAXDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.07

-1.25

Sortino ratio

Return per unit of downside risk

1.27

2.66

-1.39

Omega ratio

Gain probability vs. loss probability

1.21

1.42

-0.22

Calmar ratio

Return relative to maximum drawdown

0.98

2.61

-1.62

Martin ratio

Return relative to average drawdown

3.97

10.91

-6.94

FOF vs. VIHAX - Sharpe Ratio Comparison

The current FOF Sharpe Ratio is 0.83, which is lower than the VIHAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FOF and VIHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FOFVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.07

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.89

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.64

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.64

-0.33

Correlation

The correlation between FOF and VIHAX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FOF vs. VIHAX - Dividend Comparison

FOF's dividend yield for the trailing twelve months is around 8.14%, more than VIHAX's 3.71% yield.


TTM20252024202320222021202020192018201720162015
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%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.71%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Drawdowns

FOF vs. VIHAX - Drawdown Comparison

The maximum FOF drawdown since its inception was -59.38%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for FOF and VIHAX.


Loading graphics...

Drawdown Indicators


FOFVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-38.80%

-20.58%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-10.66%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

-23.92%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-49.74%

-38.80%

-10.94%

Current Drawdown

Current decline from peak

-13.52%

-8.73%

-4.79%

Average Drawdown

Average peak-to-trough decline

-9.37%

-6.09%

-3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

2.57%

+1.16%

Volatility

FOF vs. VIHAX - Volatility Comparison

Cohen & Steers Closed-End Opportunity Fund (FOF) has a higher volatility of 6.09% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 5.68%. This indicates that FOF's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FOFVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

5.68%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

8.82%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.57%

14.15%

+4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

13.65%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

15.91%

+4.34%