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CSRSX vs. FRESX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSRSX vs. FRESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Realty Shares Fund (CSRSX) and Fidelity Real Estate Investment Portfolio (FRESX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSRSX achieves a 12.73% return, which is significantly higher than FRESX's 11.41% return. Over the past 10 years, CSRSX has outperformed FRESX with an annualized return of 6.95%, while FRESX has yielded a comparatively lower 5.16% 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%

FRESX

1D
-0.07%
1M
-0.99%
YTD
11.41%
6M
11.89%
1Y
11.31%
3Y*
9.05%
5Y*
3.52%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSRSX vs. FRESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FRESX
Fidelity Real Estate Investment Portfolio
11.41%2.54%5.87%10.82%-24.36%42.34%-7.93%25.22%-4.48%4.28%

Correlation

The correlation between CSRSX and FRESX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1991

0.97

The correlation between CSRSX and FRESX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

CSRSX vs. FRESX — Risk / Return Rank

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

CSRSX
CSRSX Risk / Return Rank: 1212
Overall Rank
CSRSX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CSRSX Sortino Ratio Rank: 1010
Sortino Ratio Rank
CSRSX Omega Ratio Rank: 1010
Omega Ratio Rank
CSRSX Calmar Ratio Rank: 1818
Calmar Ratio Rank
CSRSX Martin Ratio Rank: 1414
Martin Ratio Rank

FRESX
FRESX Risk / Return Rank: 1313
Overall Rank
FRESX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FRESX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FRESX Omega Ratio Rank: 1010
Omega Ratio Rank
FRESX Calmar Ratio Rank: 1818
Calmar Ratio Rank
FRESX Martin Ratio Rank: 1717
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. FRESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Realty Shares Fund (CSRSX) and Fidelity Real Estate Investment Portfolio (FRESX). 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.


CSRSXFRESXDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.43

1.45

-0.02

Martin ratioReturn relative to average drawdown

3.69

4.15

-0.46

CSRSX vs. FRESX - Sharpe Ratio Comparison

The current CSRSX Sharpe Ratio is 0.79, which is comparable to the FRESX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of CSRSX and FRESX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSRSX vs. FRESX - Drawdown Comparison

The maximum CSRSX drawdown since its inception was -72.51%, smaller than the maximum FRESX drawdown of -76.34%. Use the drawdown chart below to compare losses from any high point for CSRSX and FRESX.


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Drawdown Indicators


CSRSXFRESXDifference

Max Drawdown

Largest peak-to-trough decline

-72.51%

-76.34%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.78%

-7.78%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-17.02%

-16.44%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-31.65%

-32.13%

+0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

-40.93%

-0.73%

Current Drawdown

Current decline from peak

-3.08%

-2.89%

-0.19%

Average Drawdown

Average peak-to-trough decline

-9.81%

-11.11%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.71%

+0.30%

Volatility

CSRSX vs. FRESX - Volatility Comparison

Cohen & Steers Realty Shares Fund (CSRSX) and Fidelity Real Estate Investment Portfolio (FRESX) have volatilities of 5.08% and 5.12%, 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


CSRSXFRESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

5.12%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

10.03%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

13.87%

+0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

18.78%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

20.59%

+0.01%

CSRSX vs. FRESX - Expense Ratio Comparison

CSRSX has a 0.88% expense ratio, which is higher than FRESX's 0.71% expense ratio.


Dividends

CSRSX vs. FRESX - Dividend Comparison

CSRSX's dividend yield for the trailing twelve months is around 2.72%, less than FRESX's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
FRESX
Fidelity Real Estate Investment Portfolio
4.21%4.64%5.58%6.95%10.16%3.70%4.77%6.91%4.23%4.00%4.90%6.09%

Frequently Asked Questions


With a correlation of 0.97, CSRSX and FRESX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FRESX has higher volatility (5.12%) compared to CSRSX (5.08%). In terms of maximum drawdown, CSRSX dropped -72.51% vs FRESX's -76.34%.

FRESX currently has the higher Sharpe Ratio (0.81 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.

Portfolio Optimizer

Find the right allocation for CSRSX and FRESX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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