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CSSPX vs. VTSNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSSPX vs. VTSNX - 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 International Stock Index Fund Institutional Shares (VTSNX). The values are adjusted to include any dividend payments, if applicable.

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CSSPX vs. VTSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
-1.02%32.24%5.38%15.29%-15.99%8.64%11.27%21.69%-14.41%27.54%

Returns By Period

In the year-to-date period, CSSPX achieves a -0.28% return, which is significantly higher than VTSNX's -1.02% return. Over the past 10 years, CSSPX has underperformed VTSNX with an annualized return of 4.51%, while VTSNX has yielded a comparatively higher 8.55% 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%

VTSNX

1D
-0.19%
1M
-11.12%
YTD
-1.02%
6M
3.45%
1Y
24.05%
3Y*
14.24%
5Y*
6.90%
10Y*
8.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSSPX vs. VTSNX - Expense Ratio Comparison

CSSPX has a 0.90% expense ratio, which is higher than VTSNX's 0.08% expense ratio.


Return for Risk

CSSPX vs. VTSNX — Risk / Return Rank

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

CSSPX
CSSPX Risk / Return Rank: 2727
Overall Rank
CSSPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSSPX Sortino Ratio Rank: 2525
Sortino Ratio Rank
CSSPX Omega Ratio Rank: 2424
Omega Ratio Rank
CSSPX Calmar Ratio Rank: 2828
Calmar Ratio Rank
CSSPX Martin Ratio Rank: 3030
Martin Ratio Rank

VTSNX
VTSNX Risk / Return Rank: 8080
Overall Rank
VTSNX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTSNX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTSNX Omega Ratio Rank: 7878
Omega Ratio Rank
VTSNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
VTSNX Martin Ratio Rank: 7979
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. VTSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Realty Shares, Inc. (CSSPX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.


CSSPXVTSNXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.50

-0.87

Sortino ratio

Return per unit of downside risk

0.94

2.00

-1.05

Omega ratio

Gain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratio

Return relative to maximum drawdown

0.80

1.92

-1.12

Martin ratio

Return relative to average drawdown

3.16

7.65

-4.49

CSSPX vs. VTSNX - Sharpe Ratio Comparison

The current CSSPX Sharpe Ratio is 0.63, which is lower than the VTSNX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of CSSPX and VTSNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSSPXVTSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.50

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.47

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.54

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.36

-0.03

Correlation

The correlation between CSSPX and VTSNX is 0.67, 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. VTSNX - Dividend Comparison

CSSPX's dividend yield for the trailing twelve months is around 3.47%, more than VTSNX's 3.06% yield.


TTM20252024202320222021202020192018201720162015
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%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
3.06%3.17%3.36%3.24%3.08%3.08%2.13%3.16%3.19%2.75%2.95%2.86%

Drawdowns

CSSPX vs. VTSNX - Drawdown Comparison

The maximum CSSPX drawdown since its inception was -40.47%, which is greater than VTSNX's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for CSSPX and VTSNX.


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Drawdown Indicators


CSSPXVTSNXDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-35.72%

-4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-11.29%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-29.55%

-3.17%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-35.72%

-4.75%

Current Drawdown

Current decline from peak

-9.79%

-11.29%

+1.50%

Average Drawdown

Average peak-to-trough decline

-8.47%

-8.16%

-0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.84%

-0.23%

Volatility

CSSPX vs. VTSNX - Volatility Comparison

The current volatility for Cohen & Steers Global Realty Shares, Inc. (CSSPX) is 4.06%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 6.80%. This indicates that CSSPX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSSPXVTSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

6.80%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

10.49%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.99%

15.52%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

14.79%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

15.83%

+1.16%