RFI vs USDX

Comparison between Cohen & Steers Total Return Realty Fund Inc (RFI, ETF) and SGI ENHANCED CORE ETF (USDX, ETF).

RFI vs USDX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	RFI(ETF)	USDX(ETF)
Net Assets	$319M	$319M
Expense Ratio	N/A	1.08%
Max Drawdown	80.12%	3.80%
Sharpe Ratio	-0.08	1.36
5Y Beta	0.44	0.00
5Y Dividends CAGR	-0.93%	N/A

Net Assets

RFI

$319M

Winner

USDX

$319M

Expense Ratio

RFI

N/A

USDX

1.08%

Max Drawdown

RFI

80.12%

Winner

USDX

3.80%

Sharpe Ratio

RFI

-0.08

Winner

USDX

1.36

5Y Beta

RFI

0.44

Winner

USDX

0.00

5Y Dividends CAGR

RFI

-0.93%

USDX

N/A

RFI vs USDX - Historical Returns

Returns include dividend reinvestment.

Period	RFI	USDX
1 month	-1.13%	+0.44%
3 months	-2.53%	+1.72%
6 months	+6.33%	+2.72%
1 year	+3.06%	+6.55%
5 years(CAGR)	+1.51%	N/A
10 years(CAGR)	+6.92%	N/A
Max(CAGR)	+9.45%	+6.84%

RFI

-1.13%

Winner

USDX

+0.44%

RFI

-2.53%

Winner

USDX

+1.72%

Winner

RFI

+6.33%

USDX

+2.72%

RFI

+3.06%

Winner

USDX

+6.55%

5Y(CAGR)

RFI

+1.51%

USDX

N/A

10Y(CAGR)

RFI

+6.92%

USDX

N/A

Max(CAGR)

Winner

RFI

+9.45%

USDX

+6.84%

RFI vs USDX - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	RFI	USDX
2026	+7.00%	+2.31%
2025	+3.56%	+6.20%
2024	+5.12%	+6.87%
2023	+3.73%	N/A
2022	-21.85%	N/A
2021	+46.27%	N/A
2020	-0.47%	N/A
2019	+44.31%	N/A
2018	-8.47%	N/A
2017	+12.52%	N/A
2016	+4.60%	N/A
2015	+5.13%	N/A
2014	+19.90%	N/A
2013	-14.18%	N/A
2012	+33.99%	N/A
2011	-15.84%	N/A
2010	+71.15%	N/A
2009	+36.52%	N/A
2008	-39.02%	N/A
2007	-23.61%	N/A
2006	+25.10%	N/A
2005	+4.26%	N/A
2004	+20.62%	N/A
2003	+32.88%	N/A
2002	+10.37%	N/A
2001	+24.54%	N/A
2000	+18.76%	N/A
1999	-3.94%	N/A

RFI vs USDX Drawdown Comparison

The maximum drawdown for RFI was -73.68%, occurring on Mar 9, 2009. Recovery took 959 trading sessions.

The maximum drawdown for USDX was -0.94%, occurring on Jan 27, 2026. Recovery took 22 trading sessions.

The current RFI drawdown is -4.47%. The current USDX drawdown is -0.14%.

Rank	RFI	USDX
#1	-73.68% Feb 5, 2007 - Nov 23, 2010	-0.94% Jan 21, 2026 - Feb 23, 2026
#2	-50.51% Feb 11, 2020 - Feb 24, 2021	-0.74% Apr 7, 2025 - May 16, 2025
#3	-34.30% Jan 4, 2022 - Oct 25, 2023	-0.64% May 29, 2026 - Jun 4, 2026
#4	-26.40% Jan 3, 2011 - Apr 2, 2012	-0.35% May 7, 2026 - May 14, 2026
#5	-26.19% Apr 5, 2013 - Jan 26, 2015	-0.31% Apr 30, 2026 - May 7, 2026
#6	-22.94% Mar 31, 2004 - Dec 6, 2004	-0.29% May 21, 2026 - May 29, 2026
#7	-19.73% Aug 15, 2001 - Jan 22, 2002	-0.26% May 14, 2026 - May 20, 2026
#8	-17.69% Sep 6, 2012 - Dec 19, 2012	-0.24% Jul 1, 2024 - Jul 3, 2024
#9	-16.32% Jan 10, 2006 - Sep 14, 2006	-0.23% Oct 25, 2024 - Nov 4, 2024
#10	-16.29% Sep 4, 2018 - Jan 29, 2019	-0.23% Dec 23, 2024 - Jan 2, 2025
#11	-15.70% Jul 28, 2016 - Dec 18, 2017	-0.21% Jan 15, 2026 - Jan 21, 2026
#12	-15.08% Jun 21, 2002 - Sep 17, 2002	-0.21% Nov 11, 2024 - Nov 14, 2024
#13	-13.43% Nov 12, 1999 - Apr 3, 2000	-0.21% Dec 16, 2024 - Dec 23, 2024
#14	-13.08% Apr 27, 2012 - Aug 3, 2012	-0.19% Jul 10, 2025 - Jul 21, 2025
#15	-12.91% Apr 1, 2015 - Mar 14, 2016	-0.19% Mar 26, 2026 - Mar 30, 2026

Correlation

Correlation between RFI and USDX is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.66

-101

Dividend Comparison (1999 - 2026)

RFI vs USDX dividend yield comparison.

Year	RFI	USDX
2026	3.51%	1.67%
2025	8.69%	5.88%
2024	8.29%	4.60%
2023	8.17%	0.00%
2022	10.02%	0.00%
2021	6.82%	0.00%
2020	7.61%	0.00%
2019	6.63%	0.00%
2018	8.93%	0.00%
2017	7.52%	0.00%
2016	7.93%	0.00%
2015	10.36%	0.00%
2014	9.85%	0.00%
2013	9.57%	0.00%
2012	9.59%	0.00%
2011	7.39%	0.00%
2010	9.68%	0.00%
2009	5.42%	0.00%
2008	18.37%	0.00%
2007	20.41%	0.00%
2006	14.52%	0.00%
2005	12.48%	0.00%
2004	5.86%	0.00%
2003	5.92%	0.00%
2002	6.77%	0.00%
2001	6.69%	0.00%
2000	8.08%	0.00%
1999	1.79%	0.00%