RLTY vs. FDFIX

In the year-to-date period, RLTY achieves a 5.88% return, which is significantly higher than FDFIX's 0.51% return.

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This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and Fidelity Flex 500 Index Fund (FDFIX). 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.

The current RLTY Sharpe Ratio is 0.94, which is comparable to the FDFIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of RLTY and FDFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

RLTY's dividend yield for the trailing twelve months is around 9.48%, more than FDFIX's 1.27% yield.

The maximum RLTY drawdown since its inception was -35.45%, roughly equal to the maximum FDFIX drawdown of -33.77%. Use the drawdown chart below to compare losses from any high point for RLTY and FDFIX. For additional features, visit the drawdowns tool.

The current volatility for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) is 4.93%, while Fidelity Flex 500 Index Fund (FDFIX) has a volatility of 6.14%. This indicates that RLTY experiences smaller price fluctuations and is considered to be less risky than FDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.