RNP vs. EVTMX

Last updated Apr 1, 2026

Compare and contrast key facts about Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) and Eaton Vance Dividend Builder Fund (EVTMX).

EVTMX is managed by Eaton Vance. It was launched on Dec 18, 1981.

Performance

RNP vs. EVTMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) and Eaton Vance Dividend Builder Fund (EVTMX). The values are adjusted to include any dividend payments, if applicable.

RNP vs. EVTMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
EVTMX Eaton Vance Dividend Builder Fund	-1.15%	8.33%	14.27%	11.16%	-9.94%	24.40%	12.33%	36.21%	-5.39%	18.90%

Returns By Period

In the year-to-date period, RNP achieves a 1.47% return, which is significantly higher than EVTMX's -1.15% return. Over the past 10 years, RNP has underperformed EVTMX with an annualized return of 8.61%, while EVTMX has yielded a comparatively higher 10.83% annualized return.

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%

EVTMX

• 1D: -0.19%
• 1M: -6.95%
• YTD: -1.15%
• 6M: -3.17%
• 1Y: 7.11%
• 3Y*: 10.71%
• 5Y*: 7.71%
• 10Y*: 10.83%

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

Return for Risk

RNP vs. EVTMX — Risk / Return Rank

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

RNP

RNP Risk / Return Rank: 31
RNP Sharpe Ratio Rank: 33
RNP Sortino Ratio Rank: 27
RNP Omega Ratio Rank: 27
RNP Calmar Ratio Rank: 36
RNP Martin Ratio Rank: 35

EVTMX

EVTMX Risk / Return Rank: 22
EVTMX Sharpe Ratio Rank: 21
EVTMX Sortino Ratio Rank: 20
EVTMX Omega Ratio Rank: 22
EVTMX Calmar Ratio Rank: 20
EVTMX Martin Ratio Rank: 24

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.

RNP vs. EVTMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) and Eaton Vance Dividend Builder Fund (EVTMX). 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.

	RNP	EVTMX	Difference
Sharpe ratio Return per unit of total volatility	-0.20	0.53	-0.73
Sortino ratio Return per unit of downside risk	-0.16	0.84	-1.00
Omega ratio Gain probability vs. loss probability	0.98	1.13	-0.15
Calmar ratio Return relative to maximum drawdown	-0.21	0.60	-0.82
Martin ratio Return relative to average drawdown	-0.48	2.61	-3.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RNP vs. EVTMX - Sharpe Ratio Comparison

The current RNP Sharpe Ratio is -0.20, which is lower than the EVTMX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of RNP and EVTMX, 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

	RNP	EVTMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.20	0.53	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.55	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.66	-0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.67	-0.38

Correlation

The correlation between RNP and EVTMX is 0.54, 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

RNP vs. EVTMX - Dividend Comparison

RNP's dividend yield for the trailing twelve months is around 8.26%, less than EVTMX's 9.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EVTMX Eaton Vance Dividend Builder Fund	9.38%	9.07%	7.40%	3.25%	29.74%	6.44%	2.62%	8.36%	10.71%	9.99%	5.81%	11.41%

Drawdowns

RNP vs. EVTMX - Drawdown Comparison

The maximum RNP drawdown since its inception was -86.93%, which is greater than EVTMX's maximum drawdown of -53.74%. Use the drawdown chart below to compare losses from any high point for RNP and EVTMX.

Drawdown Indicators

	RNP	EVTMX	Difference
Max Drawdown Largest peak-to-trough decline	-86.93%	-53.74%	-33.19%
Max Drawdown (1Y) Largest decline over 1 year	-12.94%	-10.99%	-1.95%
Max Drawdown (5Y) Largest decline over 5 years	-36.19%	-20.39%	-15.80%
Max Drawdown (10Y) Largest decline over 10 years	-56.68%	-34.93%	-21.75%
Current Drawdown Current decline from peak	-8.93%	-6.95%	-1.98%
Average Drawdown Average peak-to-trough decline	-13.20%	-9.78%	-3.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.72%	2.54%	+3.18%

Volatility

RNP vs. EVTMX - Volatility Comparison

Cohen & Steers REIT and Preferred Income Fund, Inc. (RNP) has a higher volatility of 5.09% compared to Eaton Vance Dividend Builder Fund (EVTMX) at 3.63%. This indicates that RNP's price experiences larger fluctuations and is considered to be riskier than EVTMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RNP	EVTMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	3.63%	+1.46%
Volatility (6M) Calculated over the trailing 6-month period	9.83%	7.65%	+2.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	15.10%	+1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.82%	14.09%	+6.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.20%	16.38%	+7.82%