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CSDIX vs. PSF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSDIX vs. PSF - 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 Select Preferred and Income Fund (PSF). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSDIX vs. PSF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CSDIX
CSDIX Risk / Return Rank: 1414
Overall Rank
CSDIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CSDIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CSDIX Omega Ratio Rank: 1111
Omega Ratio Rank
CSDIX Calmar Ratio Rank: 1919
Calmar Ratio Rank
CSDIX Martin Ratio Rank: 1818
Martin Ratio Rank

PSF
PSF Risk / Return Rank: 1212
Overall Rank
PSF Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
PSF Sortino Ratio Rank: 1212
Sortino Ratio Rank
PSF Omega Ratio Rank: 1212
Omega Ratio Rank
PSF Calmar Ratio Rank: 1111
Calmar Ratio Rank
PSF Martin Ratio Rank: 1313
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. 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.


CSDIXPSFDifference
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

CSDIX vs. PSF - Sharpe Ratio Comparison

The current CSDIX Sharpe Ratio is 0.87, which is comparable to the PSF Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CSDIX and PSF, 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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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


CSDIXPSFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.92%

-8.34%

+5.42%

Average Drawdown

Average peak-to-trough decline

-10.93%

-9.99%

-0.94%

Ulcer Index

Depth 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


CSDIXPSFDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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