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PSF vs. CSRSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSF vs. CSRSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Select Preferred and Income Fund (PSF) and Cohen & Steers Realty Shares Fund (CSRSX). The values are adjusted to include any dividend payments, if applicable.

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PSF vs. CSRSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSF
Cohen & Steers Select Preferred and Income Fund
-2.58%10.63%12.84%9.88%-24.55%3.89%-3.78%42.60%-9.01%16.79%
CSRSX
Cohen & Steers Realty Shares Fund
1.77%2.84%6.35%12.70%-24.94%42.25%-2.87%33.12%-5.10%7.09%

Returns By Period

In the year-to-date period, PSF achieves a -2.58% return, which is significantly lower than CSRSX's 1.77% return. Over the past 10 years, PSF has underperformed CSRSX with an annualized return of 5.44%, while CSRSX has yielded a comparatively higher 6.01% annualized return.


PSF

1D
2.21%
1M
-4.29%
YTD
-2.58%
6M
-3.17%
1Y
4.58%
3Y*
10.65%
5Y*
0.77%
10Y*
5.44%

CSRSX

1D
0.30%
1M
-7.10%
YTD
1.77%
6M
-0.98%
1Y
1.43%
3Y*
7.00%
5Y*
4.29%
10Y*
6.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSF vs. CSRSX - Expense Ratio Comparison

PSF has a 4.28% expense ratio, which is higher than CSRSX's 0.88% expense ratio.


Return for Risk

PSF vs. CSRSX — Risk / Return Rank

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

PSF
PSF Risk / Return Rank: 1515
Overall Rank
PSF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PSF Sortino Ratio Rank: 1212
Sortino Ratio Rank
PSF Omega Ratio Rank: 1515
Omega Ratio Rank
PSF Calmar Ratio Rank: 1616
Calmar Ratio Rank
PSF Martin Ratio Rank: 1717
Martin Ratio Rank

CSRSX
CSRSX Risk / Return Rank: 99
Overall Rank
CSRSX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CSRSX Sortino Ratio Rank: 88
Sortino Ratio Rank
CSRSX Omega Ratio Rank: 88
Omega Ratio Rank
CSRSX Calmar Ratio Rank: 1010
Calmar Ratio Rank
CSRSX Martin Ratio Rank: 1010
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.

PSF vs. CSRSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Select Preferred and Income Fund (PSF) and Cohen & Steers Realty Shares Fund (CSRSX). 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.


PSFCSRSXDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.14

+0.27

Sortino ratio

Return per unit of downside risk

0.59

0.30

+0.29

Omega ratio

Gain probability vs. loss probability

1.10

1.04

+0.06

Calmar ratio

Return relative to maximum drawdown

0.45

0.19

+0.26

Martin ratio

Return relative to average drawdown

1.78

0.67

+1.11

PSF vs. CSRSX - Sharpe Ratio Comparison

The current PSF Sharpe Ratio is 0.41, which is higher than the CSRSX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of PSF and CSRSX, 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


PSFCSRSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.14

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.23

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.29

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.44

-0.07

Correlation

The correlation between PSF and CSRSX is 0.29, 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

PSF vs. CSRSX - Dividend Comparison

PSF's dividend yield for the trailing twelve months is around 7.80%, more than CSRSX's 2.30% yield.


TTM20252024202320222021202020192018201720162015
PSF
Cohen & Steers Select Preferred and Income Fund
7.80%7.46%7.65%8.29%8.65%9.08%7.02%6.55%8.68%7.70%9.35%8.81%
CSRSX
Cohen & Steers Realty Shares Fund
2.30%3.00%2.60%3.50%7.52%3.68%4.73%16.29%5.36%8.88%13.49%13.37%

Drawdowns

PSF vs. CSRSX - Drawdown Comparison

The maximum PSF drawdown since its inception was -55.01%, smaller than the maximum CSRSX drawdown of -72.51%. Use the drawdown chart below to compare losses from any high point for PSF and CSRSX.


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Drawdown Indicators


PSFCSRSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.01%

-72.51%

+17.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.42%

-11.35%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-40.80%

-31.65%

-9.15%

Max Drawdown (10Y)

Largest decline over 10 years

-55.01%

-41.66%

-13.35%

Current Drawdown

Current decline from peak

-11.45%

-7.50%

-3.95%

Average Drawdown

Average peak-to-trough decline

-10.00%

-9.87%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.28%

-0.88%

Volatility

PSF vs. CSRSX - Volatility Comparison

Cohen & Steers Select Preferred and Income Fund (PSF) has a higher volatility of 4.65% compared to Cohen & Steers Realty Shares Fund (CSRSX) at 4.30%. This indicates that PSF's price experiences larger fluctuations and is considered to be riskier than CSRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSFCSRSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

4.30%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

6.23%

9.79%

-3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.19%

16.04%

-4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

18.63%

-4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

20.55%

+0.56%