IGR vs. RFI
IGR (CBRE Global Real Estate Income Fund) and RFI (Cohen & Steers Total Return Realty Fund) are both REIT funds. Over the past 10 years, IGR returned 5.57%/yr vs 6.34%/yr for RFI. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
IGR vs. RFI - Performance Comparison
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Returns By Period
In the year-to-date period, IGR achieves a 10.92% return, which is significantly higher than RFI's 5.62% return. Over the past 10 years, IGR has underperformed RFI with an annualized return of 5.57%, while RFI has yielded a comparatively higher 6.34% annualized return.
IGR
- 1D
- 1.12%
- 1M
- -2.76%
- YTD
- 10.92%
- 6M
- 15.12%
- 1Y
- 0.66%
- 3Y*
- 10.99%
- 5Y*
- 0.19%
- 10Y*
- 5.57%
RFI
- 1D
- 0.99%
- 1M
- 0.00%
- YTD
- 5.62%
- 6M
- 7.27%
- 1Y
- 1.41%
- 3Y*
- 9.11%
- 5Y*
- 1.27%
- 10Y*
- 6.34%
IGR vs. RFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGR CBRE Global Real Estate Income Fund | 10.92% | 5.24% | 1.19% | 15.91% | -35.51% | 52.83% | -5.27% | 41.04% | -15.51% | 17.32% |
RFI Cohen & Steers Total Return Realty Fund | 5.62% | 3.55% | 6.63% | 4.36% | -22.13% | 39.21% | -0.79% | 44.46% | -8.89% | 13.91% |
Correlation
The correlation between IGR and RFI is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2004 | 0.57 |
The correlation between IGR and RFI shifts across timeframes, from 0.57 (all time) to 0.69 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IGR vs. RFI — Risk / Return Rank
IGR
RFI
IGR vs. RFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CBRE Global Real Estate Income Fund (IGR) and Cohen & Steers Total Return Realty Fund (RFI). 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.
| IGR | RFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.03 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 0.15 | -0.11 |
| Martin ratioReturn relative to average drawdown | 0.10 | 0.34 | -0.24 |
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Drawdowns
IGR vs. RFI - Drawdown Comparison
The maximum IGR drawdown since its inception was -87.17%, which is greater than RFI's maximum drawdown of -73.67%. Use the drawdown chart below to compare losses from any high point for IGR and RFI.
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Drawdown Indicators
| IGR | RFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.17% | -73.67% | -13.50% |
Max Drawdown (1Y)Largest decline over 1 year | -16.14% | -9.69% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -29.54% | -16.93% | -12.61% |
Max Drawdown (5Y)Largest decline over 5 years | -47.61% | -34.38% | -13.23% |
Max Drawdown (10Y)Largest decline over 10 years | -54.29% | -50.51% | -3.78% |
Current DrawdownCurrent decline from peak | -11.71% | -5.55% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -24.46% | -12.10% | -12.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.59% | 4.19% | +2.40% |
Volatility
IGR vs. RFI - Volatility Comparison
CBRE Global Real Estate Income Fund (IGR) has a higher volatility of 4.88% compared to Cohen & Steers Total Return Realty Fund (RFI) at 3.88%. This indicates that IGR's price experiences larger fluctuations and is considered to be riskier than RFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGR | RFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 3.88% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 10.01% | +4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.73% | 12.16% | +6.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.77% | 20.25% | +4.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 25.17% | -0.69% |
Dividends
IGR vs. RFI - Dividend Comparison
IGR's dividend yield for the trailing twelve months is around 16.00%, more than RFI's 8.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGR CBRE Global Real Estate Income Fund | 16.00% | 16.44% | 14.97% | 15.38% | 12.22% | 6.13% | 8.72% | 7.48% | 9.74% | 7.58% | 8.84% | 7.46% |
RFI Cohen & Steers Total Return Realty Fund | 8.58% | 8.69% | 8.29% | 8.17% | 10.02% | 6.82% | 7.61% | 6.63% | 8.93% | 7.52% | 7.93% | 10.36% |
Frequently Asked Questions
IGR and RFI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGR has higher volatility (4.88%) compared to RFI (3.88%). In terms of maximum drawdown, IGR dropped -87.17% vs RFI's -73.67%.
RFI currently has the higher Sharpe Ratio (0.12 vs 0.04), 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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