CSRIX vs. FXAIX
Compare and contrast key facts about Cohen & Steers Institutional Realty Shares (CSRIX) and Fidelity 500 Index Fund (FXAIX).
CSRIX is managed by Cohen & Steers. It was launched on Feb 14, 2000. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSRIX or FXAIX.
Key characteristics
| CSRIX | FXAIX | |
|---|---|---|
| YTD Return | 11.00% | 22.62% |
| 1Y Return | 29.14% | 33.98% |
| 3Y Return (Ann) | -1.09% | 8.87% |
| 5Y Return (Ann) | 4.83% | 15.21% |
| 10Y Return (Ann) | 3.07% | 13.15% |
| Sharpe Ratio | 1.70 | 2.85 |
| Sortino Ratio | 2.43 | 3.78 |
| Omega Ratio | 1.31 | 1.53 |
| Calmar Ratio | 0.96 | 4.10 |
| Martin Ratio | 7.89 | 18.55 |
| Ulcer Index | 3.51% | 1.87% |
| Daily Std Dev | 16.29% | 12.13% |
| Max Drawdown | -76.32% | -33.79% |
| Current Drawdown | -7.29% | -1.36% |
Correlation
The correlation between CSRIX and FXAIX 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. FXAIX - Performance Comparison
In the year-to-date period, CSRIX achieves a 11.00% return, which is significantly lower than FXAIX's 22.62% return. Over the past 10 years, CSRIX has underperformed FXAIX with an annualized return of 3.07%, while FXAIX has yielded a comparatively higher 13.15% 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. FXAIX - Expense Ratio Comparison
CSRIX has a 0.76% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
CSRIX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Institutional Realty Shares (CSRIX) and Fidelity 500 Index Fund (FXAIX). 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. FXAIX - Dividend Comparison
CSRIX's dividend yield for the trailing twelve months is around 2.88%, more than FXAIX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSRIX Cohen & Steers Institutional Realty Shares | 2.88% | 3.04% | 3.22% | 1.66% | 2.72% | 2.70% | 3.97% | 2.85% | 3.31% | 2.94% | 2.48% | 2.74% |
FXAIX Fidelity 500 Index Fund | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Drawdowns
CSRIX vs. FXAIX - Drawdown Comparison
The maximum CSRIX drawdown since its inception was -76.32%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CSRIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
CSRIX vs. FXAIX - Volatility Comparison
Cohen & Steers Institutional Realty Shares (CSRIX) has a higher volatility of 5.11% compared to Fidelity 500 Index Fund (FXAIX) at 3.04%. This indicates that CSRIX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.