CSEIX vs. VB
CSEIX (Cohen & Steers Real Estate Securities Fund, Inc.) and VB (Vanguard Small-Cap ETF) are both funds - CSEIX is a REIT fund managed by T. Rowe Price, while VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, CSEIX returned 7.11%/yr vs 12.23%/yr for VB. A 0.69 correlation means they provide meaningful diversification when combined. CSEIX charges 1.10%/yr vs 0.05%/yr for VB.
Performance
CSEIX vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, CSEIX achieves a 14.31% return, which is significantly lower than VB's 16.59% return. Over the past 10 years, CSEIX has underperformed VB with an annualized return of 7.11%, while VB has yielded a comparatively higher 12.23% annualized return.
CSEIX
- 1D
- -0.16%
- 1M
- 0.05%
- YTD
- 14.31%
- 6M
- 14.31%
- 1Y
- 15.01%
- 3Y*
- 12.51%
- 5Y*
- 3.96%
- 10Y*
- 7.11%
VB
- 1D
- 0.80%
- 1M
- 2.29%
- YTD
- 16.59%
- 6M
- 14.23%
- 1Y
- 29.94%
- 3Y*
- 17.63%
- 5Y*
- 7.20%
- 10Y*
- 12.23%
CSEIX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSEIX Cohen & Steers Real Estate Securities Fund, Inc. | 14.31% | 4.01% | 6.50% | 12.81% | -26.47% | 41.29% | -1.99% | 31.50% | -4.52% | 7.79% |
VB Vanguard Small-Cap ETF | 16.59% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between CSEIX and VB is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.69 |
Over the past year, the correlation between CSEIX and VB has dropped to 0.46 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
CSEIX vs. VB — Risk / Return Rank
CSEIX
VB
CSEIX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and Vanguard Small-Cap ETF (VB). 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 | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.35 | -1.75 |
| Martin ratioReturn relative to average drawdown | 4.73 | 12.29 | -7.56 |
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Drawdowns
CSEIX vs. VB - Drawdown Comparison
The maximum CSEIX drawdown since its inception was -72.58%, which is greater than VB's maximum drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for CSEIX and VB.
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Drawdown Indicators
| CSEIX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.58% | -59.56% | -13.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -8.98% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.31% | -25.36% | +8.05% |
Max Drawdown (5Y)Largest decline over 5 years | -33.25% | -28.15% | -5.10% |
Max Drawdown (10Y)Largest decline over 10 years | -42.75% | -42.05% | -0.70% |
Current DrawdownCurrent decline from peak | -0.60% | 0.00% | -0.60% |
Average DrawdownAverage peak-to-trough decline | -10.71% | -8.42% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 2.44% | +0.25% |
Volatility
CSEIX vs. VB - Volatility Comparison
Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) has a higher volatility of 5.30% compared to Vanguard Small-Cap ETF (VB) at 4.86%. This indicates that CSEIX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSEIX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 4.86% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 12.21% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.86% | 16.63% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 20.78% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 21.42% | -0.44% |
CSEIX vs. VB - Expense Ratio Comparison
CSEIX has a 1.10% expense ratio, which is higher than VB's 0.05% expense ratio.
Dividends
CSEIX vs. VB - Dividend Comparison
CSEIX's dividend yield for the trailing twelve months is around 3.34%, more than VB's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSEIX Cohen & Steers Real Estate Securities Fund, Inc. | 3.34% | 3.75% | 2.72% | 2.89% | 7.91% | 4.37% | 5.48% | 7.83% | 3.51% | 2.39% | 5.87% | 23.00% |
VB Vanguard Small-Cap ETF | 1.17% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
CSEIX and VB have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSEIX has higher volatility (5.30%) compared to VB (4.86%). In terms of maximum drawdown, CSEIX dropped -72.58% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.81 vs 0.91), 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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