NPCT vs. RFI
NPCT (Nuveen Core Plus Impact Fund) and RFI (Cohen & Steers Total Return Realty Fund) are both mutual funds - NPCT is a Intermediate Core-Plus Bond fund actively managed by Nuveen, while RFI is a REIT fund managed by Cohen & Steers. Over the past 5 years, NPCT returned -3.47%/yr vs 1.58%/yr for RFI. At a 0.38 correlation, their price movements are largely independent.
Performance
NPCT vs. RFI - Performance Comparison
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Returns By Period
In the year-to-date period, NPCT achieves a 2.61% return, which is significantly lower than RFI's 8.93% return.
NPCT
- 1D
- 0.10%
- 1M
- 0.19%
- 6M
- 1.62%
- YTD
- 2.61%
- 1Y
- -1.24%
- 3Y*
- 11.48%
- 5Y*
- -3.47%
- 10Y*
- —
- ALL TIME*
- -3.15%
RFI
- 1D
- -0.17%
- 1M
- 4.91%
- 6M
- 6.03%
- YTD
- 8.93%
- 1Y
- 4.24%
- 3Y*
- 7.53%
- 5Y*
- 1.58%
- 10Y*
- 6.07%
- ALL TIME*
- 8.92%
NPCT vs. RFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 2.61% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
RFI Cohen & Steers Total Return Realty Fund | 8.93% | 3.55% | 6.63% | 4.36% | -22.13% | 15.16% |
Correlation
The correlation between NPCT and RFI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.38 |
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Return for Risk
NPCT vs. RFI — Risk / Return Rank
NPCT
RFI
NPCT vs. RFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Core Plus Impact Fund (NPCT) 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.
| NPCT | RFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.07 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.44 | -0.62 |
| Martin ratioReturn relative to average drawdown | -0.41 | 1.01 | -1.42 |
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Drawdowns
NPCT vs. RFI - Drawdown Comparison
The maximum NPCT drawdown since its inception was -46.77%, smaller than the maximum RFI drawdown of -73.67%. Use the drawdown chart below to compare losses from any high point for NPCT and RFI.
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Drawdown Indicators
| NPCT | RFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.77% | -73.67% | +26.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -9.69% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -12.42% | -16.93% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -46.50% | -34.38% | -12.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.51% | — |
Current DrawdownCurrent decline from peak | -16.70% | -2.59% | -14.11% |
Average DrawdownAverage peak-to-trough decline | -25.00% | -12.08% | -12.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.23% | -1.18% |
Volatility
NPCT vs. RFI - Volatility Comparison
The current volatility for Nuveen Core Plus Impact Fund (NPCT) is 2.40%, while Cohen & Steers Total Return Realty Fund (RFI) has a volatility of 3.51%. This indicates that NPCT experiences smaller price fluctuations and is considered to be less risky 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
| NPCT | RFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 3.51% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.50% | 10.26% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.32% | 12.18% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 20.17% | -7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.98% | 25.15% | -12.17% |
Dividends
NPCT vs. RFI - Dividend Comparison
NPCT's dividend yield for the trailing twelve months is around 12.30%, more than RFI's 8.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NPCT Nuveen Core Plus Impact Fund | 12.30% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RFI Cohen & Steers Total Return Realty Fund | 8.38% | 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
NPCT and RFI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RFI has higher volatility (3.51%) compared to NPCT (2.40%). In terms of maximum drawdown, NPCT dropped -46.77% vs RFI's -73.67%.
RFI currently has the higher Sharpe Ratio (0.35 vs -0.13), 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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