CSEIX vs. IVRSX
CSEIX (Cohen & Steers Real Estate Securities Fund, Inc.) and IVRSX (VY CBRE Real Estate Portfolio) are both REIT funds. Over the past 10 years, CSEIX returned 7.00%/yr vs 5.41%/yr for IVRSX. With a 0.96 correlation, they move nearly in lockstep. CSEIX charges 1.10%/yr vs 0.93%/yr for IVRSX.
Performance
CSEIX vs. IVRSX - Performance Comparison
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Returns By Period
In the year-to-date period, CSEIX achieves a 13.06% return, which is significantly lower than IVRSX's 15.96% return. Over the past 10 years, CSEIX has outperformed IVRSX with an annualized return of 7.00%, while IVRSX has yielded a comparatively lower 5.41% annualized return.
CSEIX
- 1D
- 1.29%
- 1M
- -0.55%
- YTD
- 13.06%
- 6M
- 13.77%
- 1Y
- 11.65%
- 3Y*
- 12.10%
- 5Y*
- 3.82%
- 10Y*
- 7.00%
IVRSX
- 1D
- 1.28%
- 1M
- 0.54%
- YTD
- 15.96%
- 6M
- 16.29%
- 1Y
- 15.63%
- 3Y*
- 11.12%
- 5Y*
- 3.88%
- 10Y*
- 5.41%
CSEIX vs. IVRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSEIX Cohen & Steers Real Estate Securities Fund, Inc. | 13.06% | 4.01% | 6.50% | 12.81% | -26.47% | 41.29% | -1.99% | 31.50% | -4.52% | 7.79% |
IVRSX VY CBRE Real Estate Portfolio | 15.96% | -0.01% | 4.32% | 14.11% | -27.22% | 51.91% | -6.66% | 28.15% | -10.29% | 5.20% |
Correlation
The correlation between CSEIX and IVRSX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.96 |
The correlation between CSEIX and IVRSX has been stable across timeframes, ranging from 0.86 to 0.96 - a consistent structural relationship.
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Return for Risk
CSEIX vs. IVRSX — Risk / Return Rank
CSEIX
IVRSX
CSEIX vs. IVRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and VY CBRE Real Estate Portfolio (IVRSX). 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 | IVRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 2.42 | -0.74 |
| Martin ratioReturn relative to average drawdown | 4.91 | 7.47 | -2.56 |
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Drawdowns
CSEIX vs. IVRSX - Drawdown Comparison
The maximum CSEIX drawdown since its inception was -72.58%, roughly equal to the maximum IVRSX drawdown of -73.77%. Use the drawdown chart below to compare losses from any high point for CSEIX and IVRSX.
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Drawdown Indicators
| CSEIX | IVRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -73.77% | +1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -7.74% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -17.31% | -19.29% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -33.25% | -34.51% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -42.75% | -45.19% | +2.44% |
Current DrawdownCurrent decline from peak | -1.69% | -1.25% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -10.71% | -11.91% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.44% | +0.25% |
Volatility
CSEIX vs. IVRSX - Volatility Comparison
Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and VY CBRE Real Estate Portfolio (IVRSX) have volatilities of 5.14% and 5.04%, 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
| CSEIX | IVRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.04% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 10.21% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 14.18% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 19.67% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 21.58% | -0.60% |
CSEIX vs. IVRSX - Expense Ratio Comparison
CSEIX has a 1.10% expense ratio, which is higher than IVRSX's 0.93% expense ratio.
Dividends
CSEIX vs. IVRSX - Dividend Comparison
CSEIX's dividend yield for the trailing twelve months is around 3.38%, less than IVRSX's 4.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSEIX Cohen & Steers Real Estate Securities Fund, Inc. | 3.38% | 3.75% | 2.72% | 2.89% | 7.91% | 4.37% | 5.48% | 7.83% | 3.51% | 2.39% | 5.87% | 23.00% |
IVRSX VY CBRE Real Estate Portfolio | 4.24% | 2.74% | 2.50% | 8.77% | 26.34% | 1.46% | 13.92% | 2.44% | 11.42% | 2.07% | 1.57% | 1.31% |
Frequently Asked Questions
CSEIX and IVRSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSEIX has higher volatility (5.14%) compared to IVRSX (5.04%). In terms of maximum drawdown, CSEIX dropped -72.58% vs IVRSX's -73.77%.
IVRSX currently has the higher Sharpe Ratio (1.32 vs 0.96), 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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