RFI vs. PSF
Compare and contrast key facts about Cohen & Steers Total Return Realty Fund (RFI) and Cohen & Steers Select Preferred and Income Fund (PSF).
RFI is managed by Cohen & Steers. PSF is managed by Cohen & Steers.
Performance
RFI vs. PSF - Performance Comparison
Loading graphics...
RFI vs. PSF - 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% |
PSF Cohen & Steers Select Preferred and Income Fund | -2.58% | 10.63% | 12.84% | 9.88% | -24.55% | 3.89% | -3.78% | 42.60% | -9.01% | 16.79% |
Returns By Period
In the year-to-date period, RFI achieves a 2.96% return, which is significantly higher than PSF's -2.58% return. Over the past 10 years, RFI has outperformed PSF with an annualized return of 6.50%, while PSF has yielded a comparatively lower 5.44% 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%
PSF
- 1D
- 2.21%
- 1M
- -4.29%
- YTD
- -2.58%
- 6M
- -3.17%
- 1Y
- 4.58%
- 3Y*
- 10.65%
- 5Y*
- 0.77%
- 10Y*
- 5.44%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
RFI vs. PSF - Expense Ratio Comparison
Return for Risk
RFI vs. PSF — Risk / Return Rank
RFI
PSF
RFI vs. PSF - 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 Select Preferred and Income Fund (PSF). 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 | PSF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.41 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.12 | 0.59 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.10 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 0.45 | -0.36 |
Martin ratioReturn relative to average drawdown | 0.24 | 1.78 | -1.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| RFI | PSF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.41 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.05 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.26 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.37 | -0.04 |
Correlation
The correlation between RFI and PSF is 0.30, 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. PSF - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.62%, more than PSF's 7.80% 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% |
PSF Cohen & Steers Select Preferred and Income Fund | 7.80% | 7.46% | 7.65% | 8.29% | 8.65% | 9.08% | 7.02% | 6.55% | 8.68% | 7.70% | 9.35% | 8.81% |
Drawdowns
RFI vs. PSF - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, which is greater than PSF's maximum drawdown of -55.01%. Use the drawdown chart below to compare losses from any high point for RFI and PSF.
Loading graphics...
Drawdown Indicators
| RFI | PSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -55.01% | -18.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -9.42% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -40.80% | +6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -55.01% | +4.50% |
Current DrawdownCurrent decline from peak | -7.93% | -11.45% | +3.52% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -10.00% | -2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.40% | +1.72% |
Volatility
RFI vs. PSF - Volatility Comparison
Cohen & Steers Total Return Realty Fund (RFI) has a higher volatility of 5.01% compared to Cohen & Steers Select Preferred and Income Fund (PSF) at 4.65%. This indicates that RFI's price experiences larger fluctuations and is considered to be riskier than PSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| RFI | PSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.65% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 6.23% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 11.19% | +4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 14.57% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.14% | 21.11% | +4.03% |