CSRIX vs. FFNOX
Compare and contrast key facts about Cohen & Steers Institutional Realty Shares (CSRIX) and Fidelity Multi-Asset Index Fund (FFNOX).
CSRIX is managed by Cohen & Steers. It was launched on Feb 14, 2000. FFNOX is managed by Fidelity. It was launched on Jun 29, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSRIX or FFNOX.
Key characteristics
| CSRIX | FFNOX | |
|---|---|---|
| YTD Return | 11.97% | 14.28% |
| 1Y Return | 29.43% | 25.59% |
| 3Y Return (Ann) | -0.72% | 4.13% |
| 5Y Return (Ann) | 5.00% | 10.00% |
| 10Y Return (Ann) | 3.07% | 9.13% |
| Sharpe Ratio | 1.86 | 2.38 |
| Sortino Ratio | 2.63 | 3.23 |
| Omega Ratio | 1.33 | 1.45 |
| Calmar Ratio | 1.05 | 2.38 |
| Martin Ratio | 8.60 | 13.58 |
| Ulcer Index | 3.52% | 1.88% |
| Daily Std Dev | 16.26% | 10.75% |
| Max Drawdown | -76.32% | -48.68% |
| Current Drawdown | -6.49% | 0.00% |
Correlation
The correlation between CSRIX and FFNOX is 0.63, 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.
Performance
CSRIX vs. FFNOX - Performance Comparison
In the year-to-date period, CSRIX achieves a 11.97% return, which is significantly lower than FFNOX's 14.28% return. Over the past 10 years, CSRIX has underperformed FFNOX with an annualized return of 3.07%, while FFNOX has yielded a comparatively higher 9.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSRIX vs. FFNOX - Expense Ratio Comparison
CSRIX has a 0.76% expense ratio, which is higher than FFNOX's 0.11% expense ratio.
Risk-Adjusted Performance
CSRIX vs. FFNOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Institutional Realty Shares (CSRIX) and Fidelity Multi-Asset Index Fund (FFNOX). 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.
Dividends
CSRIX vs. FFNOX - Dividend Comparison
CSRIX's dividend yield for the trailing twelve months is around 2.85%, more than FFNOX's 1.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSRIX Cohen & Steers Institutional Realty Shares | 2.85% | 3.04% | 3.22% | 1.66% | 2.72% | 2.70% | 3.97% | 2.85% | 3.31% | 2.94% | 2.48% | 2.74% |
FFNOX Fidelity Multi-Asset Index Fund | 1.83% | 3.83% | 2.04% | 1.87% | 1.59% | 2.25% | 2.25% | 1.86% | 2.09% | 2.50% | 4.56% | 3.75% |
Drawdowns
CSRIX vs. FFNOX - Drawdown Comparison
The maximum CSRIX drawdown since its inception was -76.32%, which is greater than FFNOX's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for CSRIX and FFNOX. For additional features, visit the drawdowns tool.
Volatility
CSRIX vs. FFNOX - Volatility Comparison
Cohen & Steers Institutional Realty Shares (CSRIX) has a higher volatility of 5.19% compared to Fidelity Multi-Asset Index Fund (FFNOX) at 2.80%. This indicates that CSRIX's price experiences larger fluctuations and is considered to be riskier than FFNOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.