CSSPX vs. DCMSX
Compare and contrast key facts about Cohen & Steers Global Realty Shares, Inc. (CSSPX) and DFA Commodity Strategy Portfolio (DCMSX).
CSSPX is managed by T. Rowe Price. It was launched on May 7, 1997. DCMSX is managed by Dimensional. It was launched on Nov 8, 2010.
Performance
CSSPX vs. DCMSX - Performance Comparison
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CSSPX vs. DCMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSSPX Cohen & Steers Global Realty Shares, Inc. | 1.41% | 10.61% | 0.84% | 10.75% | -25.08% | 26.46% | -2.35% | 24.80% | -3.86% | 12.95% |
DCMSX DFA Commodity Strategy Portfolio | 25.32% | 15.15% | 5.90% | -9.14% | 11.36% | 33.54% | -1.78% | 7.96% | -11.22% | 2.73% |
Returns By Period
In the year-to-date period, CSSPX achieves a 1.41% return, which is significantly lower than DCMSX's 25.32% return. Over the past 10 years, CSSPX has underperformed DCMSX with an annualized return of 4.68%, while DCMSX has yielded a comparatively higher 8.39% annualized return.
CSSPX
- 1D
- 1.69%
- 1M
- -8.00%
- YTD
- 1.41%
- 6M
- 0.78%
- 1Y
- 9.85%
- 3Y*
- 7.31%
- 5Y*
- 2.08%
- 10Y*
- 4.68%
DCMSX
- 1D
- -0.51%
- 1M
- 7.52%
- YTD
- 25.32%
- 6M
- 30.80%
- 1Y
- 32.50%
- 3Y*
- 13.52%
- 5Y*
- 13.93%
- 10Y*
- 8.39%
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CSSPX vs. DCMSX - Expense Ratio Comparison
CSSPX has a 0.90% expense ratio, which is higher than DCMSX's 0.31% expense ratio.
Return for Risk
CSSPX vs. DCMSX — Risk / Return Rank
CSSPX
DCMSX
CSSPX vs. DCMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and DFA Commodity Strategy Portfolio (DCMSX). 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.
| CSSPX | DCMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 2.01 | -1.27 |
Sortino ratioReturn per unit of downside risk | 1.09 | 2.61 | -1.52 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.37 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 3.66 | -2.64 |
Martin ratioReturn relative to average drawdown | 3.95 | 10.31 | -6.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSSPX | DCMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 2.01 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.87 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.58 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.09 | +0.24 |
Correlation
The correlation between CSSPX and DCMSX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CSSPX vs. DCMSX - Dividend Comparison
CSSPX's dividend yield for the trailing twelve months is around 3.41%, less than DCMSX's 8.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSPX Cohen & Steers Global Realty Shares, Inc. | 3.41% | 3.46% | 2.78% | 2.85% | 3.02% | 3.21% | 2.41% | 8.61% | 3.95% | 2.79% | 6.89% | 2.68% |
DCMSX DFA Commodity Strategy Portfolio | 8.41% | 10.75% | 2.83% | 2.52% | 7.46% | 49.44% | 0.37% | 1.51% | 1.63% | 3.09% | 0.47% | 0.15% |
Drawdowns
CSSPX vs. DCMSX - Drawdown Comparison
The maximum CSSPX drawdown since its inception was -40.47%, smaller than the maximum DCMSX drawdown of -60.94%. Use the drawdown chart below to compare losses from any high point for CSSPX and DCMSX.
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Drawdown Indicators
| CSSPX | DCMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -60.94% | +20.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -9.24% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -27.93% | -4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -32.52% | -7.95% |
Current DrawdownCurrent decline from peak | -8.26% | -0.73% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -32.12% | +23.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 3.28% | -0.62% |
Volatility
CSSPX vs. DCMSX - Volatility Comparison
The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 4.60%, while DFA Commodity Strategy Portfolio (DCMSX) has a volatility of 6.52%. This indicates that CSSPX experiences smaller price fluctuations and is considered to be less risky than DCMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSSPX | DCMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 6.52% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 13.15% | -4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.06% | 16.46% | -2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 16.17% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 14.44% | +2.55% |