CSRIX vs. FXNAX
Compare and contrast key facts about Cohen & Steers Institutional Realty Shares (CSRIX) and Fidelity U.S. Bond Index Fund (FXNAX).
CSRIX is managed by Cohen & Steers. It was launched on Feb 14, 2000. FXNAX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSRIX or FXNAX.
Key characteristics
| CSRIX | FXNAX | |
|---|---|---|
| YTD Return | 13.67% | 2.51% |
| 1Y Return | 33.26% | 8.95% |
| 3Y Return (Ann) | -0.29% | -2.32% |
| 5Y Return (Ann) | 5.32% | -0.20% |
| 10Y Return (Ann) | 3.27% | 1.38% |
| Sharpe Ratio | 1.92 | 1.29 |
| Sortino Ratio | 2.72 | 1.93 |
| Omega Ratio | 1.34 | 1.23 |
| Calmar Ratio | 1.09 | 0.46 |
| Martin Ratio | 8.91 | 4.38 |
| Ulcer Index | 3.52% | 1.69% |
| Daily Std Dev | 16.31% | 5.88% |
| Max Drawdown | -76.32% | -19.64% |
| Current Drawdown | -5.07% | -9.30% |
Correlation
The correlation between CSRIX and FXNAX is 0.09, 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.
Performance
CSRIX vs. FXNAX - Performance Comparison
In the year-to-date period, CSRIX achieves a 13.67% return, which is significantly higher than FXNAX's 2.51% return. Over the past 10 years, CSRIX has outperformed FXNAX with an annualized return of 3.27%, while FXNAX has yielded a comparatively lower 1.38% 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. FXNAX - Expense Ratio Comparison
CSRIX has a 0.76% expense ratio, which is higher than FXNAX's 0.03% expense ratio.
Risk-Adjusted Performance
CSRIX vs. FXNAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Institutional Realty Shares (CSRIX) and Fidelity U.S. Bond Index Fund (FXNAX). 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. FXNAX - Dividend Comparison
CSRIX's dividend yield for the trailing twelve months is around 2.81%, less than FXNAX's 3.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSRIX Cohen & Steers Institutional Realty Shares | 2.81% | 3.04% | 3.22% | 1.66% | 2.72% | 2.70% | 3.97% | 2.85% | 3.31% | 2.94% | 2.48% | 2.74% |
FXNAX Fidelity U.S. Bond Index Fund | 3.29% | 2.92% | 2.41% | 1.81% | 2.10% | 2.69% | 2.74% | 2.52% | 2.52% | 2.69% | 2.59% | 2.39% |
Drawdowns
CSRIX vs. FXNAX - Drawdown Comparison
The maximum CSRIX drawdown since its inception was -76.32%, which is greater than FXNAX's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for CSRIX and FXNAX. For additional features, visit the drawdowns tool.
Volatility
CSRIX vs. FXNAX - Volatility Comparison
Cohen & Steers Institutional Realty Shares (CSRIX) has a higher volatility of 5.36% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.63%. This indicates that CSRIX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.