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

Correlation

The correlation between CSRIX and TIREX is 0.98, 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.


-0.50.00.51.01.0

Performance

CSRIX vs. TIREX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.88%
6.53%
CSRIX
TIREX

Key characteristics

Sharpe Ratio

CSRIX:

0.43

TIREX:

0.14

Sortino Ratio

CSRIX:

0.68

TIREX:

0.30

Omega Ratio

CSRIX:

1.08

TIREX:

1.04

Calmar Ratio

CSRIX:

0.28

TIREX:

0.08

Martin Ratio

CSRIX:

1.68

TIREX:

0.48

Ulcer Index

CSRIX:

3.99%

TIREX:

4.81%

Daily Std Dev

CSRIX:

15.57%

TIREX:

15.92%

Max Drawdown

CSRIX:

-76.32%

TIREX:

-74.18%

Current Drawdown

CSRIX:

-12.50%

TIREX:

-18.47%

Returns By Period

In the year-to-date period, CSRIX achieves a 4.77% return, which is significantly higher than TIREX's 2.00% return. Over the past 10 years, CSRIX has underperformed TIREX with an annualized return of 2.22%, while TIREX has yielded a comparatively higher 5.76% annualized return.


CSRIX

YTD

4.77%

1M

-7.11%

6M

5.88%

1Y

5.84%

5Y*

3.26%

10Y*

2.22%

TIREX

YTD

2.00%

1M

-8.31%

6M

6.86%

1Y

3.77%

5Y*

3.15%

10Y*

5.76%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSRIX vs. TIREX - Expense Ratio Comparison

CSRIX has a 0.76% expense ratio, which is higher than TIREX's 0.47% expense ratio.


CSRIX
Cohen & Steers Institutional Realty Shares
Expense ratio chart for CSRIX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for TIREX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Risk-Adjusted Performance

CSRIX vs. TIREX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Institutional Realty Shares (CSRIX) and TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX). 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.


Sharpe ratio
The chart of Sharpe ratio for CSRIX, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.000.430.24
The chart of Sortino ratio for CSRIX, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.000.680.43
The chart of Omega ratio for CSRIX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.05
The chart of Calmar ratio for CSRIX, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.0014.000.280.13
The chart of Martin ratio for CSRIX, currently valued at 1.68, compared to the broader market0.0020.0040.0060.001.680.78
CSRIX
TIREX

The current CSRIX Sharpe Ratio is 0.43, which is higher than the TIREX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of CSRIX and TIREX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.43
0.24
CSRIX
TIREX

Dividends

CSRIX vs. TIREX - Dividend Comparison

CSRIX's dividend yield for the trailing twelve months is around 2.19%, less than TIREX's 2.39% yield.


TTM20232022202120202019201820172016201520142013
CSRIX
Cohen & Steers Institutional Realty Shares
2.19%3.04%3.22%1.66%2.72%2.70%3.97%2.85%3.31%2.94%2.48%2.74%
TIREX
TIAA-CREF Real Estate Securities Fund Institutional Class
2.39%2.72%2.19%1.41%1.80%1.68%2.60%1.55%2.63%2.00%1.69%2.02%

Drawdowns

CSRIX vs. TIREX - Drawdown Comparison

The maximum CSRIX drawdown since its inception was -76.32%, roughly equal to the maximum TIREX drawdown of -74.18%. Use the drawdown chart below to compare losses from any high point for CSRIX and TIREX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.50%
-18.47%
CSRIX
TIREX

Volatility

CSRIX vs. TIREX - Volatility Comparison

Cohen & Steers Institutional Realty Shares (CSRIX) and TIAA-CREF Real Estate Securities Fund Institutional Class (TIREX) have volatilities of 5.21% and 4.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.21%
4.97%
CSRIX
TIREX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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