CSRSX vs. MORT
Compare and contrast key facts about Cohen & Steers Realty Shares Fund (CSRSX) and VanEck Vectors Mortgage REIT Income ETF (MORT).
CSRSX is managed by Cohen & Steers. It was launched on Jul 2, 1991. MORT is a passively managed fund by VanEck that tracks the performance of the MVIS Global Mortgage REITs Index. It was launched on Aug 16, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSRSX or MORT.
Key characteristics
| CSRSX | MORT | |
|---|---|---|
| YTD Return | 14.13% | 2.08% |
| 1Y Return | 30.71% | 17.45% |
| 3Y Return (Ann) | -1.26% | -7.27% |
| 5Y Return (Ann) | 4.64% | -4.32% |
| 10Y Return (Ann) | 2.16% | 1.53% |
| Sharpe Ratio | 1.78 | 0.75 |
| Sortino Ratio | 2.56 | 1.13 |
| Omega Ratio | 1.32 | 1.14 |
| Calmar Ratio | 0.94 | 0.39 |
| Martin Ratio | 8.20 | 2.76 |
| Ulcer Index | 3.52% | 5.70% |
| Daily Std Dev | 16.24% | 20.92% |
| Max Drawdown | -77.14% | -70.13% |
| Current Drawdown | -7.70% | -28.76% |
Correlation
The correlation between CSRSX and MORT is 0.57, 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
CSRSX vs. MORT - Performance Comparison
In the year-to-date period, CSRSX achieves a 14.13% return, which is significantly higher than MORT's 2.08% return. Over the past 10 years, CSRSX has outperformed MORT with an annualized return of 2.16%, while MORT has yielded a comparatively lower 1.53% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSRSX vs. MORT - Expense Ratio Comparison
CSRSX has a 0.88% expense ratio, which is higher than MORT's 0.42% expense ratio.
Risk-Adjusted Performance
CSRSX vs. MORT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Realty Shares Fund (CSRSX) and VanEck Vectors Mortgage REIT Income ETF (MORT). 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.
Dividends
CSRSX vs. MORT - Dividend Comparison
CSRSX's dividend yield for the trailing twelve months is around 2.65%, less than MORT's 10.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSRSX Cohen & Steers Realty Shares Fund | 2.65% | 2.95% | 3.32% | 1.59% | 2.54% | 2.63% | 3.89% | 2.70% | 3.09% | 3.84% | 2.29% | 2.50% |
MORT VanEck Vectors Mortgage REIT Income ETF | 10.79% | 12.18% | 13.10% | 8.21% | 8.11% | 7.36% | 8.19% | 7.82% | 8.21% | 9.91% | 10.08% | 15.30% |
Drawdowns
CSRSX vs. MORT - Drawdown Comparison
The maximum CSRSX drawdown since its inception was -77.14%, which is greater than MORT's maximum drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for CSRSX and MORT. For additional features, visit the drawdowns tool.
Volatility
CSRSX vs. MORT - Volatility Comparison
Cohen & Steers Realty Shares Fund (CSRSX) and VanEck Vectors Mortgage REIT Income ETF (MORT) have volatilities of 4.24% and 4.10%, 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.