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IRFIX vs. RNP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IRFIX vs. RNP - Performance Comparison

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

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IRFIX vs. RNP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRFIX
Cohen & Steers International Realty Fund
-4.81%23.52%-10.56%4.58%-23.84%7.66%-0.81%23.74%-3.74%23.38%
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
1.47%2.57%11.88%7.73%-19.95%32.84%3.31%43.14%-9.46%19.65%

Returns By Period

In the year-to-date period, IRFIX achieves a -4.81% return, which is significantly lower than RNP's 1.47% return. Over the past 10 years, IRFIX has underperformed RNP with an annualized return of 2.52%, while RNP has yielded a comparatively higher 8.61% annualized return.


IRFIX

1D
0.46%
1M
-14.45%
YTD
-4.81%
6M
-3.48%
1Y
14.38%
3Y*
3.81%
5Y*
-2.16%
10Y*
2.52%

RNP

1D
1.49%
1M
-8.40%
YTD
1.47%
6M
-8.58%
1Y
-3.31%
3Y*
8.75%
5Y*
4.03%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IRFIX vs. RNP — Risk / Return Rank

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

IRFIX
IRFIX Risk / Return Rank: 4242
Overall Rank
IRFIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 4242
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 3737
Martin Ratio Rank

RNP
RNP Risk / Return Rank: 3131
Overall Rank
RNP Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RNP Sortino Ratio Rank: 2727
Sortino Ratio Rank
RNP Omega Ratio Rank: 2727
Omega Ratio Rank
RNP Calmar Ratio Rank: 3636
Calmar Ratio Rank
RNP Martin Ratio Rank: 3535
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. RNP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers International Realty Fund (IRFIX) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP). 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.


IRFIXRNPDifference

Sharpe ratio

Return per unit of total volatility

0.99

-0.20

+1.19

Sortino ratio

Return per unit of downside risk

1.37

-0.16

+1.53

Omega ratio

Gain probability vs. loss probability

1.19

0.98

+0.21

Calmar ratio

Return relative to maximum drawdown

0.86

-0.21

+1.08

Martin ratio

Return relative to average drawdown

3.90

-0.48

+4.38

IRFIX vs. RNP - Sharpe Ratio Comparison

The current IRFIX Sharpe Ratio is 0.99, which is higher than the RNP Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of IRFIX and RNP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IRFIXRNPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

-0.20

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.19

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.36

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.30

-0.12

Correlation

The correlation between IRFIX and RNP is 0.47, 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

IRFIX vs. RNP - Dividend Comparison

IRFIX's dividend yield for the trailing twelve months is around 6.48%, less than RNP's 8.26% yield.


TTM20252024202320222021202020192018201720162015
IRFIX
Cohen & Steers International Realty Fund
6.48%6.17%3.24%2.62%2.62%7.70%3.40%9.81%4.19%3.37%6.46%3.36%
RNP
Cohen & Steers REIT and Preferred Income Fund, Inc.
8.26%8.22%7.81%8.10%13.26%5.20%6.52%6.25%8.36%7.00%7.75%8.03%

Drawdowns

IRFIX vs. RNP - Drawdown Comparison

The maximum IRFIX drawdown since its inception was -70.13%, smaller than the maximum RNP drawdown of -86.93%. Use the drawdown chart below to compare losses from any high point for IRFIX and RNP.


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Drawdown Indicators


IRFIXRNPDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-86.93%

+16.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-12.94%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-38.41%

-36.19%

-2.22%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-56.68%

+17.17%

Current Drawdown

Current decline from peak

-20.71%

-8.93%

-11.78%

Average Drawdown

Average peak-to-trough decline

-18.69%

-13.20%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

5.72%

-2.43%

Volatility

IRFIX vs. RNP - Volatility Comparison

Cohen & Steers International Realty Fund (IRFIX) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) have volatilities of 5.06% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRFIXRNPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

5.09%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

9.83%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.55%

16.66%

-3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

20.82%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

24.20%

-8.61%