RFI vs. SPY
Compare and contrast key facts about Cohen & Steers Total Return Realty Fund (RFI) and State Street SPDR S&P 500 ETF (SPY).
RFI is managed by Cohen & Steers. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
RFI vs. SPY - Performance Comparison
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RFI vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, RFI achieves a 2.96% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, RFI has underperformed SPY with an annualized return of 6.50%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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RFI vs. SPY - Expense Ratio Comparison
Return for Risk
RFI vs. SPY — Risk / Return Rank
RFI
SPY
RFI vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Total Return Realty Fund (RFI) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.93 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.12 | 1.45 | -1.34 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.22 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.53 | -1.44 |
Martin ratioReturn relative to average drawdown | 0.24 | 7.30 | -7.06 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.93 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.69 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.78 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.56 | -0.23 |
Correlation
The correlation between RFI and SPY is 0.35, 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. SPY - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.62%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
RFI vs. SPY - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for RFI and SPY.
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Drawdown Indicators
| RFI | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -55.19% | -18.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -12.05% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -24.50% | -9.88% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -33.72% | -16.79% |
Current DrawdownCurrent decline from peak | -7.93% | -6.24% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -9.09% | -3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.52% | +1.60% |
Volatility
RFI vs. SPY - Volatility Comparison
The current volatility for Cohen & Steers Total Return Realty Fund (RFI) is 5.01%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that RFI experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFI | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.31% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 9.47% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.57% | 19.05% | -3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.43% | 17.06% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.14% | 17.92% | +7.22% |