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RFI vs. JRI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFI vs. JRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Total Return Realty Fund (RFI) and Nuveen Real Asset Income and Growth Fund (JRI). The values are adjusted to include any dividend payments, if applicable.

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RFI vs. JRI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JRI
Nuveen Real Asset Income and Growth Fund
-6.22%26.76%16.27%10.08%-20.87%29.19%-19.47%45.67%-17.12%21.71%

Returns By Period

In the year-to-date period, RFI achieves a 2.96% return, which is significantly higher than JRI's -6.22% return. Over the past 10 years, RFI has underperformed JRI with an annualized return of 6.50%, while JRI has yielded a comparatively higher 7.19% 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%

JRI

1D
3.19%
1M
-6.51%
YTD
-6.22%
6M
-7.79%
1Y
7.96%
3Y*
14.01%
5Y*
6.36%
10Y*
7.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RFI vs. JRI — Risk / Return Rank

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

RFI
RFI Risk / Return Rank: 66
Overall Rank
RFI Sharpe Ratio Rank: 55
Sharpe Ratio Rank
RFI Sortino Ratio Rank: 55
Sortino Ratio Rank
RFI Omega Ratio Rank: 55
Omega Ratio Rank
RFI Calmar Ratio Rank: 88
Calmar Ratio Rank
RFI Martin Ratio Rank: 77
Martin Ratio Rank

JRI
JRI Risk / Return Rank: 5555
Overall Rank
JRI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JRI Sortino Ratio Rank: 4848
Sortino Ratio Rank
JRI Omega Ratio Rank: 5151
Omega Ratio Rank
JRI Calmar Ratio Rank: 5656
Calmar Ratio Rank
JRI Martin Ratio Rank: 6363
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. JRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Total Return Realty Fund (RFI) and Nuveen Real Asset Income and Growth Fund (JRI). 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.


RFIJRIDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.46

-0.45

Sortino ratio

Return per unit of downside risk

0.12

0.69

-0.57

Omega ratio

Gain probability vs. loss probability

1.02

1.11

-0.10

Calmar ratio

Return relative to maximum drawdown

0.09

0.63

-0.54

Martin ratio

Return relative to average drawdown

0.24

2.31

-2.06

RFI vs. JRI - Sharpe Ratio Comparison

The current RFI Sharpe Ratio is 0.01, which is lower than the JRI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of RFI and JRI, 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


RFIJRIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.46

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.37

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.34

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.35

-0.02

Correlation

The correlation between RFI and JRI is 0.46, 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. JRI - Dividend Comparison

RFI's dividend yield for the trailing twelve months is around 8.62%, less than JRI's 12.95% yield.


TTM20252024202320222021202020192018201720162015
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%
JRI
Nuveen Real Asset Income and Growth Fund
12.95%11.77%11.83%9.18%9.90%7.18%9.06%7.05%9.33%7.21%8.57%10.33%

Drawdowns

RFI vs. JRI - Drawdown Comparison

The maximum RFI drawdown since its inception was -73.67%, which is greater than JRI's maximum drawdown of -60.74%. Use the drawdown chart below to compare losses from any high point for RFI and JRI.


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Drawdown Indicators


RFIJRIDifference

Max Drawdown

Largest peak-to-trough decline

-73.67%

-60.74%

-12.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-13.65%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-34.38%

-29.40%

-4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-50.51%

-60.74%

+10.23%

Current Drawdown

Current decline from peak

-7.93%

-8.30%

+0.37%

Average Drawdown

Average peak-to-trough decline

-12.15%

-9.13%

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

3.71%

+0.41%

Volatility

RFI vs. JRI - Volatility Comparison

The current volatility for Cohen & Steers Total Return Realty Fund (RFI) is 5.01%, while Nuveen Real Asset Income and Growth Fund (JRI) has a volatility of 7.06%. This indicates that RFI experiences smaller price fluctuations and is considered to be less risky than JRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFIJRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

7.06%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

11.49%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

17.40%

-1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

17.33%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.14%

21.19%

+3.95%