In this paper we prove that for any infinite word w whose set of factors is closed under reversal, the following conditions are equivalent: (I) all complete returns to palindromes are palindromes; (II) P(n) + P(n + 1) = C(n + 1) - C(n) + 2 for all n, where P (resp. C) denotes the palindromic complexity (resp. factor complexity) function of w, which counts the number of distinct palindromic factors (resp. factors) of each length in w.