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CSRIX vs. PURZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSRIX vs. PURZX - Performance Comparison

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

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CSRIX vs. PURZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSRIX
Cohen & Steers Institutional Realty Shares
2.92%3.10%6.26%12.75%-25.15%42.40%-2.55%36.11%-4.68%6.71%
PURZX
PGIM Global Real Estate Fund
3.07%9.22%3.64%11.24%-26.73%27.91%-4.39%20.60%-5.32%10.36%

Returns By Period

In the year-to-date period, CSRIX achieves a 2.92% return, which is significantly lower than PURZX's 3.07% return. Over the past 10 years, CSRIX has outperformed PURZX with an annualized return of 6.43%, while PURZX has yielded a comparatively lower 3.71% annualized return.


CSRIX

1D
1.02%
1M
-6.52%
YTD
2.92%
6M
0.23%
1Y
2.69%
3Y*
7.46%
5Y*
4.15%
10Y*
6.43%

PURZX

1D
1.73%
1M
-8.28%
YTD
3.07%
6M
1.97%
1Y
11.08%
3Y*
8.20%
5Y*
2.54%
10Y*
3.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSRIX vs. PURZX - Expense Ratio Comparison

CSRIX has a 0.76% expense ratio, which is lower than PURZX's 0.93% expense ratio.


Return for Risk

CSRIX vs. PURZX — 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: 88
Sharpe Ratio Rank
CSRIX Sortino Ratio Rank: 77
Sortino Ratio Rank
CSRIX Omega Ratio Rank: 77
Omega Ratio Rank
CSRIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
CSRIX Martin Ratio Rank: 1212
Martin Ratio Rank

PURZX
PURZX Risk / Return Rank: 3232
Overall Rank
PURZX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PURZX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PURZX Omega Ratio Rank: 2727
Omega Ratio Rank
PURZX Calmar Ratio Rank: 3535
Calmar Ratio Rank
PURZX Martin Ratio Rank: 3737
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. PURZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Institutional Realty Shares (CSRIX) and PGIM Global Real Estate Fund (PURZX). 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.


CSRIXPURZXDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.79

-0.61

Sortino ratio

Return per unit of downside risk

0.35

1.16

-0.81

Omega ratio

Gain probability vs. loss probability

1.05

1.16

-0.11

Calmar ratio

Return relative to maximum drawdown

0.34

1.07

-0.73

Martin ratio

Return relative to average drawdown

1.18

4.25

-3.07

CSRIX vs. PURZX - Sharpe Ratio Comparison

The current CSRIX Sharpe Ratio is 0.18, which is lower than the PURZX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of CSRIX and PURZX, 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


CSRIXPURZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.79

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.16

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.22

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.36

-0.04

Correlation

The correlation between CSRIX and PURZX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CSRIX vs. PURZX - Dividend Comparison

CSRIX's dividend yield for the trailing twelve months is around 2.38%, less than PURZX's 2.77% yield.


TTM20252024202320222021202020192018201720162015
CSRIX
Cohen & Steers Institutional Realty Shares
2.38%3.14%2.97%3.04%4.28%3.87%4.91%12.97%5.45%6.28%12.61%13.63%
PURZX
PGIM Global Real Estate Fund
2.77%2.85%2.68%2.27%2.22%16.92%1.71%10.18%4.22%3.93%4.67%3.45%

Drawdowns

CSRIX vs. PURZX - Drawdown Comparison

The maximum CSRIX drawdown since its inception was -41.45%, smaller than the maximum PURZX drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for CSRIX and PURZX.


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Drawdown Indicators


CSRIXPURZXDifference

Max Drawdown

Largest peak-to-trough decline

-41.45%

-69.49%

+28.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-11.12%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-31.79%

-34.80%

+3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.45%

-41.05%

-0.40%

Current Drawdown

Current decline from peak

-6.52%

-8.43%

+1.91%

Average Drawdown

Average peak-to-trough decline

-8.91%

-12.04%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.80%

+0.45%

Volatility

CSRIX vs. PURZX - Volatility Comparison

The current volatility for Cohen & Steers Institutional Realty Shares (CSRIX) is 4.43%, while PGIM Global Real Estate Fund (PURZX) has a volatility of 4.95%. This indicates that CSRIX experiences smaller price fluctuations and is considered to be less risky than PURZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSRIXPURZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

4.95%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

8.46%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

14.65%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.56%

16.30%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.48%

17.24%

+3.24%