RAPZX vs. GMWAX
Compare and contrast key facts about Cohen & Steers Real Assets Fund Inc (RAPZX) and GMO Global Asset Allocation Fund (GMWAX).
RAPZX is managed by Cohen & Steers. It was launched on Jan 30, 2012. GMWAX is managed by GMO. It was launched on Oct 21, 1996.
Performance
RAPZX vs. GMWAX - Performance Comparison
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RAPZX vs. GMWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GMWAX GMO Global Asset Allocation Fund | 1.62% | 23.40% | 0.23% | 16.17% | -12.71% | 7.03% | 6.15% | 17.70% | -7.21% | 15.73% |
Returns By Period
In the year-to-date period, RAPZX achieves a 10.26% return, which is significantly higher than GMWAX's 1.62% return. Over the past 10 years, RAPZX has outperformed GMWAX with an annualized return of 7.09%, while GMWAX has yielded a comparatively lower 6.66% annualized return.
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%
GMWAX
- 1D
- 0.10%
- 1M
- -6.59%
- YTD
- 1.62%
- 6M
- 7.26%
- 1Y
- 21.34%
- 3Y*
- 11.75%
- 5Y*
- 5.45%
- 10Y*
- 6.66%
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RAPZX vs. GMWAX - Expense Ratio Comparison
RAPZX has a 0.80% expense ratio, which is higher than GMWAX's 0.00% expense ratio.
Return for Risk
RAPZX vs. GMWAX — Risk / Return Rank
RAPZX
GMWAX
RAPZX vs. GMWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Assets Fund Inc (RAPZX) and GMO Global Asset Allocation Fund (GMWAX). 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.
| RAPZX | GMWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 2.05 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.77 | 2.77 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 2.54 | -0.60 |
Martin ratioReturn relative to average drawdown | 8.99 | 10.61 | -1.62 |
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
| RAPZX | GMWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 2.05 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.55 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.65 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.29 | +0.05 |
Correlation
The correlation between RAPZX and GMWAX is 0.73, 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
RAPZX vs. GMWAX - Dividend Comparison
RAPZX's dividend yield for the trailing twelve months is around 1.31%, less than GMWAX's 4.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GMWAX GMO Global Asset Allocation Fund | 4.80% | 4.88% | 0.14% | 5.47% | 3.78% | 6.16% | 4.00% | 4.00% | 3.77% | 2.50% | 2.25% | 3.13% |
Drawdowns
RAPZX vs. GMWAX - Drawdown Comparison
The maximum RAPZX drawdown since its inception was -30.69%, smaller than the maximum GMWAX drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for RAPZX and GMWAX.
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Drawdown Indicators
| RAPZX | GMWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.69% | -41.69% | +11.00% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -8.00% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -19.31% | -22.47% | +3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -30.69% | -25.12% | -5.57% |
Current DrawdownCurrent decline from peak | -2.88% | -6.65% | +3.77% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -11.29% | +3.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.91% | -0.01% |
Volatility
RAPZX vs. GMWAX - Volatility Comparison
The current volatility for Cohen & Steers Real Assets Fund Inc (RAPZX) is 2.90%, while GMO Global Asset Allocation Fund (GMWAX) has a volatility of 3.79%. This indicates that RAPZX experiences smaller price fluctuations and is considered to be less risky than GMWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RAPZX | GMWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.79% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 6.51% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.24% | 10.42% | +1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.86% | 9.93% | +2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.81% | 10.28% | +2.53% |