RFI vs. MLOZX
Compare and contrast key facts about Cohen & Steers Total Return Realty Fund (RFI) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX).
RFI is managed by Cohen & Steers. MLOZX is managed by Cohen & Steers. It was launched on Dec 19, 2013.
Performance
RFI vs. MLOZX - Performance Comparison
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RFI vs. MLOZX - 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% |
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc. | 27.86% | 17.35% | 12.16% | 10.49% | 21.10% | 39.09% | -26.70% | 12.62% | -13.43% | 0.33% |
Returns By Period
In the year-to-date period, RFI achieves a 2.96% return, which is significantly lower than MLOZX's 27.86% return. Over the past 10 years, RFI has underperformed MLOZX with an annualized return of 6.50%, while MLOZX has yielded a comparatively higher 11.89% 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%
MLOZX
- 1D
- -0.56%
- 1M
- 7.55%
- YTD
- 27.86%
- 6M
- 33.46%
- 1Y
- 50.75%
- 3Y*
- 22.70%
- 5Y*
- 21.24%
- 10Y*
- 11.89%
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RFI vs. MLOZX - Expense Ratio Comparison
Return for Risk
RFI vs. MLOZX — Risk / Return Rank
RFI
MLOZX
RFI vs. MLOZX - 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 MLP & Energy Opportunity Fund, Inc. (MLOZX). 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 | MLOZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 2.59 | -2.59 |
Sortino ratioReturn per unit of downside risk | 0.12 | 3.10 | -2.99 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.51 | -0.50 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 3.05 | -2.96 |
Martin ratioReturn relative to average drawdown | 0.24 | 13.54 | -13.30 |
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 | MLOZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 2.59 | -2.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 1.17 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.49 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.27 | +0.06 |
Correlation
The correlation between RFI and MLOZX is 0.33, 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. MLOZX - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.62%, more than MLOZX's 1.09% 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% |
MLOZX Cohen & Steers MLP & Energy Opportunity Fund, Inc. | 1.09% | 1.71% | 10.24% | 4.61% | 3.66% | 3.08% | 6.57% | 6.21% | 4.44% | 3.86% | 3.72% | 6.05% |
Drawdowns
RFI vs. MLOZX - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, roughly equal to the maximum MLOZX drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for RFI and MLOZX.
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Drawdown Indicators
| RFI | MLOZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -72.01% | -1.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -16.08% | +4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -20.84% | -13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -64.94% | +14.43% |
Current DrawdownCurrent decline from peak | -7.93% | -0.56% | -7.37% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -20.92% | +8.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 3.62% | +0.50% |
Volatility
RFI vs. MLOZX - Volatility Comparison
Cohen & Steers Total Return Realty Fund (RFI) has a higher volatility of 5.01% compared to Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) at 4.54%. This indicates that RFI's price experiences larger fluctuations and is considered to be riskier than MLOZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFI | MLOZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.54% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 10.97% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 20.02% | -4.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 18.26% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.14% | 24.17% | +0.97% |