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RFI vs. LPXZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFI vs. LPXZX - 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 Low Duration Preferred and Income Fund (LPXZX). The values are adjusted to include any dividend payments, if applicable.

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RFI vs. LPXZX - 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%
LPXZX
Cohen & Steers Low Duration Preferred and Income Fund
-0.77%6.89%8.75%6.91%-5.78%2.08%4.27%11.38%-1.44%5.82%

Returns By Period

In the year-to-date period, RFI achieves a 2.96% return, which is significantly higher than LPXZX's -0.77% return. Over the past 10 years, RFI has outperformed LPXZX with an annualized return of 6.50%, while LPXZX has yielded a comparatively lower 4.14% 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%

LPXZX

1D
0.00%
1M
-1.88%
YTD
-0.77%
6M
-0.06%
1Y
4.51%
3Y*
7.62%
5Y*
3.40%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFI vs. LPXZX - Expense Ratio Comparison


Return for Risk

RFI vs. LPXZX — 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

LPXZX
LPXZX Risk / Return Rank: 9090
Overall Rank
LPXZX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LPXZX Sortino Ratio Rank: 9090
Sortino Ratio Rank
LPXZX Omega Ratio Rank: 9595
Omega Ratio Rank
LPXZX Calmar Ratio Rank: 8585
Calmar Ratio Rank
LPXZX Martin Ratio Rank: 8686
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. LPXZX - 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 Low Duration Preferred and Income Fund (LPXZX). 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.


RFILPXZXDifference

Sharpe ratio

Return per unit of total volatility

0.01

2.05

-2.04

Sortino ratio

Return per unit of downside risk

0.12

2.58

-2.46

Omega ratio

Gain probability vs. loss probability

1.02

1.52

-0.51

Calmar ratio

Return relative to maximum drawdown

0.09

2.11

-2.02

Martin ratio

Return relative to average drawdown

0.24

8.95

-8.70

RFI vs. LPXZX - Sharpe Ratio Comparison

The current RFI Sharpe Ratio is 0.01, which is lower than the LPXZX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of RFI and LPXZX, 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


RFILPXZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

2.05

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

1.28

-1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

1.10

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.05

-0.72

Correlation

The correlation between RFI and LPXZX is 0.28, 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. LPXZX - Dividend Comparison

RFI's dividend yield for the trailing twelve months is around 8.62%, more than LPXZX's 4.59% 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%
LPXZX
Cohen & Steers Low Duration Preferred and Income Fund
4.59%4.84%5.10%4.92%4.45%4.21%4.36%4.51%4.71%3.78%4.10%0.00%

Drawdowns

RFI vs. LPXZX - Drawdown Comparison

The maximum RFI drawdown since its inception was -73.67%, which is greater than LPXZX's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for RFI and LPXZX.


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Drawdown Indicators


RFILPXZXDifference

Max Drawdown

Largest peak-to-trough decline

-73.67%

-18.13%

-55.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-2.14%

-9.14%

Max Drawdown (5Y)

Largest decline over 5 years

-34.38%

-9.69%

-24.69%

Max Drawdown (10Y)

Largest decline over 10 years

-50.51%

-18.13%

-32.38%

Current Drawdown

Current decline from peak

-7.93%

-2.14%

-5.79%

Average Drawdown

Average peak-to-trough decline

-12.15%

-1.50%

-10.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

0.50%

+3.62%

Volatility

RFI vs. LPXZX - Volatility Comparison

Cohen & Steers Total Return Realty Fund (RFI) has a higher volatility of 5.01% compared to Cohen & Steers Low Duration Preferred and Income Fund (LPXZX) at 0.87%. This indicates that RFI's price experiences larger fluctuations and is considered to be riskier than LPXZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFILPXZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

0.87%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

1.40%

+7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.57%

2.23%

+13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

2.68%

+17.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.14%

3.77%

+21.37%