CREEX vs. CSRIX
CREEX (Columbia Real Estate Equity Fund) and CSRIX (Cohen & Steers Institutional Realty Shares) are both REIT funds. Over the past 10 years, CREEX returned 5.89%/yr vs 7.42%/yr for CSRIX. With a 0.97 correlation, they move nearly in lockstep. CREEX charges 1.01%/yr vs 0.76%/yr for CSRIX.
Performance
CREEX vs. CSRIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CREEX achieves a 13.56% return, which is significantly lower than CSRIX's 14.36% return. Over the past 10 years, CREEX has underperformed CSRIX with an annualized return of 5.89%, while CSRIX has yielded a comparatively higher 7.42% annualized return.
CREEX
- 1D
- -0.57%
- 1M
- -1.31%
- YTD
- 13.56%
- 6M
- 13.93%
- 1Y
- 12.89%
- 3Y*
- 11.49%
- 5Y*
- 4.68%
- 10Y*
- 5.89%
CSRIX
- 1D
- 1.40%
- 1M
- 0.00%
- YTD
- 14.36%
- 6M
- 15.09%
- 1Y
- 11.46%
- 3Y*
- 12.10%
- 5Y*
- 4.25%
- 10Y*
- 7.42%
CREEX vs. CSRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CREEX Columbia Real Estate Equity Fund | 13.56% | 0.19% | 7.40% | 16.20% | -25.10% | 41.91% | -3.54% | 28.40% | -7.21% | 4.56% |
CSRIX Cohen & Steers Institutional Realty Shares | 14.36% | 3.10% | 6.26% | 12.75% | -25.15% | 42.40% | -2.55% | 36.11% | -4.68% | 6.71% |
Correlation
The correlation between CREEX and CSRIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.97 |
The correlation between CREEX and CSRIX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CREEX vs. CSRIX — Risk / Return Rank
CREEX
CSRIX
CREEX vs. CSRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Real Estate Equity Fund (CREEX) and Cohen & Steers Institutional Realty Shares (CSRIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CREEX | CSRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.70 | +0.11 |
| Martin ratioReturn relative to average drawdown | 5.38 | 4.44 | +0.94 |
Loading charts...
Drawdowns
CREEX vs. CSRIX - Drawdown Comparison
The maximum CREEX drawdown since its inception was -70.78%, which is greater than CSRIX's maximum drawdown of -41.45%. Use the drawdown chart below to compare losses from any high point for CREEX and CSRIX.
Loading charts...
Drawdown Indicators
| CREEX | CSRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.78% | -41.45% | -29.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.94% | -7.74% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -19.89% | -16.89% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -31.25% | -31.79% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -41.42% | -41.45% | +0.03% |
Current DrawdownCurrent decline from peak | -2.85% | -1.75% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -10.70% | -8.76% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.94% | -0.28% |
Volatility
CREEX vs. CSRIX - Volatility Comparison
The current volatility for Columbia Real Estate Equity Fund (CREEX) is 4.82%, while Cohen & Steers Institutional Realty Shares (CSRIX) has a volatility of 5.17%. This indicates that CREEX experiences smaller price fluctuations and is considered to be less risky than CSRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CREEX | CSRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.17% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 10.84% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 14.14% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 18.64% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 20.54% | +0.16% |
CREEX vs. CSRIX - Expense Ratio Comparison
CREEX has a 1.01% expense ratio, which is higher than CSRIX's 0.76% expense ratio.
Dividends
CREEX vs. CSRIX - Dividend Comparison
CREEX's dividend yield for the trailing twelve months is around 3.83%, more than CSRIX's 2.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CREEX Columbia Real Estate Equity Fund | 3.83% | 6.26% | 10.13% | 32.32% | 5.92% | 6.41% | 7.50% | 12.02% | 8.22% | 14.73% | 4.23% | 8.59% |
CSRIX Cohen & Steers Institutional Realty Shares | 2.80% | 3.14% | 2.97% | 3.04% | 4.28% | 3.87% | 4.91% | 12.97% | 5.45% | 6.28% | 12.61% | 13.63% |
Frequently Asked Questions
With a correlation of 0.92, CREEX and CSRIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CSRIX has higher volatility (5.17%) compared to CREEX (4.82%). In terms of maximum drawdown, CREEX dropped -70.78% vs CSRIX's -41.45%.
CREEX currently has the higher Sharpe Ratio (1.01 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for CREEX and CSRIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer