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CSDIX vs. CSZIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSDIX vs. CSZIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) and Cohen & Steers Real Estate Securities Fund Class Z (CSZIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CSDIX having a 10.78% return and CSZIX slightly higher at 10.80%. Both investments have delivered pretty close results over the past 10 years, with CSDIX having a 7.17% annualized return and CSZIX not far ahead at 7.26%.


CSDIX

1D
0.32%
1M
-1.29%
YTD
10.78%
6M
10.03%
1Y
11.79%
3Y*
10.91%
5Y*
3.80%
10Y*
7.17%

CSZIX

1D
0.31%
1M
-1.29%
YTD
10.80%
6M
10.08%
1Y
11.95%
3Y*
10.99%
5Y*
3.88%
10Y*
7.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSDIX vs. CSZIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSDIX
Cohen & Steers Real Estate Securities Fund CLASS I
10.78%4.32%6.73%13.18%-26.33%41.70%-1.74%31.84%-4.25%8.09%
CSZIX
Cohen & Steers Real Estate Securities Fund Class Z
10.80%4.41%6.81%13.26%-26.21%41.81%-1.64%31.95%-4.17%8.18%

Correlation

The correlation between CSDIX and CSZIX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2015

1.00

The correlation between CSDIX and CSZIX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

CSDIX vs. CSZIX — Risk / Return Rank

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

CSDIX
CSDIX Risk / Return Rank: 1313
Overall Rank
CSDIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CSDIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
CSDIX Omega Ratio Rank: 1111
Omega Ratio Rank
CSDIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
CSDIX Martin Ratio Rank: 1616
Martin Ratio Rank

CSZIX
CSZIX Risk / Return Rank: 1313
Overall Rank
CSZIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CSZIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CSZIX Omega Ratio Rank: 1111
Omega Ratio Rank
CSZIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
CSZIX Martin Ratio Rank: 1616
Martin Ratio Rank
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.

CSDIX vs. CSZIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) and Cohen & Steers Real Estate Securities Fund Class Z (CSZIX). 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.


CSDIXCSZIXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.16

1.16

0.00

Calmar ratioReturn relative to maximum drawdown

1.46

1.47

0.00

Martin ratioReturn relative to average drawdown

4.38

4.46

-0.08

CSDIX vs. CSZIX - Sharpe Ratio Comparison

The current CSDIX Sharpe Ratio is 0.88, which is comparable to the CSZIX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of CSDIX and CSZIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSDIXCSZIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.89

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.21

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.35

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.37

-0.01

Drawdowns

CSDIX vs. CSZIX - Drawdown Comparison

The maximum CSDIX drawdown since its inception was -72.37%, which is greater than CSZIX's maximum drawdown of -42.71%. Use the drawdown chart below to compare losses from any high point for CSDIX and CSZIX.


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Drawdown Indicators


CSDIXCSZIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.37%

-42.71%

-29.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-7.96%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-17.23%

-17.17%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-33.09%

-33.05%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-42.68%

-42.71%

+0.03%

Current Drawdown

Current decline from peak

-3.09%

-3.09%

0.00%

Average Drawdown

Average peak-to-trough decline

-10.94%

-8.77%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.60%

+0.03%

Volatility

CSDIX vs. CSZIX - Volatility Comparison

Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) and Cohen & Steers Real Estate Securities Fund Class Z (CSZIX) have volatilities of 3.79% and 3.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSDIXCSZIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.78%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

9.87%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

13.19%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.67%

18.68%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.86%

20.81%

+0.05%

CSDIX vs. CSZIX - Expense Ratio Comparison

CSDIX has a 0.84% expense ratio, which is higher than CSZIX's 0.75% expense ratio.


Dividends

CSDIX vs. CSZIX - Dividend Comparison

CSDIX's dividend yield for the trailing twelve months is around 3.42%, less than CSZIX's 3.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CSDIX
Cohen & Steers Real Estate Securities Fund CLASS I
3.42%3.72%2.78%2.93%7.67%4.30%5.39%7.62%3.60%2.52%5.84%19.24%
CSZIX
Cohen & Steers Real Estate Securities Fund Class Z
3.51%3.81%2.85%3.00%7.77%4.38%5.47%7.70%3.68%2.60%5.90%22.32%

Frequently Asked Questions


With a correlation of 1.00, CSDIX and CSZIX 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.

CSDIX has higher volatility (3.79%) compared to CSZIX (3.78%). In terms of maximum drawdown, CSDIX dropped -72.37% vs CSZIX's -42.71%.

CSZIX currently has the higher Sharpe Ratio (0.89 vs 0.88), 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.

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