PAFGX vs. RAPZX
Compare and contrast key facts about T. Rowe Price Global Allocation Fund (PAFGX) and Cohen & Steers Real Assets Fund Inc (RAPZX).
PAFGX is managed by T. Rowe Price. It was launched on May 27, 2013. RAPZX is managed by Cohen & Steers. It was launched on Jan 30, 2012.
Performance
PAFGX vs. RAPZX - Performance Comparison
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PAFGX vs. RAPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PAFGX T. Rowe Price Global Allocation Fund | -2.27% | 14.75% | 9.43% | 13.48% | -14.80% | 8.83% | 14.45% | 19.91% | -7.15% | 15.77% |
RAPZX Cohen & Steers Real Assets Fund Inc | 10.26% | 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, PAFGX achieves a -2.27% return, which is significantly lower than RAPZX's 10.26% return. Both investments have delivered pretty close results over the past 10 years, with PAFGX having a 7.15% annualized return and RAPZX not far behind at 7.09%.
PAFGX
- 1D
- -0.13%
- 1M
- -6.62%
- YTD
- -2.27%
- 6M
- 0.15%
- 1Y
- 10.80%
- 3Y*
- 10.17%
- 5Y*
- 4.58%
- 10Y*
- 7.15%
RAPZX
- 1D
- 0.25%
- 1M
- -2.41%
- YTD
- 10.26%
- 6M
- 7.91%
- 1Y
- 16.67%
- 3Y*
- 10.27%
- 5Y*
- 8.74%
- 10Y*
- 7.09%
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PAFGX vs. RAPZX - Expense Ratio Comparison
PAFGX has a 1.02% expense ratio, which is higher than RAPZX's 0.80% expense ratio.
Return for Risk
PAFGX vs. RAPZX — Risk / Return Rank
PAFGX
RAPZX
PAFGX vs. RAPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Allocation Fund (PAFGX) 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.
| PAFGX | RAPZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.41 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.77 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.94 | -0.65 |
Martin ratioReturn relative to average drawdown | 5.61 | 8.99 | -3.39 |
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
| PAFGX | RAPZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.41 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.68 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.56 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.34 | +0.33 |
Correlation
The correlation between PAFGX and RAPZX is 0.71, 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
PAFGX vs. RAPZX - Dividend Comparison
PAFGX's dividend yield for the trailing twelve months is around 6.90%, more than RAPZX's 1.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PAFGX T. Rowe Price Global Allocation Fund | 6.90% | 6.75% | 5.00% | 2.32% | 2.74% | 7.14% | 0.79% | 2.92% | 2.26% | 0.75% | 0.36% | 1.62% |
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% |
Drawdowns
PAFGX vs. RAPZX - Drawdown Comparison
The maximum PAFGX drawdown since its inception was -24.45%, smaller than the maximum RAPZX drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for PAFGX and RAPZX.
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Drawdown Indicators
| PAFGX | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.45% | -30.69% | +6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -8.84% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -22.00% | -19.31% | -2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -24.45% | -30.69% | +6.24% |
Current DrawdownCurrent decline from peak | -6.79% | -2.88% | -3.91% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -8.16% | +4.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.90% | -0.13% |
Volatility
PAFGX vs. RAPZX - Volatility Comparison
T. Rowe Price Global Allocation Fund (PAFGX) has a higher volatility of 3.37% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.90%. This indicates that PAFGX'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
| PAFGX | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 2.90% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.81% | 9.10% | -3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.83% | 12.24% | -2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.39% | 12.86% | -3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.19% | 12.81% | -2.62% |