RFI vs. FOF
Compare and contrast key facts about Cohen & Steers Total Return Realty Fund (RFI) and Cohen & Steers Closed-End Opportunity Fund (FOF).
RFI is managed by Cohen & Steers. FOF is an actively managed fund by Cohen & Steers. It was launched on Nov 24, 2006.
Performance
RFI vs. FOF - Performance Comparison
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RFI vs. FOF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFI Cohen & Steers Total Return Realty Fund | 2.96% | 3.55% | 6.63% | 4.36% | -22.13% | 39.21% | -0.79% | 44.46% | -8.89% | 13.91% |
FOF Cohen & Steers Closed-End Opportunity Fund | -0.96% | 13.01% | 23.65% | 17.90% | -22.69% | 28.24% | 1.52% | 31.37% | -9.43% | 23.41% |
Returns By Period
In the year-to-date period, RFI achieves a 2.96% return, which is significantly higher than FOF's -0.96% return. Over the past 10 years, RFI has underperformed FOF with an annualized return of 6.50%, while FOF has yielded a comparatively higher 10.65% annualized return.
RFI
- 1D
- 2.30%
- 1M
- -6.52%
- YTD
- 2.96%
- 6M
- -3.98%
- 1Y
- 0.08%
- 3Y*
- 5.53%
- 5Y*
- 2.29%
- 10Y*
- 6.50%
FOF
- 1D
- 1.83%
- 1M
- -10.52%
- YTD
- -0.96%
- 6M
- 2.28%
- 1Y
- 15.30%
- 3Y*
- 14.99%
- 5Y*
- 8.04%
- 10Y*
- 10.65%
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RFI vs. FOF - Expense Ratio Comparison
Return for Risk
RFI vs. FOF — Risk / Return Rank
RFI
FOF
RFI vs. FOF - 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 Closed-End Opportunity Fund (FOF). 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.
| RFI | FOF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.83 | -0.82 |
Sortino ratioReturn per unit of downside risk | 0.12 | 1.27 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 0.98 | -0.89 |
Martin ratioReturn relative to average drawdown | 0.24 | 3.97 | -3.73 |
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
| RFI | FOF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.83 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.45 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.53 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.31 | +0.02 |
Correlation
The correlation between RFI and FOF is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
RFI vs. FOF - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.62%, more than FOF's 8.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RFI Cohen & Steers Total Return Realty Fund | 8.62% | 8.69% | 8.29% | 8.17% | 10.02% | 6.82% | 7.61% | 6.63% | 8.93% | 7.52% | 7.93% | 10.36% |
FOF Cohen & Steers Closed-End Opportunity Fund | 8.14% | 7.91% | 8.22% | 9.32% | 9.99% | 7.06% | 8.41% | 7.78% | 9.41% | 7.84% | 8.90% | 9.49% |
Drawdowns
RFI vs. FOF - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, which is greater than FOF's maximum drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for RFI and FOF.
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Drawdown Indicators
| RFI | FOF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -59.38% | -14.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -15.07% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -29.96% | -4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -49.74% | -0.77% |
Current DrawdownCurrent decline from peak | -7.93% | -13.52% | +5.59% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -9.37% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 3.73% | +0.39% |
Volatility
RFI vs. FOF - Volatility Comparison
The current volatility for Cohen & Steers Total Return Realty Fund (RFI) is 5.01%, while Cohen & Steers Closed-End Opportunity Fund (FOF) has a volatility of 6.09%. This indicates that RFI experiences smaller price fluctuations and is considered to be less risky than FOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFI | FOF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 6.09% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 11.03% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 18.57% | -3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 17.99% | +2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.14% | 20.25% | +4.89% |