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RFI vs. CSUIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFI vs. CSUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Total Return Realty Fund (RFI) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RFI achieves a 6.47% return, which is significantly lower than CSUIX's 10.01% return. Over the past 10 years, RFI has underperformed CSUIX with an annualized return of 6.73%, while CSUIX has yielded a comparatively higher 7.74% annualized return.


RFI

1D
-0.53%
1M
-1.98%
YTD
6.47%
6M
7.44%
1Y
1.85%
3Y*
8.14%
5Y*
0.42%
10Y*
6.73%

CSUIX

1D
0.49%
1M
-1.11%
YTD
10.01%
6M
10.42%
1Y
17.44%
3Y*
12.00%
5Y*
6.82%
10Y*
7.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFI vs. CSUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFI
Cohen & Steers Total Return Realty Fund
6.47%3.55%6.63%4.36%-22.13%39.21%-0.79%44.46%-8.89%13.91%
CSUIX
Cohen & Steers Global Infrastructure Fund, Inc.
10.01%14.69%8.74%2.46%-4.89%16.60%-1.29%24.72%-5.52%18.15%

Correlation

The correlation between RFI and CSUIX is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since May 3, 2004

0.49

The correlation between RFI and CSUIX shifts across timeframes, from 0.49 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

RFI vs. CSUIX — Risk / Return Rank

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

RFI
RFI Risk / Return Rank: 44
Overall Rank
RFI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
RFI Sortino Ratio Rank: 44
Sortino Ratio Rank
RFI Omega Ratio Rank: 44
Omega Ratio Rank
RFI Calmar Ratio Rank: 55
Calmar Ratio Rank
RFI Martin Ratio Rank: 44
Martin Ratio Rank

CSUIX
CSUIX Risk / Return Rank: 5959
Overall Rank
CSUIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CSUIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
CSUIX Omega Ratio Rank: 5050
Omega Ratio Rank
CSUIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
CSUIX Martin Ratio Rank: 5757
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.

RFI vs. CSUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Total Return Realty Fund (RFI) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX). 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.


RFICSUIXDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.37

Omega ratioGain probability vs. loss probability

1.04

1.33

-0.29

Calmar ratioReturn relative to maximum drawdown

0.19

3.04

-2.85

Martin ratioReturn relative to average drawdown

0.45

9.92

-9.47

RFI vs. CSUIX - Sharpe Ratio Comparison

The current RFI Sharpe Ratio is 0.15, which is lower than the CSUIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of RFI and CSUIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RFI vs. CSUIX - Drawdown Comparison

The maximum RFI drawdown since its inception was -73.67%, which is greater than CSUIX's maximum drawdown of -52.01%. Use the drawdown chart below to compare losses from any high point for RFI and CSUIX.


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Drawdown Indicators


RFICSUIXDifference

Max Drawdown

Largest peak-to-trough decline

-73.67%

-52.01%

-21.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-5.96%

-3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.93%

-14.89%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.38%

-20.01%

-14.37%

Max Drawdown (10Y)

Largest decline over 10 years

-50.51%

-35.01%

-15.50%

Current Drawdown

Current decline from peak

-4.79%

-2.98%

-1.81%

Average Drawdown

Average peak-to-trough decline

-12.11%

-8.16%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

1.82%

+2.29%

Volatility

RFI vs. CSUIX - Volatility Comparison

Cohen & Steers Total Return Realty Fund (RFI) has a higher volatility of 4.54% compared to Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) at 3.42%. This indicates that RFI's price experiences larger fluctuations and is considered to be riskier than CSUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFICSUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

3.42%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

7.83%

+2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

9.78%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

12.98%

+7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

14.90%

+10.26%

Dividends

RFI vs. CSUIX - Dividend Comparison

RFI's dividend yield for the trailing twelve months is around 8.51%, more than CSUIX's 7.65% yield.


PositionTTM20252024202320222021202020192018201720162015
CSUIX
Cohen & Steers Global Infrastructure Fund, Inc.
7.65%8.41%2.58%2.53%3.91%3.25%1.64%1.83%2.45%5.12%2.35%6.52%
RFI
Cohen & Steers Total Return Realty Fund
8.51%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 CSUIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RFI has higher volatility (4.54%) compared to CSUIX (3.42%). In terms of maximum drawdown, RFI dropped -73.67% vs CSUIX's -52.01%.

CSUIX currently has the higher Sharpe Ratio (1.86 vs 0.15), 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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