RFI vs. VGSNX
Compare and contrast key facts about Cohen & Steers Total Return Realty Fund (RFI) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX).
RFI is managed by Cohen & Steers. VGSNX is managed by Vanguard. It was launched on Dec 2, 2003.
Performance
RFI vs. VGSNX - Performance Comparison
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RFI vs. VGSNX - 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% |
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 1.28% | 3.21% | 3.72% | 13.12% | -26.19% | 40.46% | -4.76% | 28.98% | -5.97% | 4.90% |
Returns By Period
In the year-to-date period, RFI achieves a 2.96% return, which is significantly higher than VGSNX's 1.28% return. Over the past 10 years, RFI has outperformed VGSNX with an annualized return of 6.50%, while VGSNX has yielded a comparatively lower 4.65% annualized return.
RFI
- 1D
- 0.00%
- 1M
- -6.76%
- YTD
- 2.96%
- 6M
- -3.98%
- 1Y
- -0.08%
- 3Y*
- 5.53%
- 5Y*
- 2.29%
- 10Y*
- 6.50%
VGSNX
- 1D
- 1.51%
- 1M
- -6.61%
- YTD
- 1.28%
- 6M
- -1.15%
- 1Y
- 1.75%
- 3Y*
- 6.41%
- 5Y*
- 2.79%
- 10Y*
- 4.65%
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RFI vs. VGSNX - Expense Ratio Comparison
Return for Risk
RFI vs. VGSNX — Risk / Return Rank
RFI
VGSNX
RFI vs. VGSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Total Return Realty Fund (RFI) and Vanguard Real Estate Index Fund Institutional Shares (VGSNX). 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 | VGSNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | 0.11 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.10 | 0.27 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.04 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.01 | 0.22 | -0.21 |
Martin ratioReturn relative to average drawdown | 0.02 | 0.86 | -0.84 |
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 | VGSNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.11 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.15 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.22 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.27 | +0.07 |
Correlation
The correlation between RFI and VGSNX 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. VGSNX - Dividend Comparison
RFI's dividend yield for the trailing twelve months is around 8.62%, more than VGSNX's 3.95% 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% |
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 3.95% | 3.94% | 3.87% | 3.93% | 3.94% | 2.57% | 3.95% | 3.40% | 4.75% | 4.26% | 4.84% | 3.94% |
Drawdowns
RFI vs. VGSNX - Drawdown Comparison
The maximum RFI drawdown since its inception was -73.67%, roughly equal to the maximum VGSNX drawdown of -73.06%. Use the drawdown chart below to compare losses from any high point for RFI and VGSNX.
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Drawdown Indicators
| RFI | VGSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.67% | -73.06% | -0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -12.41% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -34.39% | +0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -50.51% | -42.30% | -8.21% |
Current DrawdownCurrent decline from peak | -7.93% | -9.48% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -12.15% | -13.36% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 3.18% | +0.96% |
Volatility
RFI vs. VGSNX - Volatility Comparison
Cohen & Steers Total Return Realty Fund (RFI) has a higher volatility of 5.03% compared to Vanguard Real Estate Index Fund Institutional Shares (VGSNX) at 4.53%. This indicates that RFI's price experiences larger fluctuations and is considered to be riskier than VGSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RFI | VGSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.53% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 9.27% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 16.35% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.41% | 18.88% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.14% | 20.91% | +4.23% |