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CSRIX vs. PSF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSRIX vs. PSF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Institutional Realty Shares (CSRIX) and Cohen & Steers Select Preferred and Income Fund (PSF). The values are adjusted to include any dividend payments, if applicable.

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CSRIX vs. PSF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSRIX
Cohen & Steers Institutional Realty Shares
1.88%3.10%6.26%12.75%-25.15%42.40%-2.55%36.11%-4.68%6.71%
PSF
Cohen & Steers Select Preferred and Income Fund
-2.58%10.63%12.84%9.88%-24.55%3.89%-3.78%42.60%-9.01%16.79%

Returns By Period

In the year-to-date period, CSRIX achieves a 1.88% return, which is significantly higher than PSF's -2.58% return. Over the past 10 years, CSRIX has outperformed PSF with an annualized return of 6.32%, while PSF has yielded a comparatively lower 5.44% annualized return.


CSRIX

1D
0.29%
1M
-7.07%
YTD
1.88%
6M
-0.74%
1Y
1.82%
3Y*
7.10%
5Y*
4.32%
10Y*
6.32%

PSF

1D
2.21%
1M
-4.29%
YTD
-2.58%
6M
-3.17%
1Y
4.58%
3Y*
10.65%
5Y*
0.77%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSRIX vs. PSF - Expense Ratio Comparison

CSRIX has a 0.76% expense ratio, which is lower than PSF's 4.28% expense ratio.


Return for Risk

CSRIX vs. PSF — Risk / Return Rank

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

CSRIX
CSRIX Risk / Return Rank: 99
Overall Rank
CSRIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CSRIX Sortino Ratio Rank: 88
Sortino Ratio Rank
CSRIX Omega Ratio Rank: 88
Omega Ratio Rank
CSRIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
CSRIX Martin Ratio Rank: 1111
Martin Ratio Rank

PSF
PSF Risk / Return Rank: 1515
Overall Rank
PSF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PSF Sortino Ratio Rank: 1212
Sortino Ratio Rank
PSF Omega Ratio Rank: 1515
Omega Ratio Rank
PSF Calmar Ratio Rank: 1616
Calmar Ratio Rank
PSF Martin Ratio Rank: 1717
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.

CSRIX vs. PSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Institutional Realty Shares (CSRIX) and Cohen & Steers Select Preferred and Income Fund (PSF). 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.


CSRIXPSFDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.41

-0.25

Sortino ratio

Return per unit of downside risk

0.33

0.59

-0.25

Omega ratio

Gain probability vs. loss probability

1.04

1.10

-0.06

Calmar ratio

Return relative to maximum drawdown

0.23

0.45

-0.23

Martin ratio

Return relative to average drawdown

0.80

1.78

-0.98

CSRIX vs. PSF - Sharpe Ratio Comparison

The current CSRIX Sharpe Ratio is 0.16, which is lower than the PSF Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of CSRIX and PSF, 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


CSRIXPSFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.41

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.05

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.26

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.37

-0.06

Correlation

The correlation between CSRIX and PSF is 0.31, 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

CSRIX vs. PSF - Dividend Comparison

CSRIX's dividend yield for the trailing twelve months is around 2.40%, less than PSF's 7.80% yield.


TTM20252024202320222021202020192018201720162015
CSRIX
Cohen & Steers Institutional Realty Shares
2.40%3.14%2.97%3.04%4.28%3.87%4.91%12.97%5.45%6.28%12.61%13.63%
PSF
Cohen & Steers Select Preferred and Income Fund
7.80%7.46%7.65%8.29%8.65%9.08%7.02%6.55%8.68%7.70%9.35%8.81%

Drawdowns

CSRIX vs. PSF - Drawdown Comparison

The maximum CSRIX drawdown since its inception was -41.45%, smaller than the maximum PSF drawdown of -55.01%. Use the drawdown chart below to compare losses from any high point for CSRIX and PSF.


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Drawdown Indicators


CSRIXPSFDifference

Max Drawdown

Largest peak-to-trough decline

-41.45%

-55.01%

+13.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-9.42%

-1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-31.79%

-40.80%

+9.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.45%

-55.01%

+13.56%

Current Drawdown

Current decline from peak

-7.47%

-11.45%

+3.98%

Average Drawdown

Average peak-to-trough decline

-8.91%

-10.00%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.40%

+0.82%

Volatility

CSRIX vs. PSF - Volatility Comparison

The current volatility for Cohen & Steers Institutional Realty Shares (CSRIX) is 4.28%, while Cohen & Steers Select Preferred and Income Fund (PSF) has a volatility of 4.65%. This indicates that CSRIX experiences smaller price fluctuations and is considered to be less risky than PSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSRIXPSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.65%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

6.23%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

11.19%

+4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.56%

14.57%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

21.11%

-0.63%