Newbie question: returning rowtypes from a plpgsql function

I wrote a function that returns a rowtype.  The rowtype is assigned a
value by a query using SELECT INTO.  The query sometimes will return
no rows.  When it does, the function's return value is a row with no
values.

I would have expected it to return 0 rows, like the query itself.  Am
I doing something wrong or is this the expected behavior?  Is there a
standard way to code around this?  I expected my client code to check
the number of rows returned to decide what to do next.

thanks