TRREX vs. CSRIX

In the year-to-date period, TRREX achieves a -0.40% return, which is significantly lower than CSRIX's 3.35% return. Over the past 10 years, TRREX has underperformed CSRIX with an annualized return of -6.03%, while CSRIX has yielded a comparatively higher 2.74% annualized return.

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TRREX has a 0.77% expense ratio, which is higher than CSRIX's 0.76% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Real Estate Fund (TRREX) and Cohen & Steers Institutional Realty Shares (CSRIX). 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.

The current TRREX Sharpe Ratio is 0.16, which is lower than the CSRIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of TRREX and CSRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TRREX's dividend yield for the trailing twelve months is around 2.40%, less than CSRIX's 2.89% yield.

The maximum TRREX drawdown since its inception was -75.74%, roughly equal to the maximum CSRIX drawdown of -76.32%. Use the drawdown chart below to compare losses from any high point for TRREX and CSRIX. For additional features, visit the drawdowns tool.

T. Rowe Price Real Estate Fund (TRREX) and Cohen & Steers Institutional Realty Shares (CSRIX) have volatilities of 5.09% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.