RFI vs. RAPZX
RFI (Cohen & Steers Total Return Realty Fund) and RAPZX (Cohen & Steers Real Assets Fund Inc) are both mutual funds - RFI is a REIT fund managed by Cohen & Steers, while RAPZX is a Global Allocation fund managed by Cohen & Steers. Over the past 10 years, RFI returned 6.34%/yr vs 6.62%/yr for RAPZX. At a 0.46 correlation, their price movements are largely independent.
Performance
RFI vs. RAPZX - Performance Comparison
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Returns By Period
In the year-to-date period, RFI achieves a 5.62% return, which is significantly lower than RAPZX's 10.45% return. Both investments have delivered pretty close results over the past 10 years, with RFI having a 6.34% annualized return and RAPZX not far ahead at 6.62%.
RFI
- 1D
- 0.99%
- 1M
- 0.00%
- YTD
- 5.62%
- 6M
- 7.27%
- 1Y
- 1.41%
- 3Y*
- 9.11%
- 5Y*
- 1.27%
- 10Y*
- 6.34%
RAPZX
- 1D
- 0.16%
- 1M
- -3.87%
- YTD
- 10.45%
- 6M
- 9.85%
- 1Y
- 12.49%
- 3Y*
- 11.21%
- 5Y*
- 6.87%
- 10Y*
- 6.62%
RFI vs. RAPZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFI Cohen & Steers Total Return Realty Fund | 5.62% | 3.55% | 6.63% | 4.36% | -22.13% | 39.21% | -0.79% | 44.46% | -8.89% | 13.91% |
RAPZX Cohen & Steers Real Assets Fund Inc | 10.45% | 11.96% | 4.35% | 3.88% | -2.05% | 23.51% | -0.84% | 17.77% | -8.44% | 6.51% |
Correlation
The correlation between RFI and RAPZX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.46 |
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Return for Risk
RFI vs. RAPZX — Risk / Return Rank
RFI
RAPZX
RFI vs. RAPZX - 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 Real Assets Fund Inc (RAPZX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RFI | RAPZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.24 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 2.10 | -1.96 |
| Martin ratioReturn relative to average drawdown | 0.34 | 6.95 | -6.61 |
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Drawdowns
RFI vs. RAPZX - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for RFI and RAPZX.
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Drawdown Indicators
| RFI | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -30.69% | -42.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -5.96% | -3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -8.84% | -8.09% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -19.31% | -15.07% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -30.69% | -19.82% |
Current DrawdownCurrent decline from peak | -5.55% | -4.93% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -12.10% | -8.04% | -4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 1.80% | +2.39% |
Volatility
RFI vs. RAPZX - Volatility Comparison
Cohen & Steers Total Return Realty Fund (RFI) has a higher volatility of 3.88% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.22%. This indicates that RFI's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFI | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 2.22% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 8.87% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 10.32% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.25% | 12.81% | +7.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.17% | 12.77% | +12.40% |
Dividends
RFI vs. RAPZX - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.58%, more than RAPZX's 1.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RAPZX Cohen & Steers Real Assets Fund Inc | 1.31% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
RFI Cohen & Steers Total Return Realty Fund | 8.58% | 8.69% | 8.29% | 8.17% | 10.02% | 6.82% | 7.61% | 6.63% | 8.93% | 7.52% | 7.93% | 10.36% |
Frequently Asked Questions
RFI and RAPZX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RFI has higher volatility (3.88%) compared to RAPZX (2.22%). In terms of maximum drawdown, RFI dropped -73.67% vs RAPZX's -30.69%.
RAPZX currently has the higher Sharpe Ratio (1.22 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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