RFI vs. REIPX
RFI (Cohen & Steers Total Return Realty Fund) and REIPX (T. Rowe Price Real Estate Fund Class I) are both REIT funds. Over the past 10 years, RFI returned 6.34%/yr vs 12.36%/yr for REIPX. At a 0.45 correlation, their price movements are largely independent.
Performance
RFI vs. REIPX - 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 REIPX's 13.66% return. Over the past 10 years, RFI has underperformed REIPX with an annualized return of 6.34%, while REIPX has yielded a comparatively higher 12.36% annualized return.
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%
REIPX
- 1D
- 0.11%
- 1M
- 1.49%
- YTD
- 13.66%
- 6M
- 13.30%
- 1Y
- 24.53%
- 3Y*
- 17.14%
- 5Y*
- 10.70%
- 10Y*
- 12.36%
RFI vs. REIPX - 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% |
REIPX T. Rowe Price Real Estate Fund Class I | 13.66% | 14.74% | 11.96% | 9.84% | -3.09% | 25.70% | 1.40% | 33.77% | -9.20% | 15.57% |
Correlation
The correlation between RFI and REIPX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.45 |
The correlation between RFI and REIPX shifts across timeframes, from 0.45 (10 years) to 0.56 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RFI vs. REIPX — Risk / Return Rank
RFI
REIPX
RFI vs. REIPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Total Return Realty Fund (RFI) and T. Rowe Price Real Estate Fund Class I (REIPX). 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 | REIPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.42 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 3.49 | -3.35 |
| Martin ratioReturn relative to average drawdown | 0.34 | 12.98 | -12.65 |
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Drawdowns
RFI vs. REIPX - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, which is greater than REIPX's maximum drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for RFI and REIPX.
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Drawdown Indicators
| RFI | REIPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -39.69% | -33.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -7.31% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.93% | -14.32% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -18.02% | -16.36% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -39.69% | -10.82% |
Current DrawdownCurrent decline from peak | -5.55% | -0.55% | -5.00% |
Average DrawdownAverage peak-to-trough decline | -12.10% | -4.39% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 1.96% | +2.23% |
Volatility
RFI vs. REIPX - Volatility Comparison
Cohen & Steers Total Return Realty Fund (RFI) has a higher volatility of 3.88% compared to T. Rowe Price Real Estate Fund Class I (REIPX) at 3.60%. This indicates that RFI's price experiences larger fluctuations and is considered to be riskier than REIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFI | REIPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.60% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 8.39% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 11.02% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.25% | 14.91% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.17% | 17.85% | +7.32% |
Dividends
RFI vs. REIPX - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.58%, more than REIPX's 2.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REIPX T. Rowe Price Real Estate Fund Class I | 2.50% | 2.87% | 9.05% | 6.30% | 6.86% | 8.89% | 3.65% | 12.62% | 11.53% | 9.03% | 7.88% | 0.00% |
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 REIPX have a correlation of 0.49, 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 REIPX (3.60%). In terms of maximum drawdown, RFI dropped -73.67% vs REIPX's -39.69%.
REIPX currently has the higher Sharpe Ratio (2.32 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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