RFI vs. RNP
Compare and contrast key facts about Cohen & Steers Total Return Realty Fund (RFI) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP).
RFI is managed by Cohen & Steers.
Performance
RFI vs. RNP - Performance Comparison
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RFI vs. RNP - 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% |
RNP Cohen & Steers REIT and Preferred Income Fund, Inc. | 1.47% | 2.57% | 11.88% | 7.73% | -19.95% | 32.84% | 3.31% | 43.14% | -9.46% | 19.65% |
Returns By Period
In the year-to-date period, RFI achieves a 2.96% return, which is significantly higher than RNP's 1.47% return. Over the past 10 years, RFI has underperformed RNP with an annualized return of 6.50%, while RNP has yielded a comparatively higher 8.61% 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%
RNP
- 1D
- 1.49%
- 1M
- -8.40%
- YTD
- 1.47%
- 6M
- -8.58%
- 1Y
- -3.31%
- 3Y*
- 8.75%
- 5Y*
- 4.03%
- 10Y*
- 8.61%
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Return for Risk
RFI vs. RNP — Risk / Return Rank
RFI
RNP
RFI vs. RNP - 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 REIT and Preferred Income Fund, Inc. (RNP). 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 | RNP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | -0.20 | +0.21 |
Sortino ratioReturn per unit of downside risk | 0.12 | -0.16 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.98 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | -0.21 | +0.30 |
Martin ratioReturn relative to average drawdown | 0.24 | -0.48 | +0.72 |
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 | RNP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | -0.20 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.19 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.36 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.30 | +0.04 |
Correlation
The correlation between RFI and RNP is 0.64, 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. RNP - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.62%, more than RNP's 8.26% 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% |
RNP Cohen & Steers REIT and Preferred Income Fund, Inc. | 8.26% | 8.22% | 7.81% | 8.10% | 13.26% | 5.20% | 6.52% | 6.25% | 8.36% | 7.00% | 7.75% | 8.03% |
Drawdowns
RFI vs. RNP - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, smaller than the maximum RNP drawdown of -86.93%. Use the drawdown chart below to compare losses from any high point for RFI and RNP.
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Drawdown Indicators
| RFI | RNP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -86.93% | +13.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -12.94% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -36.19% | +1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -56.68% | +6.17% |
Current DrawdownCurrent decline from peak | -7.93% | -8.93% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -13.20% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 5.72% | -1.60% |
Volatility
RFI vs. RNP - Volatility Comparison
Cohen & Steers Total Return Realty Fund (RFI) and Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) have volatilities of 5.01% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFI | RNP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.09% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 9.83% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 16.66% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 20.82% | -0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.14% | 24.20% | +0.94% |