RFI vs. CREEX
RFI (Cohen & Steers Total Return Realty Fund) and CREEX (Columbia Real Estate Equity Fund) are both REIT funds. Over the past 10 years, RFI returned 6.34%/yr vs 5.89%/yr for CREEX. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
RFI vs. CREEX - Performance Comparison
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Returns By Period
In the year-to-date period, RFI achieves a 5.62% return, which is significantly lower than CREEX's 13.56% return. Over the past 10 years, RFI has outperformed CREEX with an annualized return of 6.34%, while CREEX has yielded a comparatively lower 5.89% annualized return.
RFI
- 1D
- 0.99%
- 1M
- 0.00%
- YTD
- 5.62%
- 6M
- 7.27%
- 1Y
- 1.41%
- 3Y*
- 9.11%
- 5Y*
- 1.27%
- 10Y*
- 6.34%
CREEX
- 1D
- -0.57%
- 1M
- -1.31%
- YTD
- 13.56%
- 6M
- 13.93%
- 1Y
- 12.89%
- 3Y*
- 11.49%
- 5Y*
- 4.68%
- 10Y*
- 5.89%
RFI vs. CREEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFI Cohen & Steers Total Return Realty Fund | 5.62% | 3.55% | 6.63% | 4.36% | -22.13% | 39.21% | -0.79% | 44.46% | -8.89% | 13.91% |
CREEX Columbia Real Estate Equity Fund | 13.56% | 0.19% | 7.40% | 16.20% | -25.10% | 41.91% | -3.54% | 28.40% | -7.21% | 4.56% |
Correlation
The correlation between RFI and CREEX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 1994 | 0.52 |
Over the past year, RFI and CREEX have become more correlated (0.76) than their long-term average of 0.52, meaning their price movements have been converging.
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Return for Risk
RFI vs. CREEX — Risk / Return Rank
RFI
CREEX
RFI vs. CREEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Total Return Realty Fund (RFI) and Columbia Real Estate Equity Fund (CREEX). 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.
| RFI | CREEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 1.81 | -1.66 |
| Martin ratioReturn relative to average drawdown | 0.34 | 5.38 | -5.04 |
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Drawdowns
RFI vs. CREEX - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, roughly equal to the maximum CREEX drawdown of -70.78%. Use the drawdown chart below to compare losses from any high point for RFI and CREEX.
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Drawdown Indicators
| RFI | CREEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -70.78% | -2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -7.94% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -19.89% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -31.25% | -3.13% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -41.42% | -9.09% |
Current DrawdownCurrent decline from peak | -5.55% | -2.85% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -12.10% | -10.70% | -1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 2.66% | +1.53% |
Volatility
RFI vs. CREEX - Volatility Comparison
The current volatility for Cohen & Steers Total Return Realty Fund (RFI) is 3.88%, while Columbia Real Estate Equity Fund (CREEX) has a volatility of 4.82%. This indicates that RFI experiences smaller price fluctuations and is considered to be less risky than CREEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFI | CREEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 4.82% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 10.07% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 14.19% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.25% | 19.06% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.17% | 20.70% | +4.47% |
Dividends
RFI vs. CREEX - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.58%, more than CREEX's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CREEX Columbia Real Estate Equity Fund | 3.83% | 6.26% | 10.13% | 32.32% | 5.92% | 6.41% | 7.50% | 12.02% | 8.22% | 14.73% | 4.23% | 8.59% |
RFI Cohen & Steers Total Return Realty Fund | 8.58% | 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
RFI and CREEX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CREEX has higher volatility (4.82%) compared to RFI (3.88%). In terms of maximum drawdown, RFI dropped -73.67% vs CREEX's -70.78%.
CREEX currently has the higher Sharpe Ratio (1.01 vs 0.12), 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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