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CSEIX vs. AIGYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSEIX vs. AIGYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and abrdn Realty Income & Growth Fund (AIGYX). The values are adjusted to include any dividend payments, if applicable.

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CSEIX vs. AIGYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSEIX
Cohen & Steers Real Estate Securities Fund, Inc.
2.42%4.01%6.50%12.81%-26.47%41.29%-1.99%31.50%-4.52%7.79%
AIGYX
abrdn Realty Income & Growth Fund
6.07%4.20%9.61%13.34%-24.99%62.09%-6.59%27.80%-7.59%8.52%

Returns By Period

In the year-to-date period, CSEIX achieves a 2.42% return, which is significantly lower than AIGYX's 6.07% return. Over the past 10 years, CSEIX has underperformed AIGYX with an annualized return of 6.15%, while AIGYX has yielded a comparatively higher 7.54% annualized return.


CSEIX

1D
0.98%
1M
-6.73%
YTD
2.42%
6M
0.76%
1Y
2.92%
3Y*
7.68%
5Y*
3.87%
10Y*
6.15%

AIGYX

1D
1.49%
1M
-6.16%
YTD
6.07%
6M
5.14%
1Y
10.06%
3Y*
10.00%
5Y*
8.96%
10Y*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSEIX vs. AIGYX - Expense Ratio Comparison

CSEIX has a 1.10% expense ratio, which is higher than AIGYX's 1.01% expense ratio.


Return for Risk

CSEIX vs. AIGYX — Risk / Return Rank

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

CSEIX
CSEIX Risk / Return Rank: 99
Overall Rank
CSEIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CSEIX Sortino Ratio Rank: 77
Sortino Ratio Rank
CSEIX Omega Ratio Rank: 77
Omega Ratio Rank
CSEIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
CSEIX Martin Ratio Rank: 1313
Martin Ratio Rank

AIGYX
AIGYX Risk / Return Rank: 2424
Overall Rank
AIGYX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AIGYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
AIGYX Omega Ratio Rank: 1919
Omega Ratio Rank
AIGYX Calmar Ratio Rank: 2727
Calmar Ratio Rank
AIGYX Martin Ratio Rank: 3333
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.

CSEIX vs. AIGYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and abrdn Realty Income & Growth Fund (AIGYX). 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.


CSEIXAIGYXDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.63

-0.44

Sortino ratio

Return per unit of downside risk

0.37

0.96

-0.59

Omega ratio

Gain probability vs. loss probability

1.05

1.13

-0.08

Calmar ratio

Return relative to maximum drawdown

0.34

0.91

-0.57

Martin ratio

Return relative to average drawdown

1.32

4.05

-2.73

CSEIX vs. AIGYX - Sharpe Ratio Comparison

The current CSEIX Sharpe Ratio is 0.20, which is lower than the AIGYX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CSEIX and AIGYX, 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


CSEIXAIGYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.63

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.44

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.34

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.38

-0.03

Correlation

The correlation between CSEIX and AIGYX 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

CSEIX vs. AIGYX - Dividend Comparison

CSEIX's dividend yield for the trailing twelve months is around 3.05%, less than AIGYX's 7.97% yield.


TTM20252024202320222021202020192018201720162015
CSEIX
Cohen & Steers Real Estate Securities Fund, Inc.
3.05%3.75%2.72%2.89%7.91%4.37%5.48%7.83%3.51%2.39%5.87%23.00%
AIGYX
abrdn Realty Income & Growth Fund
7.97%8.43%12.69%4.01%8.97%27.57%16.28%18.30%49.34%5.85%5.48%4.69%

Drawdowns

CSEIX vs. AIGYX - Drawdown Comparison

The maximum CSEIX drawdown since its inception was -72.58%, smaller than the maximum AIGYX drawdown of -79.94%. Use the drawdown chart below to compare losses from any high point for CSEIX and AIGYX.


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Drawdown Indicators


CSEIXAIGYXDifference

Max Drawdown

Largest peak-to-trough decline

-72.58%

-79.94%

+7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-12.30%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-33.25%

-31.20%

-2.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.75%

-43.10%

+0.35%

Current Drawdown

Current decline from peak

-6.73%

-6.16%

-0.57%

Average Drawdown

Average peak-to-trough decline

-10.79%

-12.49%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.76%

+0.28%

Volatility

CSEIX vs. AIGYX - Volatility Comparison

Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and abrdn Realty Income & Growth Fund (AIGYX) have volatilities of 4.48% and 4.64%, 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


CSEIXAIGYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

4.64%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

9.19%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

16.14%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

20.72%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

21.94%

-1.01%