CSEIX vs. TRBCX
CSEIX (Cohen & Steers Real Estate Securities Fund, Inc.) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both mutual funds - CSEIX is a REIT fund managed by T. Rowe Price, while TRBCX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, CSEIX returned 7.00%/yr vs 17.70%/yr for TRBCX. A 0.53 correlation means they provide meaningful diversification when combined. CSEIX charges 1.10%/yr vs 0.69%/yr for TRBCX.
Performance
CSEIX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, CSEIX achieves a 13.06% return, which is significantly higher than TRBCX's 0.19% return. Over the past 10 years, CSEIX has underperformed TRBCX with an annualized return of 7.00%, while TRBCX has yielded a comparatively higher 17.70% 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%
TRBCX
- 1D
- -1.60%
- 1M
- -3.26%
- YTD
- 0.19%
- 6M
- -0.94%
- 1Y
- 15.20%
- 3Y*
- 25.86%
- 5Y*
- 11.30%
- 10Y*
- 17.70%
CSEIX vs. TRBCX - 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 0.19% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between CSEIX and TRBCX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 1997 | 0.53 |
Over the past year, the correlation between CSEIX and TRBCX has dropped to 0.01 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
CSEIX vs. TRBCX — Risk / Return Rank
CSEIX
TRBCX
CSEIX vs. TRBCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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 | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.98 | +0.69 |
| Martin ratioReturn relative to average drawdown | 4.91 | 3.23 | +1.68 |
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Drawdowns
CSEIX vs. TRBCX - Drawdown Comparison
The maximum CSEIX drawdown since its inception was -72.58%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CSEIX and TRBCX.
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Drawdown Indicators
| CSEIX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -54.56% | -18.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -17.01% | +9.09% |
Max Drawdown (3Y)Largest decline over 3 years | -17.31% | -23.08% | +5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -33.25% | -43.63% | +10.38% |
Max Drawdown (10Y)Largest decline over 10 years | -42.75% | -43.63% | +0.88% |
Current DrawdownCurrent decline from peak | -1.69% | -5.67% | +3.98% |
Average DrawdownAverage peak-to-trough decline | -10.71% | -11.29% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 5.14% | -2.45% |
Volatility
CSEIX vs. TRBCX - Volatility Comparison
The current volatility for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) is 5.14%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 6.46%. This indicates that CSEIX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSEIX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 6.46% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 14.49% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 17.62% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.90% | 24.16% | -5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 22.87% | -1.89% |
CSEIX vs. TRBCX - Expense Ratio Comparison
CSEIX has a 1.10% expense ratio, which is higher than TRBCX's 0.69% expense ratio.
Dividends
CSEIX vs. TRBCX - Dividend Comparison
CSEIX's dividend yield for the trailing twelve months is around 3.38%, less than TRBCX's 5.24% 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.24% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
CSEIX and TRBCX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRBCX has higher volatility (6.46%) compared to CSEIX (5.14%). In terms of maximum drawdown, CSEIX dropped -72.58% vs TRBCX's -54.56%.
CSEIX currently has the higher Sharpe Ratio (0.96 vs 0.95), 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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