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

Correlation

The correlation between CSRIX and VGSIX 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. VGSIX - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%December2025FebruaryMarchAprilMay
373.76%
877.39%
CSRIX
VGSIX

Key characteristics

Sharpe Ratio

CSRIX:

0.99

VGSIX:

0.93

Sortino Ratio

CSRIX:

1.43

VGSIX:

1.34

Omega Ratio

CSRIX:

1.19

VGSIX:

1.18

Calmar Ratio

CSRIX:

0.82

VGSIX:

0.69

Martin Ratio

CSRIX:

3.06

VGSIX:

3.07

Ulcer Index

CSRIX:

5.67%

VGSIX:

5.45%

Daily Std Dev

CSRIX:

17.52%

VGSIX:

18.11%

Max Drawdown

CSRIX:

-76.32%

VGSIX:

-73.13%

Current Drawdown

CSRIX:

-8.36%

VGSIX:

-12.61%

Returns By Period

In the year-to-date period, CSRIX achieves a 3.27% return, which is significantly higher than VGSIX's 1.40% return. Over the past 10 years, CSRIX has underperformed VGSIX with an annualized return of 2.68%, while VGSIX has yielded a comparatively higher 5.06% annualized return.


CSRIX

YTD

3.27%

1M

6.48%

6M

-3.76%

1Y

16.32%

5Y*

8.74%

10Y*

2.68%

VGSIX

YTD

1.40%

1M

6.25%

6M

-4.43%

1Y

14.29%

5Y*

8.00%

10Y*

5.06%

*Annualized

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CSRIX vs. VGSIX - Expense Ratio Comparison

CSRIX has a 0.76% expense ratio, which is higher than VGSIX's 0.26% expense ratio.


Risk-Adjusted Performance

CSRIX vs. VGSIX — Risk-Adjusted Performance Rank

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

CSRIX
The Risk-Adjusted Performance Rank of CSRIX is 7272
Overall Rank
The Sharpe Ratio Rank of CSRIX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CSRIX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CSRIX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CSRIX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of CSRIX is 6666
Martin Ratio Rank

VGSIX
The Risk-Adjusted Performance Rank of VGSIX is 6969
Overall Rank
The Sharpe Ratio Rank of VGSIX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSIX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VGSIX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VGSIX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VGSIX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CSRIX vs. VGSIX - Risk-Adjusted Performance Comparison

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


The current CSRIX Sharpe Ratio is 0.99, which is comparable to the VGSIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of CSRIX and VGSIX, 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 Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.99
0.84
CSRIX
VGSIX

Dividends

CSRIX vs. VGSIX - Dividend Comparison

CSRIX's dividend yield for the trailing twelve months is around 2.90%, less than VGSIX's 3.92% yield.


TTM20242023202220212020201920182017201620152014
CSRIX
Cohen & Steers Institutional Realty Shares
2.90%2.97%3.04%4.28%3.87%4.91%10.43%6.33%6.98%12.61%13.63%5.73%
VGSIX
Vanguard Real Estate Index Fund
3.92%3.71%3.82%3.75%2.43%3.78%3.24%4.59%4.09%4.67%3.78%3.47%

Drawdowns

CSRIX vs. VGSIX - Drawdown Comparison

The maximum CSRIX drawdown since its inception was -76.32%, roughly equal to the maximum VGSIX drawdown of -73.13%. Use the drawdown chart below to compare losses from any high point for CSRIX and VGSIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-8.36%
-12.61%
CSRIX
VGSIX

Volatility

CSRIX vs. VGSIX - Volatility Comparison

Cohen & Steers Institutional Realty Shares (CSRIX) and Vanguard Real Estate Index Fund (VGSIX) have volatilities of 8.43% and 8.68%, 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
8.43%
8.68%
CSRIX
VGSIX