CSRSX vs. BREIX
CSRSX (Cohen & Steers Realty Shares Fund) and BREIX (Baron Real Estate Fund) are both REIT funds. Over the past 10 years, CSRSX returned 6.95%/yr vs 11.49%/yr for BREIX. A 0.74 correlation means they provide meaningful diversification when combined. CSRSX charges 0.88%/yr vs 1.05%/yr for BREIX.
Performance
CSRSX vs. BREIX - Performance Comparison
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Returns By Period
In the year-to-date period, CSRSX achieves a 12.73% return, which is significantly higher than BREIX's 4.01% return. Over the past 10 years, CSRSX has underperformed BREIX with an annualized return of 6.95%, while BREIX has yielded a comparatively higher 11.49% annualized return.
CSRSX
- 1D
- -0.19%
- 1M
- -1.36%
- YTD
- 12.73%
- 6M
- 13.40%
- 1Y
- 11.16%
- 3Y*
- 9.80%
- 5Y*
- 4.26%
- 10Y*
- 6.95%
BREIX
- 1D
- 1.59%
- 1M
- 4.37%
- YTD
- 4.01%
- 6M
- 2.70%
- 1Y
- 16.00%
- 3Y*
- 11.17%
- 5Y*
- 3.61%
- 10Y*
- 11.49%
CSRSX vs. BREIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSRSX Cohen & Steers Realty Shares Fund | 12.73% | 2.84% | 6.35% | 12.70% | -24.94% | 42.25% | -2.87% | 33.12% | -5.10% | 7.09% |
BREIX Baron Real Estate Fund | 4.01% | 5.18% | 12.46% | 25.04% | -28.45% | 24.41% | 44.35% | 44.60% | -22.05% | 31.44% |
Correlation
The correlation between CSRSX and BREIX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2009 | 0.74 |
The correlation between CSRSX and BREIX has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.
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Return for Risk
CSRSX vs. BREIX — Risk / Return Rank
CSRSX
BREIX
CSRSX vs. BREIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Realty Shares Fund (CSRSX) and Baron Real Estate Fund (BREIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSRSX | BREIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.29 | +0.14 |
| Martin ratioReturn relative to average drawdown | 3.69 | 3.67 | +0.02 |
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Drawdowns
CSRSX vs. BREIX - Drawdown Comparison
The maximum CSRSX drawdown since its inception was -72.51%, which is greater than BREIX's maximum drawdown of -38.47%. Use the drawdown chart below to compare losses from any high point for CSRSX and BREIX.
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Drawdown Indicators
| CSRSX | BREIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.51% | -38.47% | -34.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.78% | -12.56% | +4.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.02% | -23.91% | +6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -31.65% | -33.93% | +2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -41.66% | -38.47% | -3.19% |
Current DrawdownCurrent decline from peak | -3.08% | -1.35% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -7.54% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.42% | -1.41% |
Volatility
CSRSX vs. BREIX - Volatility Comparison
Cohen & Steers Realty Shares Fund (CSRSX) and Baron Real Estate Fund (BREIX) have volatilities of 5.08% and 5.25%, 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.
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Volatility by Period
| CSRSX | BREIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.25% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 12.58% | -1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.10% | 16.99% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.71% | 20.79% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 21.24% | -0.64% |
CSRSX vs. BREIX - Expense Ratio Comparison
CSRSX has a 0.88% expense ratio, which is lower than BREIX's 1.05% expense ratio.
Dividends
CSRSX vs. BREIX - Dividend Comparison
CSRSX's dividend yield for the trailing twelve months is around 2.72%, less than BREIX's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BREIX Baron Real Estate Fund | 3.65% | 3.79% | 0.40% | 0.43% | 2.85% | 7.95% | 6.18% | 13.78% | 12.19% | 4.71% | 1.17% | 1.96% |
CSRSX Cohen & Steers Realty Shares Fund | 2.72% | 3.00% | 2.60% | 3.50% | 7.52% | 3.68% | 4.73% | 16.29% | 5.36% | 8.88% | 13.49% | 13.37% |
Frequently Asked Questions
CSRSX and BREIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BREIX has higher volatility (5.25%) compared to CSRSX (5.08%). In terms of maximum drawdown, CSRSX dropped -72.51% vs BREIX's -38.47%.
BREIX currently has the higher Sharpe Ratio (0.96 vs 0.79), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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