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CSM vs. LSEQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSM vs. LSEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Proshares Large Cap Core Plus (CSM) and Harbor Long-Short Equity ETF (LSEQ). The values are adjusted to include any dividend payments, if applicable.

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CSM vs. LSEQ - Yearly Performance Comparison


2026 (YTD)202520242023
CSM
Proshares Large Cap Core Plus
-5.83%21.84%22.09%5.34%
LSEQ
Harbor Long-Short Equity ETF
20.53%4.13%12.80%-1.20%

Returns By Period

In the year-to-date period, CSM achieves a -5.83% return, which is significantly lower than LSEQ's 20.53% return.


CSM

1D
2.46%
1M
-4.91%
YTD
-5.83%
6M
-1.69%
1Y
18.78%
3Y*
17.57%
5Y*
11.42%
10Y*
12.84%

LSEQ

1D
0.81%
1M
-2.60%
YTD
20.53%
6M
20.58%
1Y
17.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSM vs. LSEQ - Expense Ratio Comparison

CSM has a 0.45% expense ratio, which is lower than LSEQ's 1.70% expense ratio.


Return for Risk

CSM vs. LSEQ — Risk / Return Rank

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

CSM
CSM Risk / Return Rank: 6363
Overall Rank
CSM Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CSM Sortino Ratio Rank: 6262
Sortino Ratio Rank
CSM Omega Ratio Rank: 6565
Omega Ratio Rank
CSM Calmar Ratio Rank: 6161
Calmar Ratio Rank
CSM Martin Ratio Rank: 7070
Martin Ratio Rank

LSEQ
LSEQ Risk / Return Rank: 6464
Overall Rank
LSEQ Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
LSEQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
LSEQ Omega Ratio Rank: 5858
Omega Ratio Rank
LSEQ Calmar Ratio Rank: 8585
Calmar Ratio Rank
LSEQ Martin Ratio Rank: 4848
Martin Ratio Rank
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.

CSM vs. LSEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and Harbor Long-Short Equity ETF (LSEQ). 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.


CSMLSEQDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.12

-0.13

Sortino ratio

Return per unit of downside risk

1.53

1.66

-0.14

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.49

2.54

-1.05

Martin ratio

Return relative to average drawdown

6.81

4.60

+2.21

CSM vs. LSEQ - Sharpe Ratio Comparison

The current CSM Sharpe Ratio is 0.99, which is comparable to the LSEQ Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of CSM and LSEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSMLSEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.12

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

1.10

-0.29

Correlation

The correlation between CSM and LSEQ is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSM vs. LSEQ - Dividend Comparison

CSM's dividend yield for the trailing twelve months is around 1.16%, less than LSEQ's 1.83% yield.


TTM20252024202320222021202020192018201720162015
CSM
Proshares Large Cap Core Plus
1.16%1.04%1.06%1.17%1.37%0.78%1.21%1.41%1.54%1.28%1.49%1.67%
LSEQ
Harbor Long-Short Equity ETF
1.83%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CSM vs. LSEQ - Drawdown Comparison

The maximum CSM drawdown since its inception was -36.11%, which is greater than LSEQ's maximum drawdown of -8.35%. Use the drawdown chart below to compare losses from any high point for CSM and LSEQ.


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Drawdown Indicators


CSMLSEQDifference

Max Drawdown

Largest peak-to-trough decline

-36.11%

-8.35%

-27.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-7.40%

-5.52%

Max Drawdown (5Y)

Largest decline over 5 years

-23.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.11%

Current Drawdown

Current decline from peak

-7.17%

-2.60%

-4.57%

Average Drawdown

Average peak-to-trough decline

-4.07%

-3.34%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

4.08%

-1.26%

Volatility

CSM vs. LSEQ - Volatility Comparison

The current volatility for Proshares Large Cap Core Plus (CSM) is 4.79%, while Harbor Long-Short Equity ETF (LSEQ) has a volatility of 6.23%. This indicates that CSM experiences smaller price fluctuations and is considered to be less risky than LSEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSMLSEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

6.23%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

12.47%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

15.88%

+3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

14.23%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

14.23%

+4.14%