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PISHX vs. CSDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PISHX vs. CSDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Preferred Securities and Income SMA Shares (PISHX) and Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX). The values are adjusted to include any dividend payments, if applicable.

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PISHX vs. CSDIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PISHX
Cohen & Steers Preferred Securities and Income SMA Shares
-1.14%9.65%12.50%7.91%-11.73%4.30%8.57%12.46%
CSDIX
Cohen & Steers Real Estate Securities Fund CLASS I
1.50%4.32%6.73%13.18%-26.33%41.70%-1.74%17.51%

Returns By Period

In the year-to-date period, PISHX achieves a -1.14% return, which is significantly lower than CSDIX's 1.50% return.


PISHX

1D
0.00%
1M
-2.56%
YTD
-1.14%
6M
0.08%
1Y
6.86%
3Y*
10.90%
5Y*
4.03%
10Y*

CSDIX

1D
0.28%
1M
-7.26%
YTD
1.50%
6M
-0.03%
1Y
2.37%
3Y*
7.60%
5Y*
4.34%
10Y*
6.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PISHX vs. CSDIX - Expense Ratio Comparison

PISHX has a 0.00% expense ratio, which is lower than CSDIX's 0.84% expense ratio.


Return for Risk

PISHX vs. CSDIX — Risk / Return Rank

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

PISHX
PISHX Risk / Return Rank: 8989
Overall Rank
PISHX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PISHX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PISHX Omega Ratio Rank: 9595
Omega Ratio Rank
PISHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
PISHX Martin Ratio Rank: 8585
Martin Ratio Rank

CSDIX
CSDIX Risk / Return Rank: 99
Overall Rank
CSDIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CSDIX Sortino Ratio Rank: 88
Sortino Ratio Rank
CSDIX Omega Ratio Rank: 88
Omega Ratio Rank
CSDIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
CSDIX Martin Ratio Rank: 1212
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.

PISHX vs. CSDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Preferred Securities and Income SMA Shares (PISHX) and Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX). 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.


PISHXCSDIXDifference

Sharpe ratio

Return per unit of total volatility

2.13

0.19

+1.94

Sortino ratio

Return per unit of downside risk

2.66

0.37

+2.29

Omega ratio

Gain probability vs. loss probability

1.54

1.05

+0.49

Calmar ratio

Return relative to maximum drawdown

1.93

0.26

+1.67

Martin ratio

Return relative to average drawdown

8.68

1.03

+7.65

PISHX vs. CSDIX - Sharpe Ratio Comparison

The current PISHX Sharpe Ratio is 2.13, which is higher than the CSDIX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of PISHX and CSDIX, 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


PISHXCSDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

0.19

+1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.23

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.34

+0.43

Correlation

The correlation between PISHX and CSDIX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PISHX vs. CSDIX - Dividend Comparison

PISHX's dividend yield for the trailing twelve months is around 5.12%, more than CSDIX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
PISHX
Cohen & Steers Preferred Securities and Income SMA Shares
5.12%5.52%5.89%5.92%5.45%4.25%4.59%3.38%0.00%0.00%0.00%0.00%
CSDIX
Cohen & Steers Real Estate Securities Fund CLASS I
3.03%3.72%2.78%2.93%7.67%4.30%5.39%7.62%3.60%2.52%5.84%19.24%

Drawdowns

PISHX vs. CSDIX - Drawdown Comparison

The maximum PISHX drawdown since its inception was -27.12%, smaller than the maximum CSDIX drawdown of -72.37%. Use the drawdown chart below to compare losses from any high point for PISHX and CSDIX.


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Drawdown Indicators


PISHXCSDIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.12%

-72.37%

+45.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.46%

-11.83%

+8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.14%

-33.09%

+13.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.68%

Current Drawdown

Current decline from peak

-2.83%

-7.65%

+4.82%

Average Drawdown

Average peak-to-trough decline

-4.03%

-11.00%

+6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.98%

-2.21%

Volatility

PISHX vs. CSDIX - Volatility Comparison

The current volatility for Cohen & Steers Preferred Securities and Income SMA Shares (PISHX) is 1.22%, while Cohen & Steers Real Estate Securities Fund CLASS I (CSDIX) has a volatility of 4.29%. This indicates that PISHX experiences smaller price fluctuations and is considered to be less risky than CSDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PISHXCSDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

4.29%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

9.50%

-7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

15.99%

-12.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.54%

18.66%

-14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.43%

20.84%

-13.41%