CSEIX vs. SCHG

Last updated Aug 1, 2026

CSEIX (Cohen & Steers Real Estate Securities Fund, Inc.) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both funds - CSEIX is a REIT fund managed by T. Rowe Price, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 10 years, CSEIX returned 6.41%/yr vs 18.27%/yr for SCHG. Their 0.54 correlation means they have sometimes moved together and sometimes differently. CSEIX charges 1.10%/yr vs 0.04%/yr for SCHG.

Performance

CSEIX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSEIX achieves a 16.85% return, which is significantly higher than SCHG's 4.99% return. Over the past 10 years, CSEIX has underperformed SCHG with an annualized return of 6.41%, while SCHG has yielded a comparatively higher 18.27% 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%

SCHG

• 1D: 1.12%
• 1M: 0.15%
• 6M: 7.02%
• YTD: 4.99%
• 1Y: 16.16%
• 3Y*: 21.39%
• 5Y*: 13.15%
• 10Y*: 18.27%
• ALL TIME*: 16.34%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CSEIX Cohen & Steers Real Estate Securities Fund, Inc.	$0.00	$0.00	$0.00
SCHG Schwab U.S. Large-Cap Growth ETF	$247.66M	$249.87M	$339.91M

CSEIX vs. SCHG - 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%
SCHG Schwab U.S. Large-Cap Growth ETF	4.99%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between CSEIX and SCHG is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.05
Correlation (3Y) Balances recent behavior with more history.	0.22
Correlation (5Y) Shows whether the relationship held over a longer period.	0.41
Correlation (10Y) Provides a long-term view across more market conditions.	0.44
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.54

Over the past year, the correlation between CSEIX and SCHG has dropped to 0.05 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

Return for Risk

CSEIX vs. SCHG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSEIX

CSEIX Risk / Return Rank: 47
CSEIX Sharpe Ratio Rank: 40
CSEIX Sortino Ratio Rank: 38
CSEIX Omega Ratio Rank: 38
CSEIX Calmar Ratio Rank: 63
CSEIX Martin Ratio Rank: 55

SCHG

SCHG Risk / Return Rank: 30
SCHG Sharpe Ratio Rank: 33
SCHG Sortino Ratio Rank: 31
SCHG Omega Ratio Rank: 31
SCHG Calmar Ratio Rank: 26
SCHG Martin Ratio Rank: 30

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSEIX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	1.18	0.82	+0.36
Sortino ratio: Return per unit of downside risk	1.67	1.20	+0.47
Omega ratio: Gain probability vs. loss probability	1.21	1.15	+0.06
Calmar ratio: Return relative to maximum drawdown	2.08	0.83	+1.25
Martin ratio: Return relative to average drawdown	7.29	2.62	+4.67

CSEIX vs. SCHG - Sharpe Ratio Comparison

The current CSEIX Sharpe Ratio is 1.18, which is higher than the SCHG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CSEIX and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CSEIX vs. SCHG - Drawdown Comparison

The maximum CSEIX drawdown since its inception was -72.58%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for CSEIX and SCHG.

Drawdown Indicators

	CSEIX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-72.58%	-34.59%	-37.99%
Max Drawdown (1Y) Largest decline over 1 year	-7.92%	-16.41%	+8.49%
Max Drawdown (3Y) Largest decline over 3 years	-17.31%	-23.39%	+6.08%
Max Drawdown (5Y) Largest decline over 5 years	-33.25%	-34.59%	+1.34%
Max Drawdown (10Y) Largest decline over 10 years	-42.75%	-34.59%	-8.16%
Current Drawdown Current decline from peak	-1.70%	-3.10%	+1.40%
Average Drawdown Average peak-to-trough decline	-10.68%	-5.19%	-5.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.40%	5.19%	-2.79%

Volatility

CSEIX vs. SCHG - Volatility Comparison

Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 4.24% and 4.32%, 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.

Volatility by Period

	CSEIX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.24%	4.32%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	11.15%	12.90%	-1.75%
Volatility (1Y) Calculated over the trailing 1-year period	14.11%	16.67%	-2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.94%	22.42%	-3.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.99%	21.59%	-0.60%

CSEIX vs. SCHG - Expense Ratio Comparison

CSEIX has a 1.10% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

CSEIX vs. SCHG - Dividend Comparison

CSEIX's dividend yield for the trailing twelve months is around 3.16%, more than SCHG's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both CSEIX and SCHG in my portfolio?

CSEIX and SCHG have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSEIX or SCHG?

SCHG has higher volatility (4.32%) compared to CSEIX (4.24%). In terms of maximum drawdown, CSEIX dropped -72.58% vs SCHG's -34.59%.

Which has better risk-adjusted returns?

CSEIX currently has the higher Sharpe Ratio (1.18 vs 0.82), 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.