CSDIX vs. PSF
CSDIX (Cohen & Steers Real Estate Securities Fund CLASS I) and PSF (Cohen & Steers Select Preferred and Income Fund) are both mutual funds - CSDIX is a REIT fund actively managed by Cohen & Steers, while PSF is a Preferred Stock/Convertible Bonds fund managed by Cohen & Steers. Over the past 10 years, CSDIX returned 7.12%/yr vs 5.07%/yr for PSF. At a 0.29 correlation, their price movements are largely independent. CSDIX charges 0.84%/yr vs 4.28%/yr for PSF.
Performance
CSDIX vs. PSF - Performance Comparison
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Returns By Period
In the year-to-date period, CSDIX achieves a 11.76% return, which is significantly higher than PSF's 0.84% return. Over the past 10 years, CSDIX has outperformed PSF with an annualized return of 7.12%, while PSF has yielded a comparatively lower 5.07% annualized return.
CSDIX
- 1D
- -0.05%
- 1M
- -1.78%
- YTD
- 11.76%
- 6M
- 12.41%
- 1Y
- 11.97%
- 3Y*
- 10.22%
- 5Y*
- 4.14%
- 10Y*
- 7.12%
PSF
- 1D
- -0.56%
- 1M
- 1.63%
- YTD
- 0.84%
- 6M
- 1.19%
- 1Y
- 7.43%
- 3Y*
- 10.67%
- 5Y*
- -0.60%
- 10Y*
- 5.07%
CSDIX vs. PSF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSDIX Cohen & Steers Real Estate Securities Fund CLASS I | 11.76% | 4.32% | 6.73% | 13.18% | -26.33% | 41.70% | -1.74% | 31.84% | -4.25% | 8.09% |
PSF Cohen & Steers Select Preferred and Income Fund | 0.84% | 10.63% | 12.84% | 9.88% | -24.55% | 3.89% | -3.78% | 42.60% | -9.01% | 16.79% |
Correlation
The correlation between CSDIX and PSF is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2010 | 0.29 |
The correlation between CSDIX and PSF shifts across timeframes, from 0.18 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
CSDIX vs. PSF — Risk / Return Rank
CSDIX
PSF
CSDIX vs. PSF - 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 Select Preferred and Income Fund (PSF). 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.
| CSDIX | PSF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.17 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.02 | +0.48 |
| Martin ratioReturn relative to average drawdown | 4.48 | 3.38 | +1.10 |
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Drawdowns
CSDIX vs. PSF - Drawdown Comparison
The maximum CSDIX drawdown since its inception was -72.37%, which is greater than PSF's maximum drawdown of -55.01%. Use the drawdown chart below to compare losses from any high point for CSDIX and PSF.
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Drawdown Indicators
| CSDIX | PSF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.37% | -55.01% | -17.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -7.28% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -17.23% | -12.23% | -5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -33.09% | -40.80% | +7.71% |
Max Drawdown (10Y)Largest decline over 10 years | -42.68% | -55.01% | +12.33% |
Current DrawdownCurrent decline from peak | -2.92% | -8.34% | +5.42% |
Average DrawdownAverage peak-to-trough decline | -10.93% | -9.99% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.20% | +0.46% |
Volatility
CSDIX vs. PSF - Volatility Comparison
Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) has a higher volatility of 5.05% compared to Cohen & Steers Select Preferred and Income Fund (PSF) at 2.06%. This indicates that CSDIX's price experiences larger fluctuations and is considered to be riskier than PSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSDIX | PSF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.05% | 2.06% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 7.02% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 8.68% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 14.16% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.89% | 21.12% | -0.23% |
CSDIX vs. PSF - Expense Ratio Comparison
CSDIX has a 0.84% expense ratio, which is lower than PSF's 4.28% expense ratio.
Dividends
CSDIX vs. PSF - Dividend Comparison
CSDIX's dividend yield for the trailing twelve months is around 3.39%, less than PSF's 7.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSDIX Cohen & Steers Real Estate Securities Fund CLASS I | 3.39% | 3.72% | 2.78% | 2.93% | 7.67% | 4.30% | 5.39% | 7.62% | 3.60% | 2.52% | 5.84% | 19.24% |
PSF Cohen & Steers Select Preferred and Income Fund | 7.68% | 7.46% | 7.65% | 8.29% | 8.65% | 9.08% | 7.02% | 6.55% | 8.68% | 7.70% | 9.35% | 8.81% |
Frequently Asked Questions
CSDIX and PSF have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSDIX has higher volatility (5.05%) compared to PSF (2.06%). In terms of maximum drawdown, CSDIX dropped -72.37% vs PSF's -55.01%.
CSDIX currently has the higher Sharpe Ratio (0.87 vs 0.86), 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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