CSSPX vs. FRIFX
CSSPX (Cohen & Steers Global Realty Shares, Inc.) and FRIFX (Fidelity Real Estate Income Fund) are both REIT funds. Over the past 10 years, CSSPX returned 5.53%/yr vs 5.38%/yr for FRIFX. Their correlation of 0.85 suggests significant overlap in exposure. CSSPX charges 0.90%/yr vs 0.71%/yr for FRIFX.
Performance
CSSPX vs. FRIFX - Performance Comparison
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Returns By Period
In the year-to-date period, CSSPX achieves a 8.75% return, which is significantly higher than FRIFX's 4.30% return. Both investments have delivered pretty close results over the past 10 years, with CSSPX having a 5.53% annualized return and FRIFX not far behind at 5.38%.
CSSPX
- 1D
- 0.44%
- 1M
- -0.52%
- YTD
- 8.75%
- 6M
- 8.59%
- 1Y
- 10.60%
- 3Y*
- 10.65%
- 5Y*
- 1.62%
- 10Y*
- 5.53%
FRIFX
- 1D
- 0.40%
- 1M
- 0.40%
- YTD
- 4.30%
- 6M
- 4.38%
- 1Y
- 7.59%
- 3Y*
- 8.89%
- 5Y*
- 3.53%
- 10Y*
- 5.38%
CSSPX vs. FRIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSSPX Cohen & Steers Global Realty Shares, Inc. | 8.75% | 10.61% | 0.84% | 10.75% | -25.08% | 26.46% | -2.35% | 24.80% | -3.86% | 12.95% |
FRIFX Fidelity Real Estate Income Fund | 4.30% | 7.16% | 7.93% | 9.32% | -14.54% | 18.90% | -1.09% | 17.92% | -1.80% | 6.20% |
Correlation
The correlation between CSSPX and FRIFX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.85 |
The correlation between CSSPX and FRIFX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
CSSPX vs. FRIFX — Risk / Return Rank
CSSPX
FRIFX
CSSPX vs. FRIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Fidelity Real Estate Income Fund (FRIFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSSPX | FRIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 2.28 | -1.19 |
| Martin ratioReturn relative to average drawdown | 4.01 | 9.98 | -5.97 |
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Drawdowns
CSSPX vs. FRIFX - Drawdown Comparison
The maximum CSSPX drawdown since its inception was -40.47%, which is greater than FRIFX's maximum drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for CSSPX and FRIFX.
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Drawdown Indicators
| CSSPX | FRIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -38.27% | -2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -3.42% | -6.63% |
Max Drawdown (3Y)Largest decline over 3 years | -18.16% | -7.24% | -10.92% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -18.12% | -14.60% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -34.50% | -5.97% |
Current DrawdownCurrent decline from peak | -2.14% | -0.24% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -4.25% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 0.78% | +1.95% |
Volatility
CSSPX vs. FRIFX - Volatility Comparison
Cohen & Steers Global Realty Shares, Inc. (CSSPX) has a higher volatility of 4.07% compared to Fidelity Real Estate Income Fund (FRIFX) at 1.32%. This indicates that CSSPX's price experiences larger fluctuations and is considered to be riskier than FRIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSSPX | FRIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 1.32% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 3.28% | +6.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 4.20% | +7.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 6.47% | +9.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 9.48% | +7.51% |
CSSPX vs. FRIFX - Expense Ratio Comparison
CSSPX has a 0.90% expense ratio, which is higher than FRIFX's 0.71% expense ratio.
Dividends
CSSPX vs. FRIFX - Dividend Comparison
CSSPX's dividend yield for the trailing twelve months is around 3.18%, less than FRIFX's 4.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSPX Cohen & Steers Global Realty Shares, Inc. | 3.18% | 3.46% | 2.78% | 2.85% | 3.02% | 3.21% | 2.41% | 8.61% | 3.95% | 2.79% | 6.89% | 2.68% |
FRIFX Fidelity Real Estate Income Fund | 4.53% | 4.69% | 4.65% | 4.99% | 6.04% | 1.47% | 4.77% | 5.68% | 5.08% | 4.40% | 4.98% | 3.65% |
Frequently Asked Questions
CSSPX and FRIFX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSSPX has higher volatility (4.07%) compared to FRIFX (1.32%). In terms of maximum drawdown, CSSPX dropped -40.47% vs FRIFX's -38.27%.
FRIFX currently has the higher Sharpe Ratio (1.86 vs 0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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