CSEIX vs. VB

Last updated Apr 1, 2026

Compare and contrast key facts about Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) and Vanguard Small-Cap ETF (VB).

CSEIX is managed by T. Rowe Price. It was launched on Sep 2, 1997. VB is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap. It was launched on Jan 26, 2004.

Performance

CSEIX vs. VB - Performance Comparison

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

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.	1.43%	4.01%	6.50%	12.81%	-26.47%	41.29%	-1.99%	31.50%	-4.52%	7.79%
VB Vanguard Small-Cap ETF	1.92%	8.87%	14.17%	18.22%	-17.51%	17.57%	19.19%	27.34%	-9.34%	16.26%

Returns By Period

In the year-to-date period, CSEIX achieves a 1.43% return, which is significantly lower than VB's 1.92% return. Over the past 10 years, CSEIX has underperformed VB with an annualized return of 6.04%, while VB has yielded a comparatively higher 10.51% annualized return.

CSEIX

• 1D: 0.31%
• 1M: -7.27%
• YTD: 1.43%
• 6M: -0.16%
• 1Y: 2.11%
• 3Y*: 7.33%
• 5Y*: 4.07%
• 10Y*: 6.04%

VB

• 1D: 3.18%
• 1M: -5.13%
• YTD: 1.92%
• 6M: 3.76%
• 1Y: 19.75%
• 3Y*: 13.04%
• 5Y*: 5.35%
• 10Y*: 10.51%

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

CSEIX vs. VB - Expense Ratio Comparison

CSEIX has a 1.10% expense ratio, which is higher than VB's 0.05% expense ratio.

CSEIX

Cohen & Steers Real Estate Securities Fund, Inc.

VB

Vanguard Small-Cap ETF

Return for Risk

CSEIX vs. VB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSEIX

CSEIX Risk / Return Rank: 10
CSEIX Sharpe Ratio Rank: 9
CSEIX Sortino Ratio Rank: 9
CSEIX Omega Ratio Rank: 8
CSEIX Calmar Ratio Rank: 11
CSEIX Martin Ratio Rank: 12

VB

VB Risk / Return Rank: 59
VB Sharpe Ratio Rank: 55
VB Sortino Ratio Rank: 58
VB Omega Ratio Rank: 55
VB Calmar Ratio Rank: 60
VB Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	CSEIX	VB	Difference
Sharpe ratio Return per unit of total volatility	0.18	0.91	-0.73
Sortino ratio Return per unit of downside risk	0.35	1.41	-1.06
Omega ratio Gain probability vs. loss probability	1.05	1.19	-0.14
Calmar ratio Return relative to maximum drawdown	0.24	1.39	-1.15
Martin ratio Return relative to average drawdown	0.93	5.97	-5.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSEIX vs. VB - Sharpe Ratio Comparison

The current CSEIX Sharpe Ratio is 0.18, which is lower than the VB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CSEIX and VB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CSEIX	VB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	0.91	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.26	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.49	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.42	-0.08

Correlation

The correlation between CSEIX and VB is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CSEIX vs. VB - Dividend Comparison

CSEIX's dividend yield for the trailing twelve months is around 3.08%, more than VB's 1.34% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSEIX Cohen & Steers Real Estate Securities Fund, Inc.	3.08%	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	1.34%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

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.

Drawdown Indicators

	CSEIX	VB	Difference
Max Drawdown Largest peak-to-trough decline	-72.58%	-59.56%	-13.02%
Max Drawdown (1Y) Largest decline over 1 year	-11.83%	-14.29%	+2.46%
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 Drawdown Current decline from peak	-7.64%	-6.08%	-1.56%
Average Drawdown Average peak-to-trough decline	-10.79%	-8.49%	-2.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	3.32%	-0.31%

Volatility

CSEIX vs. VB - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Securities Fund, Inc. (CSEIX) is 4.34%, while Vanguard Small-Cap ETF (VB) has a volatility of 6.84%. This indicates that CSEIX experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSEIX	VB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.34%	6.84%	-2.50%
Volatility (6M) Calculated over the trailing 6-month period	9.50%	12.60%	-3.10%
Volatility (1Y) Calculated over the trailing 1-year period	15.96%	21.86%	-5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.85%	20.78%	-1.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.92%	21.40%	-0.48%