RFI vs. RLTY

Last updated Apr 1, 2026

Compare and contrast key facts about Cohen & Steers Total Return Realty Fund (RFI) and Cohen & Steers Real Estate Opportunities & Income Fund (RLTY).

RFI is managed by Cohen & Steers.

Performance

RFI vs. RLTY - 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 Real Estate Opportunities & Income Fund (RLTY). The values are adjusted to include any dividend payments, if applicable.

RFI vs. RLTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
RFI Cohen & Steers Total Return Realty Fund	2.96%	3.55%	6.63%	4.36%	-10.77%
RLTY Cohen & Steers Real Estate Opportunities & Income Fund	1.08%	8.56%	15.40%	14.05%	-27.73%

Returns By Period

In the year-to-date period, RFI achieves a 2.96% return, which is significantly higher than RLTY's 1.08% 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%

RLTY

• 1D: 2.61%
• 1M: -7.67%
• YTD: 1.08%
• 6M: -0.60%
• 1Y: 3.45%
• 3Y*: 12.46%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RFI vs. RLTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RFI

RFI Risk / Return Rank: 6
RFI Sharpe Ratio Rank: 5
RFI Sortino Ratio Rank: 5
RFI Omega Ratio Rank: 5
RFI Calmar Ratio Rank: 8
RFI Martin Ratio Rank: 7

RLTY

RLTY Risk / Return Rank: 47
RLTY Sharpe Ratio Rank: 49
RLTY Sortino Ratio Rank: 40
RLTY Omega Ratio Rank: 40
RLTY Calmar Ratio Rank: 50
RLTY Martin Ratio Rank: 53

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. RLTY - 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 Estate Opportunities & Income Fund (RLTY). 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	RLTY	Difference
Sharpe ratio Return per unit of total volatility	0.01	0.21	-0.20
Sortino ratio Return per unit of downside risk	0.12	0.39	-0.28
Omega ratio Gain probability vs. loss probability	1.02	1.05	-0.04
Calmar ratio Return relative to maximum drawdown	0.09	0.30	-0.21
Martin ratio Return relative to average drawdown	0.24	1.06	-0.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RFI vs. RLTY - Sharpe Ratio Comparison

The current RFI Sharpe Ratio is 0.01, which is lower than the RLTY Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of RFI and RLTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RFI	RLTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	0.21	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.05	+0.29

Correlation

The correlation between RFI and RLTY is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

RFI vs. RLTY - Dividend Comparison

RFI's dividend yield for the trailing twelve months is around 8.62%, less than RLTY's 9.08% 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%
RLTY Cohen & Steers Real Estate Opportunities & Income Fund	9.08%	8.98%	8.93%	9.18%	6.94%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

RFI vs. RLTY - Drawdown Comparison

The maximum RFI drawdown since its inception was -73.67%, which is greater than RLTY's maximum drawdown of -35.44%. Use the drawdown chart below to compare losses from any high point for RFI and RLTY.

Drawdown Indicators

	RFI	RLTY	Difference
Max Drawdown Largest peak-to-trough decline	-73.67%	-35.44%	-38.23%
Max Drawdown (1Y) Largest decline over 1 year	-11.28%	-13.88%	+2.60%
Max Drawdown (5Y) Largest decline over 5 years	-34.38%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-50.51%	—	—
Current Drawdown Current decline from peak	-7.93%	-8.25%	+0.32%
Average Drawdown Average peak-to-trough decline	-12.15%	-14.27%	+2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.12%	3.90%	+0.22%

Volatility

RFI vs. RLTY - Volatility Comparison

The current volatility for Cohen & Steers Total Return Realty Fund (RFI) is 5.01%, while Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) has a volatility of 5.50%. This indicates that RFI experiences smaller price fluctuations and is considered to be less risky than RLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RFI	RLTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	5.50%	-0.49%
Volatility (6M) Calculated over the trailing 6-month period	8.90%	9.62%	-0.72%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	16.74%	-1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.43%	23.04%	-2.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.14%	23.04%	+2.10%