CSEIX vs. CREEX
CSEIX (Cohen & Steers Real Estate Securities Fund, Inc.) and CREEX (Columbia Real Estate Equity Fund) are both REIT funds. Over the past 10 years, CSEIX returned 6.41%/yr vs 5.65%/yr for CREEX. Their 0.96 correlation means they have historically moved very closely together. CSEIX charges 1.10%/yr vs 1.01%/yr for CREEX.
Performance
CSEIX vs. CREEX - Performance Comparison
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Returns By Period
In the year-to-date period, CSEIX achieves a 16.85% return, which is significantly lower than CREEX's 20.76% return. Over the past 10 years, CSEIX has outperformed CREEX with an annualized return of 6.41%, while CREEX has yielded a comparatively lower 5.65% annualized return.
CSEIX
- 1D
- -1.17%
- 1M
- 1.76%
- 6M
- 14.99%
- YTD
- 16.85%
- 1Y
- 18.01%
- 3Y*
- 10.70%
- 5Y*
- 3.74%
- 10Y*
- 6.41%
- ALL TIME*
- 8.91%
CREEX
- 1D
- -1.35%
- 1M
- 1.29%
- 6M
- 17.72%
- YTD
- 20.76%
- 1Y
- 25.84%
- 3Y*
- 11.31%
- 5Y*
- 4.87%
- 10Y*
- 5.65%
- ALL TIME*
- 9.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CSEIX vs. CREEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSEIX Cohen & Steers Real Estate Securities Fund, Inc. | 16.85% | 4.01% | 6.50% | 12.81% | -26.47% | 41.29% | -1.99% | 31.50% | -4.52% | 7.79% |
CREEX Columbia Real Estate Equity Fund | 20.76% | 0.19% | 7.40% | 16.20% | -25.10% | 41.91% | -3.54% | 28.40% | -7.21% | 4.56% |
Correlation
The correlation between CSEIX and CREEX is 0.93, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.93 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.96 |
The correlation between CSEIX and CREEX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
CSEIX vs. CREEX — Risk / Return Rank
CSEIX
CREEX
CSEIX vs. CREEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and Columbia Real Estate Equity Fund (CREEX). 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.
| CSEIX | CREEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 2.93 | -0.85 |
| Martin ratioReturn relative to average drawdown | 7.29 | 9.74 | -2.46 |
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Drawdowns
CSEIX vs. CREEX - Drawdown Comparison
The maximum CSEIX drawdown since its inception was -72.58%, roughly equal to the maximum CREEX drawdown of -70.78%. Use the drawdown chart below to compare losses from any high point for CSEIX and CREEX.
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Drawdown Indicators
| CSEIX | CREEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -70.78% | -1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -7.94% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.31% | -19.89% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -33.25% | -31.25% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -42.75% | -41.42% | -1.33% |
Current DrawdownCurrent decline from peak | -1.70% | -2.48% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -10.67% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.40% | 0.00% |
Volatility
CSEIX vs. CREEX - Volatility Comparison
The current volatility for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) is 4.24%, while Columbia Real Estate Equity Fund (CREEX) has a volatility of 4.81%. This indicates that CSEIX experiences smaller price fluctuations and is considered to be less risky than CREEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSEIX | CREEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.81% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 10.92% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 14.27% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.94% | 19.11% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.99% | 20.72% | +0.27% |
CSEIX vs. CREEX - Expense Ratio Comparison
CSEIX has a 1.10% expense ratio, which is higher than CREEX's 1.01% expense ratio.
Dividends
CSEIX vs. CREEX - Dividend Comparison
CSEIX's dividend yield for the trailing twelve months is around 3.16%, less than CREEX's 5.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CREEX Columbia Real Estate Equity Fund | 5.55% | 6.26% | 10.13% | 32.32% | 5.92% | 6.41% | 7.50% | 12.02% | 8.22% | 14.73% | 4.23% | 8.59% |
CSEIX Cohen & Steers Real Estate Securities Fund, Inc. | 3.16% | 3.75% | 2.72% | 2.89% | 7.91% | 4.37% | 5.48% | 7.83% | 3.51% | 2.39% | 5.87% | 23.00% |
Frequently Asked Questions
With a correlation of 0.93, CSEIX and CREEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CREEX has higher volatility (4.81%) compared to CSEIX (4.24%). In terms of maximum drawdown, CSEIX dropped -72.58% vs CREEX's -70.78%.
CREEX currently has the higher Sharpe Ratio (1.65 vs 1.18), 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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