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PTA vs. RAPZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTA vs. RAPZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA) and Cohen & Steers Real Assets Fund Inc (RAPZX). The values are adjusted to include any dividend payments, if applicable.

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PTA vs. RAPZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
PTA
Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund
-0.92%9.04%15.82%11.58%-20.50%-0.95%4.53%
RAPZX
Cohen & Steers Real Assets Fund Inc
10.26%11.96%4.35%3.88%-2.05%23.51%12.25%

Returns By Period

In the year-to-date period, PTA achieves a -0.92% return, which is significantly lower than RAPZX's 10.26% return.


PTA

1D
3.31%
1M
-4.44%
YTD
-0.92%
6M
-4.35%
1Y
4.65%
3Y*
10.56%
5Y*
2.56%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTA vs. RAPZX - Expense Ratio Comparison


Return for Risk

PTA vs. RAPZX — Risk / Return Rank

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

PTA
PTA Risk / Return Rank: 1313
Overall Rank
PTA Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
PTA Sortino Ratio Rank: 1111
Sortino Ratio Rank
PTA Omega Ratio Rank: 1212
Omega Ratio Rank
PTA Calmar Ratio Rank: 1515
Calmar Ratio Rank
PTA Martin Ratio Rank: 1313
Martin Ratio Rank

RAPZX
RAPZX Risk / Return Rank: 7878
Overall Rank
RAPZX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RAPZX Sortino Ratio Rank: 7171
Sortino Ratio Rank
RAPZX Omega Ratio Rank: 7777
Omega Ratio Rank
RAPZX Calmar Ratio Rank: 8080
Calmar Ratio Rank
RAPZX Martin Ratio Rank: 8686
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.

PTA vs. RAPZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA) 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.


PTARAPZXDifference

Sharpe ratio

Return per unit of total volatility

0.34

1.41

-1.07

Sortino ratio

Return per unit of downside risk

0.55

1.77

-1.22

Omega ratio

Gain probability vs. loss probability

1.08

1.30

-0.21

Calmar ratio

Return relative to maximum drawdown

0.46

1.94

-1.48

Martin ratio

Return relative to average drawdown

1.23

8.99

-7.76

PTA vs. RAPZX - Sharpe Ratio Comparison

The current PTA Sharpe Ratio is 0.34, which is lower than the RAPZX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of PTA and RAPZX, 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


PTARAPZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

1.41

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.68

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.34

-0.15

Correlation

The correlation between PTA and RAPZX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PTA vs. RAPZX - Dividend Comparison

PTA's dividend yield for the trailing twelve months is around 8.58%, more than RAPZX's 1.31% yield.


TTM20252024202320222021202020192018201720162015
PTA
Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund
8.58%8.33%8.37%8.93%8.83%7.10%0.50%0.00%0.00%0.00%0.00%0.00%
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

PTA vs. RAPZX - Drawdown Comparison

The maximum PTA drawdown since its inception was -28.71%, smaller than the maximum RAPZX drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for PTA and RAPZX.


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Drawdown Indicators


PTARAPZXDifference

Max Drawdown

Largest peak-to-trough decline

-28.71%

-30.69%

+1.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-8.84%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-19.31%

-9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-30.69%

Current Drawdown

Current decline from peak

-6.50%

-2.88%

-3.62%

Average Drawdown

Average peak-to-trough decline

-9.22%

-8.16%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

1.90%

+1.89%

Volatility

PTA vs. RAPZX - Volatility Comparison

Cohen & Steers Tax-Advantaged Preferred Securities and Income Fund (PTA) has a higher volatility of 5.99% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.90%. This indicates that PTA'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


PTARAPZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

2.90%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

9.10%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

12.24%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.52%

12.86%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

12.81%

+1.33%