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CSDIX vs. SAREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSDIX vs. SAREX - 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 SA Real Estate Securities Fund (SAREX). The values are adjusted to include any dividend payments, if applicable.

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CSDIX vs. SAREX - 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%
SAREX
SA Real Estate Securities Fund
1.73%0.73%4.61%10.60%-25.42%40.94%-6.22%26.91%-4.00%4.61%

Returns By Period

In the year-to-date period, CSDIX achieves a 1.50% return, which is significantly lower than SAREX's 1.73% return. Over the past 10 years, CSDIX has outperformed SAREX with an annualized return of 6.33%, while SAREX has yielded a comparatively lower 4.23% 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%

SAREX

1D
-13.63%
1M
-7.70%
YTD
1.73%
6M
-0.88%
1Y
0.24%
3Y*
5.26%
5Y*
2.87%
10Y*
4.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSDIX vs. SAREX - Expense Ratio Comparison

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


Return for Risk

CSDIX vs. SAREX — 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

SAREX
SAREX Risk / Return Rank: 77
Overall Rank
SAREX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
SAREX Sortino Ratio Rank: 77
Sortino Ratio Rank
SAREX Omega Ratio Rank: 99
Omega Ratio Rank
SAREX Calmar Ratio Rank: 66
Calmar Ratio Rank
SAREX Martin Ratio Rank: 66
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. SAREX - 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 SA Real Estate Securities Fund (SAREX). 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.


CSDIXSAREXDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.07

+0.13

Sortino ratio

Return per unit of downside risk

0.37

0.30

+0.07

Omega ratio

Gain probability vs. loss probability

1.05

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

0.26

-0.00

+0.26

Martin ratio

Return relative to average drawdown

1.03

-0.00

+1.04

CSDIX vs. SAREX - Sharpe Ratio Comparison

The current CSDIX Sharpe Ratio is 0.19, which is higher than the SAREX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of CSDIX and SAREX, 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


CSDIXSAREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

0.07

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.14

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.20

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.18

+0.16

Correlation

The correlation between CSDIX and SAREX is 0.97, 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. SAREX - Dividend Comparison

CSDIX's dividend yield for the trailing twelve months is around 3.03%, less than SAREX's 3.16% 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%
SAREX
SA Real Estate Securities Fund
3.16%3.22%3.22%3.04%7.62%8.33%3.87%4.29%3.98%2.90%3.67%1.80%

Drawdowns

CSDIX vs. SAREX - Drawdown Comparison

The maximum CSDIX drawdown since its inception was -72.37%, which is greater than SAREX's maximum drawdown of -68.50%. Use the drawdown chart below to compare losses from any high point for CSDIX and SAREX.


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Drawdown Indicators


CSDIXSAREXDifference

Max Drawdown

Largest peak-to-trough decline

-72.37%

-68.50%

-3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-13.63%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-33.09%

-33.87%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-42.68%

-41.56%

-1.12%

Current Drawdown

Current decline from peak

-7.65%

-13.63%

+5.98%

Average Drawdown

Average peak-to-trough decline

-11.00%

-12.63%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.27%

-1.29%

Volatility

CSDIX vs. SAREX - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) is 4.29%, while SA Real Estate Securities Fund (SAREX) has a volatility of 21.35%. This indicates that CSDIX experiences smaller price fluctuations and is considered to be less risky than SAREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSDIXSAREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

21.35%

-17.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.50%

22.52%

-13.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

28.01%

-12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

21.36%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

21.79%

-0.95%