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CSRSX vs. FOF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSRSX vs. FOF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Realty Shares Fund (CSRSX) and Cohen & Steers Closed-End Opportunity Fund (FOF). The values are adjusted to include any dividend payments, if applicable.

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CSRSX vs. FOF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSRSX
Cohen & Steers Realty Shares Fund
1.77%2.84%6.35%12.70%-24.94%42.25%-2.87%33.12%-5.10%7.09%
FOF
Cohen & Steers Closed-End Opportunity Fund
-0.96%13.01%23.65%17.90%-22.69%28.24%1.52%31.37%-9.43%23.41%

Returns By Period

In the year-to-date period, CSRSX achieves a 1.77% return, which is significantly higher than FOF's -0.96% return. Over the past 10 years, CSRSX has underperformed FOF with an annualized return of 6.01%, while FOF has yielded a comparatively higher 10.65% annualized return.


CSRSX

1D
0.30%
1M
-7.10%
YTD
1.77%
6M
-0.98%
1Y
1.43%
3Y*
7.00%
5Y*
4.29%
10Y*
6.01%

FOF

1D
1.83%
1M
-10.52%
YTD
-0.96%
6M
2.28%
1Y
15.30%
3Y*
14.99%
5Y*
8.04%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSRSX vs. FOF - Expense Ratio Comparison

CSRSX has a 0.88% expense ratio, which is lower than FOF's 0.95% expense ratio.


Return for Risk

CSRSX vs. FOF — Risk / Return Rank

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

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

FOF
FOF Risk / Return Rank: 4242
Overall Rank
FOF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FOF Sortino Ratio Rank: 4343
Sortino Ratio Rank
FOF Omega Ratio Rank: 5252
Omega Ratio Rank
FOF Calmar Ratio Rank: 3737
Calmar Ratio Rank
FOF Martin Ratio Rank: 3838
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.

CSRSX vs. FOF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Realty Shares Fund (CSRSX) and Cohen & Steers Closed-End Opportunity Fund (FOF). 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.


CSRSXFOFDifference

Sharpe ratio

Return per unit of total volatility

0.14

0.83

-0.69

Sortino ratio

Return per unit of downside risk

0.30

1.27

-0.97

Omega ratio

Gain probability vs. loss probability

1.04

1.21

-0.17

Calmar ratio

Return relative to maximum drawdown

0.19

0.98

-0.79

Martin ratio

Return relative to average drawdown

0.67

3.97

-3.30

CSRSX vs. FOF - Sharpe Ratio Comparison

The current CSRSX Sharpe Ratio is 0.14, which is lower than the FOF Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CSRSX and FOF, 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


CSRSXFOFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

0.83

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.45

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.53

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.31

+0.13

Correlation

The correlation between CSRSX and FOF is 0.46, 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.


Dividends

CSRSX vs. FOF - Dividend Comparison

CSRSX's dividend yield for the trailing twelve months is around 2.30%, less than FOF's 8.14% yield.


TTM20252024202320222021202020192018201720162015
CSRSX
Cohen & Steers Realty Shares Fund
2.30%3.00%2.60%3.50%7.52%3.68%4.73%16.29%5.36%8.88%13.49%13.37%
FOF
Cohen & Steers Closed-End Opportunity Fund
8.14%7.91%8.22%9.32%9.99%7.06%8.41%7.78%9.41%7.84%8.90%9.49%

Drawdowns

CSRSX vs. FOF - Drawdown Comparison

The maximum CSRSX drawdown since its inception was -72.51%, which is greater than FOF's maximum drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for CSRSX and FOF.


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Drawdown Indicators


CSRSXFOFDifference

Max Drawdown

Largest peak-to-trough decline

-72.51%

-59.38%

-13.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-15.07%

+3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-31.65%

-29.96%

-1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

-49.74%

+8.08%

Current Drawdown

Current decline from peak

-7.50%

-13.52%

+6.02%

Average Drawdown

Average peak-to-trough decline

-9.87%

-9.37%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.73%

-0.45%

Volatility

CSRSX vs. FOF - Volatility Comparison

The current volatility for Cohen & Steers Realty Shares Fund (CSRSX) is 4.30%, while Cohen & Steers Closed-End Opportunity Fund (FOF) has a volatility of 6.09%. This indicates that CSRSX experiences smaller price fluctuations and is considered to be less risky than FOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSRSXFOFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

6.09%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

11.03%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

18.57%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.63%

17.99%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

20.25%

+0.30%