PortfoliosLab logoPortfoliosLab logo
CSSPX vs. DCMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSSPX vs. DCMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Global Realty Shares, Inc. (CSSPX) and DFA Commodity Strategy Portfolio (DCMSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CSSPX vs. DCMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

CSSPX
CSSPX Risk / Return Rank: 3030
Overall Rank
CSSPX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CSSPX Sortino Ratio Rank: 2727
Sortino Ratio Rank
CSSPX Omega Ratio Rank: 2525
Omega Ratio Rank
CSSPX Calmar Ratio Rank: 3535
Calmar Ratio Rank
CSSPX Martin Ratio Rank: 3535
Martin Ratio Rank

DCMSX
DCMSX Risk / Return Rank: 9191
Overall Rank
DCMSX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DCMSX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DCMSX Omega Ratio Rank: 8686
Omega Ratio Rank
DCMSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DCMSX Martin Ratio Rank: 9090
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.

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.


CSSPXDCMSXDifference

Sharpe ratio

Return per unit of total volatility

0.74

2.01

-1.27

Sortino ratio

Return per unit of downside risk

1.09

2.61

-1.52

Omega ratio

Gain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratio

Return relative to maximum drawdown

1.02

3.66

-2.64

Martin ratio

Return relative to average drawdown

3.95

10.31

-6.36

CSSPX vs. DCMSX - Sharpe Ratio Comparison

The current CSSPX Sharpe Ratio is 0.74, which is lower than the DCMSX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of CSSPX and DCMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CSSPXDCMSXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


CSSPXDCMSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.26%

-0.73%

-7.53%

Average Drawdown

Average peak-to-trough decline

-8.47%

-32.12%

+23.65%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


CSSPXDCMSXDifference

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%