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

Correlation

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.


-0.50.00.51.00.7

Performance

CSSPX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.94%
9.67%
CSSPX
VTI

Key characteristics

Sharpe Ratio

CSSPX:

0.09

VTI:

2.07

Sortino Ratio

CSSPX:

0.21

VTI:

2.76

Omega Ratio

CSSPX:

1.03

VTI:

1.38

Calmar Ratio

CSSPX:

0.05

VTI:

3.09

Martin Ratio

CSSPX:

0.29

VTI:

13.22

Ulcer Index

CSSPX:

4.19%

VTI:

2.00%

Daily Std Dev

CSSPX:

13.57%

VTI:

12.77%

Max Drawdown

CSSPX:

-76.32%

VTI:

-55.45%

Current Drawdown

CSSPX:

-17.80%

VTI:

-3.35%

Returns By Period

In the year-to-date period, CSSPX achieves a -0.92% return, which is significantly lower than VTI's 24.48% return. Over the past 10 years, CSSPX has underperformed VTI with an annualized return of 3.07%, while VTI has yielded a comparatively higher 12.50% annualized return.


CSSPX

YTD

-0.92%

1M

-6.98%

6M

1.94%

1Y

0.27%

5Y*

0.66%

10Y*

3.07%

VTI

YTD

24.48%

1M

-0.18%

6M

9.50%

1Y

26.46%

5Y*

14.02%

10Y*

12.50%

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. 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.


Sharpe ratio
The chart of Sharpe ratio for CSSPX, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.000.092.07
The chart of Sortino ratio for CSSPX, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.000.212.76
The chart of Omega ratio for CSSPX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.38
The chart of Calmar ratio for CSSPX, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.0014.000.053.09
The chart of Martin ratio for CSSPX, currently valued at 0.29, compared to the broader market0.0020.0040.0060.000.2913.22
CSSPX
VTI

The current CSSPX Sharpe Ratio is 0.09, which is lower than the VTI Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CSSPX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.09
2.07
CSSPX
VTI

Dividends

CSSPX vs. VTI - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 1.49%, more than VTI's 1.28% yield.


TTM20232022202120202019201820172016201520142013
CSSPX
Cohen & Steers Global Realty Shares, Inc.
1.49%2.85%3.02%3.40%2.41%4.57%3.33%2.13%4.74%2.68%1.76%2.13%
VTI
Vanguard Total Stock Market ETF
0.94%1.44%1.67%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 -76.32%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.80%
-3.35%
CSSPX
VTI

Volatility

CSSPX vs. VTI - Volatility Comparison

Cohen & Steers Global Realty Shares, Inc. (CSSPX) has a higher volatility of 4.77% compared to Vanguard Total Stock Market ETF (VTI) at 3.91%. 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%JulyAugustSeptemberOctoberNovemberDecember
4.77%
3.91%
CSSPX
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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