GBFFX vs. RAPZX
Compare and contrast key facts about GMO Benchmark-Free Fund (GBFFX) and Cohen & Steers Real Assets Fund Inc (RAPZX).
GBFFX is managed by GMO. It was launched on Jun 14, 2011. RAPZX is managed by Cohen & Steers. It was launched on Jan 30, 2012.
Performance
GBFFX vs. RAPZX - Performance Comparison
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GBFFX vs. RAPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBFFX GMO Benchmark-Free Fund | 5.76% | 24.07% | 0.40% | 15.24% | -3.36% | 4.38% | -3.35% | 13.79% | -7.12% | 17.06% |
RAPZX Cohen & Steers Real Assets Fund Inc | 11.35% | 11.96% | 4.35% | 3.88% | -2.05% | 23.51% | -0.84% | 17.77% | -8.44% | 6.51% |
Returns By Period
In the year-to-date period, GBFFX achieves a 5.76% return, which is significantly lower than RAPZX's 11.35% return. Over the past 10 years, GBFFX has underperformed RAPZX with an annualized return of 6.70%, while RAPZX has yielded a comparatively higher 7.20% annualized return.
GBFFX
- 1D
- 1.05%
- 1M
- -2.94%
- YTD
- 5.76%
- 6M
- 12.11%
- 1Y
- 24.44%
- 3Y*
- 13.80%
- 5Y*
- 7.51%
- 10Y*
- 6.70%
RAPZX
- 1D
- 0.99%
- 1M
- -1.92%
- YTD
- 11.35%
- 6M
- 8.78%
- 1Y
- 17.38%
- 3Y*
- 10.63%
- 5Y*
- 8.78%
- 10Y*
- 7.20%
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GBFFX vs. RAPZX - Expense Ratio Comparison
GBFFX has a 0.35% expense ratio, which is lower than RAPZX's 0.80% expense ratio.
Return for Risk
GBFFX vs. RAPZX — Risk / Return Rank
GBFFX
RAPZX
GBFFX vs. RAPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Benchmark-Free Fund (GBFFX) 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.
| GBFFX | RAPZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.08 | 1.47 | +1.60 |
Sortino ratioReturn per unit of downside risk | 4.08 | 1.84 | +2.23 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.31 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 3.94 | 2.05 | +1.89 |
Martin ratioReturn relative to average drawdown | 15.49 | 9.52 | +5.97 |
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
| GBFFX | RAPZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.08 | 1.47 | +1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.69 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.56 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.35 | +0.30 |
Correlation
The correlation between GBFFX and RAPZX is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GBFFX vs. RAPZX - Dividend Comparison
GBFFX's dividend yield for the trailing twelve months is around 4.84%, more than RAPZX's 1.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBFFX GMO Benchmark-Free Fund | 4.84% | 5.11% | 1.81% | 5.72% | 5.48% | 4.60% | 3.32% | 4.00% | 3.92% | 2.90% | 2.72% | 6.67% |
RAPZX Cohen & Steers Real Assets Fund Inc | 1.30% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
Drawdowns
GBFFX vs. RAPZX - Drawdown Comparison
The maximum GBFFX drawdown since its inception was -26.62%, smaller than the maximum RAPZX drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for GBFFX and RAPZX.
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Drawdown Indicators
| GBFFX | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -30.69% | +4.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | -8.84% | +2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -15.91% | -19.31% | +3.40% |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | -30.69% | +4.07% |
Current DrawdownCurrent decline from peak | -3.58% | -1.92% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -4.42% | -8.16% | +3.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.91% | -0.35% |
Volatility
GBFFX vs. RAPZX - Volatility Comparison
GMO Benchmark-Free Fund (GBFFX) has a higher volatility of 3.36% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 3.05%. This indicates that GBFFX'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
| GBFFX | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 3.05% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 5.27% | 9.14% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.98% | 12.25% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.02% | 12.87% | -4.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.07% | 12.81% | -3.74% |