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VGSLX vs. CSRSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGSLX and CSRSX is 0.64, 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

VGSLX vs. CSRSX - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
523.49%
220.58%
VGSLX
CSRSX

Key characteristics

Sharpe Ratio

VGSLX:

0.74

CSRSX:

0.90

Sortino Ratio

VGSLX:

1.10

CSRSX:

1.34

Omega Ratio

VGSLX:

1.15

CSRSX:

1.18

Calmar Ratio

VGSLX:

0.55

CSRSX:

0.68

Martin Ratio

VGSLX:

2.41

CSRSX:

2.90

Ulcer Index

VGSLX:

5.51%

CSRSX:

5.52%

Daily Std Dev

VGSLX:

18.06%

CSRSX:

17.42%

Max Drawdown

VGSLX:

-74.07%

CSRSX:

-77.14%

Current Drawdown

VGSLX:

-13.10%

CSRSX:

-11.59%

Returns By Period

In the year-to-date period, VGSLX achieves a 0.39% return, which is significantly lower than CSRSX's 2.62% return. Over the past 10 years, VGSLX has outperformed CSRSX with an annualized return of 5.26%, while CSRSX has yielded a comparatively lower 1.61% annualized return.


VGSLX

YTD

0.39%

1M

10.97%

6M

-4.43%

1Y

13.24%

5Y*

7.41%

10Y*

5.26%

CSRSX

YTD

2.62%

1M

11.60%

6M

-2.52%

1Y

15.62%

5Y*

7.38%

10Y*

1.61%

*Annualized

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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 Rank

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

VGSLX
The Risk-Adjusted Performance Rank of VGSLX is 6767
Overall Rank
The Sharpe Ratio Rank of VGSLX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSLX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VGSLX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VGSLX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VGSLX is 6565
Martin Ratio Rank

CSRSX
The Risk-Adjusted Performance Rank of CSRSX is 7474
Overall Rank
The Sharpe Ratio Rank of CSRSX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CSRSX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of CSRSX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of CSRSX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of CSRSX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VGSLX Sharpe Ratio is 0.74, which is comparable to the CSRSX Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of VGSLX and CSRSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.74
0.90
VGSLX
CSRSX

Dividends

VGSLX vs. CSRSX - Dividend Comparison

VGSLX's dividend yield for the trailing twelve months is around 4.10%, more than CSRSX's 2.72% yield.


TTM20242023202220212020201920182017201620152014
VGSLX
Vanguard Real Estate Index Fund Admiral Shares
4.10%3.85%3.96%3.91%2.56%3.92%3.39%4.73%4.23%4.82%3.92%3.60%
CSRSX
Cohen & Steers Realty Shares Fund
2.72%2.78%3.50%7.52%3.68%4.73%15.79%6.49%8.88%13.49%13.37%6.07%

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.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-13.10%
-11.59%
VGSLX
CSRSX

Volatility

VGSLX vs. CSRSX - Volatility Comparison

Vanguard Real Estate Index Fund Admiral Shares (VGSLX) has a higher volatility of 7.56% compared to Cohen & Steers Realty Shares Fund (CSRSX) at 7.16%. This indicates that VGSLX's price experiences larger fluctuations and is considered to be riskier than CSRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
7.56%
7.16%
VGSLX
CSRSX