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CSRIX vs. FFNOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CSRIX and FFNOX is 0.62, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Institutional Realty Shares (CSRIX) and Fidelity Multi-Asset Index Fund (FFNOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CSRIX:

0.94

FFNOX:

0.83

Sortino Ratio

CSRIX:

1.26

FFNOX:

1.13

Omega Ratio

CSRIX:

1.16

FFNOX:

1.16

Calmar Ratio

CSRIX:

0.76

FFNOX:

0.79

Martin Ratio

CSRIX:

2.56

FFNOX:

3.48

Ulcer Index

CSRIX:

5.92%

FFNOX:

3.19%

Daily Std Dev

CSRIX:

17.63%

FFNOX:

15.04%

Max Drawdown

CSRIX:

-72.32%

FFNOX:

-49.77%

Current Drawdown

CSRIX:

-6.57%

FFNOX:

-0.35%

Returns By Period

In the year-to-date period, CSRIX achieves a 3.58% return, which is significantly lower than FFNOX's 5.43% return. Over the past 10 years, CSRIX has underperformed FFNOX with an annualized return of 7.02%, while FFNOX has yielded a comparatively higher 8.87% annualized return.


CSRIX

YTD

3.58%

1M

1.78%

6M

-5.67%

1Y

16.52%

3Y*

2.25%

5Y*

8.82%

10Y*

7.02%

FFNOX

YTD

5.43%

1M

4.77%

6M

3.03%

1Y

12.39%

3Y*

10.81%

5Y*

11.45%

10Y*

8.87%

*Annualized

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Fidelity Multi-Asset Index Fund

CSRIX vs. FFNOX - Expense Ratio Comparison

CSRIX has a 0.76% expense ratio, which is higher than FFNOX's 0.11% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CSRIX vs. FFNOX — Risk-Adjusted Performance Rank

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

CSRIX
The Risk-Adjusted Performance Rank of CSRIX is 6666
Overall Rank
The Sharpe Ratio Rank of CSRIX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CSRIX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CSRIX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of CSRIX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of CSRIX is 5656
Martin Ratio Rank

FFNOX
The Risk-Adjusted Performance Rank of FFNOX is 6666
Overall Rank
The Sharpe Ratio Rank of FFNOX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FFNOX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FFNOX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FFNOX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FFNOX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CSRIX Sharpe Ratio is 0.94, which is comparable to the FFNOX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CSRIX and FFNOX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CSRIX vs. FFNOX - Dividend Comparison

CSRIX's dividend yield for the trailing twelve months is around 2.89%, less than FFNOX's 6.22% yield.


TTM20242023202220212020201920182017201620152014
CSRIX
Cohen & Steers Institutional Realty Shares
2.89%2.97%3.04%4.93%3.87%4.91%10.67%6.33%6.98%12.61%13.63%5.73%
FFNOX
Fidelity Multi-Asset Index Fund
6.22%6.43%4.98%7.14%5.71%2.87%2.96%2.90%2.49%2.50%2.78%2.46%

Drawdowns

CSRIX vs. FFNOX - Drawdown Comparison

The maximum CSRIX drawdown since its inception was -72.32%, which is greater than FFNOX's maximum drawdown of -49.77%. Use the drawdown chart below to compare losses from any high point for CSRIX and FFNOX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CSRIX vs. FFNOX - Volatility Comparison

Cohen & Steers Institutional Realty Shares (CSRIX) has a higher volatility of 4.61% compared to Fidelity Multi-Asset Index Fund (FFNOX) at 3.25%. 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.


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