CSSPX vs. PRWAX
Compare and contrast key facts about Cohen & Steers Global Realty Shares, Inc. (CSSPX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
CSSPX is managed by T. Rowe Price. It was launched on May 7, 1997. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
CSSPX vs. PRWAX - Performance Comparison
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CSSPX vs. PRWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSSPX Cohen & Steers Global Realty Shares, Inc. | -0.28% | 10.61% | 0.84% | 10.75% | -25.08% | 26.46% | -2.35% | 24.80% | -3.86% | 12.95% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -12.37% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
Returns By Period
In the year-to-date period, CSSPX achieves a -0.28% return, which is significantly higher than PRWAX's -12.37% return. Over the past 10 years, CSSPX has underperformed PRWAX with an annualized return of 4.51%, while PRWAX has yielded a comparatively higher 16.95% annualized return.
CSSPX
- 1D
- 0.30%
- 1M
- -9.79%
- YTD
- -0.28%
- 6M
- -0.90%
- 1Y
- 8.52%
- 3Y*
- 6.71%
- 5Y*
- 2.06%
- 10Y*
- 4.51%
PRWAX
- 1D
- -0.24%
- 1M
- -9.15%
- YTD
- -12.37%
- 6M
- -3.78%
- 1Y
- 16.34%
- 3Y*
- 18.79%
- 5Y*
- 10.36%
- 10Y*
- 16.95%
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CSSPX vs. PRWAX - Expense Ratio Comparison
CSSPX has a 0.90% expense ratio, which is higher than PRWAX's 0.76% expense ratio.
Return for Risk
CSSPX vs. PRWAX — Risk / Return Rank
CSSPX
PRWAX
CSSPX vs. PRWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.87 | -0.24 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.42 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.02 | -0.22 |
Martin ratioReturn relative to average drawdown | 3.16 | 3.79 | -0.62 |
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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.87 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.58 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.90 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.59 | -0.26 |
Correlation
The correlation between CSSPX and PRWAX is 0.58, 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.
Dividends
CSSPX vs. PRWAX - Dividend Comparison
CSSPX's dividend yield for the trailing twelve months is around 3.47%, less than PRWAX's 19.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSSPX Cohen & Steers Global Realty Shares, Inc. | 3.47% | 3.46% | 2.78% | 2.85% | 3.02% | 3.21% | 2.41% | 8.61% | 3.95% | 2.79% | 6.89% | 2.68% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 19.01% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
CSSPX vs. PRWAX - Drawdown Comparison
The maximum CSSPX drawdown since its inception was -40.47%, smaller than the maximum PRWAX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for CSSPX and PRWAX.
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Drawdown Indicators
| CSSPX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -55.06% | +14.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -14.05% | +3.76% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -29.38% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -30.50% | -9.97% |
Current DrawdownCurrent decline from peak | -9.79% | -14.05% | +4.26% |
Average DrawdownAverage peak-to-trough decline | -8.47% | -9.92% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 3.79% | -1.18% |
Volatility
CSSPX vs. PRWAX - Volatility Comparison
The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 4.06%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 4.90%. This indicates that CSSPX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSSPX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 4.90% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 12.45% | -4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 19.42% | -5.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 17.88% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 18.82% | -1.83% |