VGSLX vs. CSRSX
Compare and contrast key facts about Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and Cohen & Steers Realty Shares Fund (CSRSX).
VGSLX is managed by Vanguard. It was launched on Nov 12, 2001. CSRSX is managed by Cohen & Steers. It was launched on Jul 2, 1991.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGSLX or CSRSX.
Key characteristics
| VGSLX | CSRSX | |
|---|---|---|
| YTD Return | 10.36% | 12.30% |
| 1Y Return | 24.65% | 24.53% |
| 3Y Return (Ann) | -0.97% | -1.76% |
| 5Y Return (Ann) | 4.28% | 3.94% |
| 10Y Return (Ann) | 6.06% | 2.03% |
| Sharpe Ratio | 1.85 | 1.90 |
| Sortino Ratio | 2.64 | 2.69 |
| Omega Ratio | 1.34 | 1.34 |
| Calmar Ratio | 1.17 | 1.15 |
| Martin Ratio | 7.12 | 8.68 |
| Ulcer Index | 4.44% | 3.58% |
| Daily Std Dev | 17.10% | 16.37% |
| Max Drawdown | -74.07% | -77.14% |
| Current Drawdown | -8.95% | -9.18% |
Correlation
The correlation between VGSLX and CSRSX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGSLX vs. CSRSX - Performance Comparison
In the year-to-date period, VGSLX achieves a 10.36% return, which is significantly lower than CSRSX's 12.30% return. Over the past 10 years, VGSLX has outperformed CSRSX with an annualized return of 6.06%, while CSRSX has yielded a comparatively lower 2.03% 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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VGSLX vs. CSRSX - Expense Ratio Comparison
VGSLX has a 0.12% expense ratio, which is lower than CSRSX's 0.88% expense ratio.
Risk-Adjusted Performance
VGSLX vs. CSRSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and Cohen & Steers Realty Shares Fund (CSRSX). 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
VGSLX vs. CSRSX - Dividend Comparison
VGSLX's dividend yield for the trailing twelve months is around 3.85%, more than CSRSX's 2.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.85% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
CSRSX Cohen & Steers Realty Shares Fund | 2.69% | 2.95% | 3.32% | 1.59% | 2.54% | 2.63% | 3.89% | 2.70% | 3.09% | 3.84% | 2.29% | 2.50% |
Drawdowns
VGSLX vs. CSRSX - Drawdown Comparison
The maximum VGSLX drawdown since its inception was -74.07%, roughly equal to the maximum CSRSX drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for VGSLX and CSRSX. For additional features, visit the drawdowns tool.
Volatility
VGSLX vs. CSRSX - Volatility Comparison
Vanguard Real Estate Index Fund Admiral Shares (VGSLX) and Cohen & Steers Realty Shares Fund (CSRSX) have volatilities of 5.20% and 5.18%, 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.