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CSSPX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CSSPXVTI
YTD Return-6.44%4.91%
1Y Return0.23%23.63%
3Y Return (Ann)-5.04%6.13%
5Y Return (Ann)0.46%12.30%
10Y Return (Ann)3.80%11.76%
Sharpe Ratio-0.081.83
Daily Std Dev15.85%12.05%
Max Drawdown-73.64%-55.45%
Current Drawdown-23.50%-4.58%

Correlation

-0.50.00.51.00.7

The correlation between CSSPX and VTI is 0.69, 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

CSSPX vs. VTI - Performance Comparison

In the year-to-date period, CSSPX achieves a -6.44% return, which is significantly lower than VTI's 4.91% return. Over the past 10 years, CSSPX has underperformed VTI with an annualized return of 3.80%, while VTI has yielded a comparatively higher 11.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%600.00%December2024FebruaryMarchAprilMay
367.09%
552.94%
CSSPX
VTI

Compare stocks, funds, or ETFs

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


Cohen & Steers Global Realty Shares, Inc.

Vanguard Total Stock Market ETF

CSSPX vs. VTI - Expense Ratio Comparison

CSSPX has a 0.90% expense ratio, which is higher than VTI's 0.03% expense ratio.


CSSPX
Cohen & Steers Global Realty Shares, Inc.
Expense ratio chart for CSSPX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

CSSPX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Vanguard Total Stock Market ETF (VTI). 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
Sharpe ratio
The chart of Sharpe ratio for CSSPX, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00-0.08
Sortino ratio
The chart of Sortino ratio for CSSPX, currently valued at 0.00, compared to the broader market-2.000.002.004.006.008.0010.000.00
Omega ratio
The chart of Omega ratio for CSSPX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.00
Calmar ratio
The chart of Calmar ratio for CSSPX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.04
Martin ratio
The chart of Martin ratio for CSSPX, currently valued at -0.20, compared to the broader market0.0010.0020.0030.0040.0050.0060.00-0.20
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.83
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.0010.002.64
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.42, compared to the broader market0.002.004.006.008.0010.0012.001.42
Martin ratio
The chart of Martin ratio for VTI, currently valued at 6.96, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.96

CSSPX vs. VTI - Sharpe Ratio Comparison

The current CSSPX Sharpe Ratio is -0.08, which is lower than the VTI Sharpe Ratio of 1.83. The chart below compares the 12-month rolling Sharpe Ratio of CSSPX and VTI.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
-0.08
1.83
CSSPX
VTI

Dividends

CSSPX vs. VTI - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 3.05%, more than VTI's 1.43% yield.


TTM20232022202120202019201820172016201520142013
CSSPX
Cohen & Steers Global Realty Shares, Inc.
3.05%2.85%3.02%3.21%2.41%8.32%3.95%2.79%6.89%2.68%1.75%2.12%
VTI
Vanguard Total Stock Market ETF
1.43%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

CSSPX vs. VTI - Drawdown Comparison

The maximum CSSPX drawdown since its inception was -73.64%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CSSPX and VTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-23.50%
-4.58%
CSSPX
VTI

Volatility

CSSPX vs. VTI - Volatility Comparison

Cohen & Steers Global Realty Shares, Inc. (CSSPX) has a higher volatility of 4.68% compared to Vanguard Total Stock Market ETF (VTI) at 3.93%. This indicates that CSSPX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2024FebruaryMarchAprilMay
4.68%
3.93%
CSSPX
VTI