GAOSX vs. RAPZX
GAOSX (JPMorgan Global Allocation Fund) and RAPZX (Cohen & Steers Real Assets Fund Inc) are both Global Allocation funds. Over the past 10 years, GAOSX returned 7.41%/yr vs 6.34%/yr for RAPZX. A 0.69 correlation means they provide meaningful diversification when combined. GAOSX charges 0.77%/yr vs 0.80%/yr for RAPZX.
Performance
GAOSX vs. RAPZX - Performance Comparison
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Returns By Period
In the year-to-date period, GAOSX achieves a 5.30% return, which is significantly lower than RAPZX's 10.26% return. Over the past 10 years, GAOSX has outperformed RAPZX with an annualized return of 7.41%, while RAPZX has yielded a comparatively lower 6.34% annualized return.
GAOSX
- 1D
- 0.82%
- 1M
- 0.96%
- YTD
- 5.30%
- 6M
- 5.37%
- 1Y
- 15.29%
- 3Y*
- 11.35%
- 5Y*
- 4.73%
- 10Y*
- 7.41%
RAPZX
- 1D
- -0.57%
- 1M
- -4.03%
- YTD
- 10.26%
- 6M
- 10.36%
- 1Y
- 12.20%
- 3Y*
- 9.97%
- 5Y*
- 7.18%
- 10Y*
- 6.34%
GAOSX vs. RAPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOSX JPMorgan Global Allocation Fund | 5.30% | 14.96% | 8.21% | 13.02% | -18.59% | 9.54% | 15.55% | 16.27% | -5.81% | 17.12% |
RAPZX Cohen & Steers Real Assets Fund Inc | 10.26% | 11.96% | 4.35% | 3.88% | -2.05% | 23.51% | -0.84% | 17.77% | -8.44% | 6.51% |
Correlation
The correlation between GAOSX and RAPZX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2013 | 0.69 |
Over the past year, the correlation between GAOSX and RAPZX has dropped to 0.44 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
GAOSX vs. RAPZX — Risk / Return Rank
GAOSX
RAPZX
GAOSX vs. RAPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund (GAOSX) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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.
| GAOSX | RAPZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.04 | -0.35 |
| Martin ratioReturn relative to average drawdown | 6.88 | 6.83 | +0.05 |
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Drawdowns
GAOSX vs. RAPZX - Drawdown Comparison
The maximum GAOSX drawdown since its inception was -24.98%, smaller than the maximum RAPZX drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for GAOSX and RAPZX.
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Drawdown Indicators
| GAOSX | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -30.69% | +5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -5.96% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -10.84% | -8.84% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.98% | -19.31% | -5.67% |
Max Drawdown (10Y)Largest decline over 10 years | -24.98% | -30.69% | +5.71% |
Current DrawdownCurrent decline from peak | -0.85% | -5.08% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -8.04% | +3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 1.77% | +0.42% |
Volatility
GAOSX vs. RAPZX - Volatility Comparison
JPMorgan Global Allocation Fund (GAOSX) has a higher volatility of 4.10% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.19%. This indicates that GAOSX's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAOSX | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 2.19% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 8.87% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.39% | 10.30% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.05% | 12.82% | -1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.83% | 12.77% | -1.94% |
GAOSX vs. RAPZX - Expense Ratio Comparison
GAOSX has a 0.77% expense ratio, which is lower than RAPZX's 0.80% expense ratio.
Dividends
GAOSX vs. RAPZX - Dividend Comparison
GAOSX's dividend yield for the trailing twelve months is around 9.86%, more than RAPZX's 1.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOSX JPMorgan Global Allocation Fund | 9.86% | 10.23% | 2.52% | 0.00% | 4.86% | 10.17% | 1.67% | 2.65% | 2.71% | 3.18% | 2.76% | 1.16% |
RAPZX Cohen & Steers Real Assets Fund Inc | 1.31% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
Frequently Asked Questions
GAOSX and RAPZX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GAOSX has higher volatility (4.10%) compared to RAPZX (2.19%). In terms of maximum drawdown, GAOSX dropped -24.98% vs RAPZX's -30.69%.
GAOSX currently has the higher Sharpe Ratio (1.45 vs 1.18), 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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