RFI vs. KSLV

Last updated Apr 1, 2026

Compare and contrast key facts about Cohen & Steers Total Return Realty Fund (RFI) and Kurv Silver Enhanced Income ETF (KSLV).

RFI is managed by Cohen & Steers. KSLV is an actively managed fund by Kurv. It was launched on Sep 29, 2025.

Performance

RFI vs. KSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Total Return Realty Fund (RFI) and Kurv Silver Enhanced Income ETF (KSLV). The values are adjusted to include any dividend payments, if applicable.

RFI vs. KSLV - Yearly Performance Comparison

	2026 (YTD)	2025
RFI Cohen & Steers Total Return Realty Fund	2.96%	-6.75%
KSLV Kurv Silver Enhanced Income ETF	5.32%	48.94%

Returns By Period

In the year-to-date period, RFI achieves a 2.96% return, which is significantly lower than KSLV's 5.32% 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%

KSLV

• 1D: 7.16%
• 1M: -21.47%
• YTD: 5.32%
• 6M: 56.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RFI vs. KSLV - Expense Ratio Comparison

KSLV

Kurv Silver Enhanced Income ETF

Return for Risk

RFI vs. KSLV — Risk / Return Rank

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

RFI

RFI Risk / Return Rank: 6
RFI Sharpe Ratio Rank: 5
RFI Sortino Ratio Rank: 5
RFI Omega Ratio Rank: 5
RFI Calmar Ratio Rank: 8
RFI Martin Ratio Rank: 7

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. KSLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Total Return Realty Fund (RFI) and Kurv Silver Enhanced Income ETF (KSLV). 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	KSLV	Difference
Sharpe ratio Return per unit of total volatility	0.01	—	—
Sortino ratio Return per unit of downside risk	0.12	—	—
Omega ratio Gain probability vs. loss probability	1.02	—	—
Calmar ratio Return relative to maximum drawdown	0.09	—	—
Martin ratio Return relative to average drawdown	0.24	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	RFI	KSLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	1.87	-1.54

Correlation

The correlation between RFI and KSLV is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

RFI vs. KSLV - Dividend Comparison

RFI's dividend yield for the trailing twelve months is around 8.62%, less than KSLV's 10.90% 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%
KSLV Kurv Silver Enhanced Income ETF	10.90%	4.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

RFI vs. KSLV - Drawdown Comparison

The maximum RFI drawdown since its inception was -73.67%, which is greater than KSLV's maximum drawdown of -44.77%. Use the drawdown chart below to compare losses from any high point for RFI and KSLV.

Drawdown Indicators

	RFI	KSLV	Difference
Max Drawdown Largest peak-to-trough decline	-73.67%	-44.77%	-28.90%
Max Drawdown (1Y) Largest decline over 1 year	-11.28%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.38%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-50.51%	—	—
Current Drawdown Current decline from peak	-7.93%	-37.58%	+29.65%
Average Drawdown Average peak-to-trough decline	-12.15%	-13.41%	+1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	—	—

Volatility

Volatility by Period

	RFI	KSLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	79.21%	-63.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.43%	79.21%	-58.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.14%	79.21%	-54.07%