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CSDIX vs. HLRRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSDIX vs. HLRRX - 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 LDR Real Estate Value Opportunity Fund (HLRRX). The values are adjusted to include any dividend payments, if applicable.

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CSDIX vs. HLRRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSDIX
Cohen & Steers Real Estate Securities Fund CLASS I
1.50%4.32%6.73%13.18%-26.33%41.70%-1.74%31.84%-4.25%8.09%
HLRRX
LDR Real Estate Value Opportunity Fund
3.75%-9.13%9.45%10.50%-21.40%40.50%-3.78%31.75%-13.63%-1.24%

Returns By Period

In the year-to-date period, CSDIX achieves a 1.50% return, which is significantly lower than HLRRX's 3.75% return. Over the past 10 years, CSDIX has outperformed HLRRX with an annualized return of 6.33%, while HLRRX has yielded a comparatively lower 4.00% annualized return.


CSDIX

1D
0.28%
1M
-7.26%
YTD
1.50%
6M
-0.03%
1Y
2.37%
3Y*
7.60%
5Y*
4.34%
10Y*
6.33%

HLRRX

1D
0.11%
1M
-5.24%
YTD
3.75%
6M
1.03%
1Y
-1.29%
3Y*
4.65%
5Y*
2.12%
10Y*
4.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSDIX vs. HLRRX - Expense Ratio Comparison

CSDIX has a 0.84% expense ratio, which is lower than HLRRX's 1.14% expense ratio.


Return for Risk

CSDIX vs. HLRRX — Risk / Return Rank

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

CSDIX
CSDIX Risk / Return Rank: 99
Overall Rank
CSDIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CSDIX Sortino Ratio Rank: 88
Sortino Ratio Rank
CSDIX Omega Ratio Rank: 88
Omega Ratio Rank
CSDIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
CSDIX Martin Ratio Rank: 1212
Martin Ratio Rank

HLRRX
HLRRX Risk / Return Rank: 44
Overall Rank
HLRRX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HLRRX Sortino Ratio Rank: 44
Sortino Ratio Rank
HLRRX Omega Ratio Rank: 44
Omega Ratio Rank
HLRRX Calmar Ratio Rank: 55
Calmar Ratio Rank
HLRRX Martin Ratio Rank: 55
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. HLRRX - 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 LDR Real Estate Value Opportunity Fund (HLRRX). 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.


CSDIXHLRRXDifference

Sharpe ratio

Return per unit of total volatility

0.19

-0.06

+0.25

Sortino ratio

Return per unit of downside risk

0.37

0.02

+0.35

Omega ratio

Gain probability vs. loss probability

1.05

1.00

+0.05

Calmar ratio

Return relative to maximum drawdown

0.26

-0.13

+0.39

Martin ratio

Return relative to average drawdown

1.03

-0.34

+1.37

CSDIX vs. HLRRX - Sharpe Ratio Comparison

The current CSDIX Sharpe Ratio is 0.19, which is higher than the HLRRX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of CSDIX and HLRRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSDIXHLRRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

-0.06

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.12

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.19

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.32

+0.02

Correlation

The correlation between CSDIX and HLRRX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CSDIX vs. HLRRX - Dividend Comparison

CSDIX's dividend yield for the trailing twelve months is around 3.03%, less than HLRRX's 7.74% yield.


TTM20252024202320222021202020192018201720162015
CSDIX
Cohen & Steers Real Estate Securities Fund CLASS I
3.03%3.72%2.78%2.93%7.67%4.30%5.39%7.62%3.60%2.52%5.84%19.24%
HLRRX
LDR Real Estate Value Opportunity Fund
7.74%9.39%4.93%5.50%13.71%17.02%9.10%2.44%2.68%17.61%15.94%10.13%

Drawdowns

CSDIX vs. HLRRX - Drawdown Comparison

The maximum CSDIX drawdown since its inception was -72.37%, which is greater than HLRRX's maximum drawdown of -62.78%. Use the drawdown chart below to compare losses from any high point for CSDIX and HLRRX.


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Drawdown Indicators


CSDIXHLRRXDifference

Max Drawdown

Largest peak-to-trough decline

-72.37%

-62.78%

-9.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-11.74%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-33.09%

-28.99%

-4.10%

Max Drawdown (10Y)

Largest decline over 10 years

-42.68%

-48.13%

+5.45%

Current Drawdown

Current decline from peak

-7.65%

-12.54%

+4.89%

Average Drawdown

Average peak-to-trough decline

-11.00%

-8.52%

-2.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.33%

-1.35%

Volatility

CSDIX vs. HLRRX - Volatility Comparison

Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) has a higher volatility of 4.29% compared to LDR Real Estate Value Opportunity Fund (HLRRX) at 3.62%. This indicates that CSDIX's price experiences larger fluctuations and is considered to be riskier than HLRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSDIXHLRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

3.62%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

8.74%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

15.53%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

17.55%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

20.80%

+0.04%