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CSZIX vs. MLOZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSZIX vs. MLOZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Securities Fund Class Z (CSZIX) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX). The values are adjusted to include any dividend payments, if applicable.

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CSZIX vs. MLOZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSZIX
Cohen & Steers Real Estate Securities Fund Class Z
1.50%4.41%6.81%13.26%-26.21%41.81%-1.64%31.95%-4.17%8.18%
MLOZX
Cohen & Steers MLP & Energy Opportunity Fund, Inc.
27.86%17.35%12.16%10.49%21.10%39.09%-26.70%12.62%-13.43%0.33%

Returns By Period

In the year-to-date period, CSZIX achieves a 1.50% return, which is significantly lower than MLOZX's 27.86% return. Over the past 10 years, CSZIX has underperformed MLOZX with an annualized return of 6.42%, while MLOZX has yielded a comparatively higher 11.89% annualized return.


CSZIX

1D
0.34%
1M
-7.21%
YTD
1.50%
6M
0.05%
1Y
2.50%
3Y*
7.70%
5Y*
4.44%
10Y*
6.42%

MLOZX

1D
-0.56%
1M
7.55%
YTD
27.86%
6M
33.46%
1Y
50.75%
3Y*
22.70%
5Y*
21.24%
10Y*
11.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSZIX vs. MLOZX - Expense Ratio Comparison

CSZIX has a 0.75% expense ratio, which is lower than MLOZX's 0.90% expense ratio.


Return for Risk

CSZIX vs. MLOZX — Risk / Return Rank

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

CSZIX
CSZIX Risk / Return Rank: 1010
Overall Rank
CSZIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CSZIX Sortino Ratio Rank: 88
Sortino Ratio Rank
CSZIX Omega Ratio Rank: 88
Omega Ratio Rank
CSZIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
CSZIX Martin Ratio Rank: 1212
Martin Ratio Rank

MLOZX
MLOZX Risk / Return Rank: 9595
Overall Rank
MLOZX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MLOZX Sortino Ratio Rank: 9595
Sortino Ratio Rank
MLOZX Omega Ratio Rank: 9595
Omega Ratio Rank
MLOZX Calmar Ratio Rank: 9494
Calmar Ratio Rank
MLOZX Martin Ratio Rank: 9595
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.

CSZIX vs. MLOZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund Class Z (CSZIX) and Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX). 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.


CSZIXMLOZXDifference

Sharpe ratio

Return per unit of total volatility

0.20

2.59

-2.39

Sortino ratio

Return per unit of downside risk

0.38

3.10

-2.72

Omega ratio

Gain probability vs. loss probability

1.05

1.51

-0.46

Calmar ratio

Return relative to maximum drawdown

0.27

3.05

-2.78

Martin ratio

Return relative to average drawdown

1.07

13.54

-12.47

CSZIX vs. MLOZX - Sharpe Ratio Comparison

The current CSZIX Sharpe Ratio is 0.20, which is lower than the MLOZX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of CSZIX and MLOZX, 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


CSZIXMLOZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

2.59

-2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.17

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.49

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.27

+0.06

Correlation

The correlation between CSZIX and MLOZX is 0.40, 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

CSZIX vs. MLOZX - Dividend Comparison

CSZIX's dividend yield for the trailing twelve months is around 3.10%, more than MLOZX's 1.09% yield.


TTM20252024202320222021202020192018201720162015
CSZIX
Cohen & Steers Real Estate Securities Fund Class Z
3.10%3.81%2.85%3.00%7.77%4.38%5.47%7.70%3.68%2.60%5.90%22.32%
MLOZX
Cohen & Steers MLP & Energy Opportunity Fund, Inc.
1.09%1.71%10.24%4.61%3.66%3.08%6.57%6.21%4.44%3.86%3.72%6.05%

Drawdowns

CSZIX vs. MLOZX - Drawdown Comparison

The maximum CSZIX drawdown since its inception was -42.71%, smaller than the maximum MLOZX drawdown of -72.01%. Use the drawdown chart below to compare losses from any high point for CSZIX and MLOZX.


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Drawdown Indicators


CSZIXMLOZXDifference

Max Drawdown

Largest peak-to-trough decline

-42.71%

-72.01%

+29.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.83%

-16.08%

+4.25%

Max Drawdown (5Y)

Largest decline over 5 years

-33.05%

-20.84%

-12.21%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

-64.94%

+22.23%

Current Drawdown

Current decline from peak

-7.65%

-0.56%

-7.09%

Average Drawdown

Average peak-to-trough decline

-8.89%

-20.92%

+12.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.62%

-0.66%

Volatility

CSZIX vs. MLOZX - Volatility Comparison

The current volatility for Cohen & Steers Real Estate Securities Fund Class Z (CSZIX) is 4.31%, while Cohen & Steers MLP & Energy Opportunity Fund, Inc. (MLOZX) has a volatility of 4.54%. This indicates that CSZIX experiences smaller price fluctuations and is considered to be less risky than MLOZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSZIXMLOZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.54%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

10.97%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

20.02%

-4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.67%

18.26%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

24.17%

-3.38%