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IRFIX vs. RAPZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRFIX vs. RAPZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers International Realty Fund (IRFIX) and Cohen & Steers Real Assets Fund Inc (RAPZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IRFIX achieves a -2.41% return, which is significantly lower than RAPZX's 10.45% return. Over the past 10 years, IRFIX has underperformed RAPZX with an annualized return of 3.10%, while RAPZX has yielded a comparatively higher 6.62% annualized return.


IRFIX

1D
-0.34%
1M
-2.83%
YTD
-2.41%
6M
-2.30%
1Y
2.34%
3Y*
6.23%
5Y*
-3.72%
10Y*
3.10%

RAPZX

1D
0.16%
1M
-3.87%
YTD
10.45%
6M
9.85%
1Y
12.49%
3Y*
11.21%
5Y*
6.87%
10Y*
6.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRFIX vs. RAPZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRFIX
Cohen & Steers International Realty Fund
-2.41%23.52%-10.56%4.58%-23.84%7.66%-0.81%23.74%-3.74%23.38%
RAPZX
Cohen & Steers Real Assets Fund Inc
10.45%11.96%4.35%3.88%-2.05%23.51%-0.84%17.77%-8.44%6.51%

Correlation

The correlation between IRFIX and RAPZX is 0.51, 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

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.65

The correlation between IRFIX and RAPZX shifts across timeframes, from 0.51 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IRFIX vs. RAPZX — Risk / Return Rank

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

IRFIX
IRFIX Risk / Return Rank: 44
Overall Rank
IRFIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 44
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 44
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 44
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 44
Martin Ratio Rank

RAPZX
RAPZX Risk / Return Rank: 2626
Overall Rank
RAPZX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
RAPZX Sortino Ratio Rank: 1616
Sortino Ratio Rank
RAPZX Omega Ratio Rank: 2525
Omega Ratio Rank
RAPZX Calmar Ratio Rank: 3535
Calmar Ratio Rank
RAPZX Martin Ratio Rank: 3333
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.

IRFIX vs. RAPZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) 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.


IRFIXRAPZXDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.05

1.24

-0.19

Calmar ratioReturn relative to maximum drawdown

0.21

2.10

-1.89

Martin ratioReturn relative to average drawdown

0.58

6.95

-6.37

IRFIX vs. RAPZX - Sharpe Ratio Comparison

The current IRFIX Sharpe Ratio is 0.24, which is lower than the RAPZX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IRFIX and RAPZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IRFIX vs. RAPZX - Drawdown Comparison

The maximum IRFIX drawdown since its inception was -70.13%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for IRFIX and RAPZX.


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Drawdown Indicators


IRFIXRAPZXDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-30.69%

-39.44%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-5.96%

-8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-8.84%

-12.22%

Max Drawdown (5Y)

Largest decline over 5 years

-38.24%

-19.31%

-18.93%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-30.69%

-8.82%

Current Drawdown

Current decline from peak

-18.71%

-4.93%

-13.78%

Average Drawdown

Average peak-to-trough decline

-18.65%

-8.04%

-10.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.42%

1.80%

+3.62%

Volatility

IRFIX vs. RAPZX - Volatility Comparison

Cohen & Steers International Realty Fund (IRFIX) has a higher volatility of 3.50% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.22%. This indicates that IRFIX'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


IRFIXRAPZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.50%

2.22%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

8.87%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

10.32%

+2.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

12.81%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

12.77%

+2.88%

IRFIX vs. RAPZX - Expense Ratio Comparison

IRFIX has a 1.00% expense ratio, which is higher than RAPZX's 0.80% expense ratio.


Dividends

IRFIX vs. RAPZX - Dividend Comparison

IRFIX's dividend yield for the trailing twelve months is around 6.32%, more than RAPZX's 1.31% yield.


PositionTTM20252024202320222021202020192018201720162015
IRFIX
Cohen & Steers International Realty Fund
6.32%6.17%3.24%2.62%2.62%7.70%3.40%9.81%4.19%3.37%6.46%3.36%
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


IRFIX and RAPZX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IRFIX has higher volatility (3.50%) compared to RAPZX (2.22%). In terms of maximum drawdown, IRFIX dropped -70.13% vs RAPZX's -30.69%.

RAPZX currently has the higher Sharpe Ratio (1.22 vs 0.24), 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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