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VGSNX vs. CSRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGSNX vs. CSRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Real Estate Index Fund Institutional Shares (VGSNX) and Cohen & Steers Institutional Realty Shares (CSRIX). The values are adjusted to include any dividend payments, if applicable.

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VGSNX vs. CSRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
-0.23%3.21%3.72%13.12%-26.19%40.46%-4.76%28.98%-5.97%4.90%
CSRIX
Cohen & Steers Institutional Realty Shares
1.88%3.10%6.26%12.75%-25.15%42.40%-2.55%36.11%-4.68%6.71%

Returns By Period

In the year-to-date period, VGSNX achieves a -0.23% return, which is significantly lower than CSRIX's 1.88% return. Over the past 10 years, VGSNX has underperformed CSRIX with an annualized return of 4.49%, while CSRIX has yielded a comparatively higher 6.32% annualized return.


VGSNX

1D
0.37%
1M
-7.74%
YTD
-0.23%
6M
-2.62%
1Y
0.33%
3Y*
5.88%
5Y*
2.88%
10Y*
4.49%

CSRIX

1D
0.29%
1M
-7.07%
YTD
1.88%
6M
-0.74%
1Y
1.82%
3Y*
7.10%
5Y*
4.32%
10Y*
6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGSNX vs. CSRIX - Expense Ratio Comparison

VGSNX has a 0.10% expense ratio, which is lower than CSRIX's 0.76% expense ratio.


Return for Risk

VGSNX vs. CSRIX — Risk / Return Rank

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

VGSNX
VGSNX Risk / Return Rank: 77
Overall Rank
VGSNX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VGSNX Sortino Ratio Rank: 77
Sortino Ratio Rank
VGSNX Omega Ratio Rank: 77
Omega Ratio Rank
VGSNX Calmar Ratio Rank: 88
Calmar Ratio Rank
VGSNX Martin Ratio Rank: 88
Martin Ratio Rank

CSRIX
CSRIX Risk / Return Rank: 99
Overall Rank
CSRIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CSRIX Sortino Ratio Rank: 88
Sortino Ratio Rank
CSRIX Omega Ratio Rank: 88
Omega Ratio Rank
CSRIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
CSRIX Martin Ratio Rank: 1111
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.

VGSNX vs. CSRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund Institutional Shares (VGSNX) 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.


VGSNXCSRIXDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.16

-0.09

Sortino ratio

Return per unit of downside risk

0.21

0.33

-0.12

Omega ratio

Gain probability vs. loss probability

1.03

1.04

-0.02

Calmar ratio

Return relative to maximum drawdown

0.09

0.23

-0.14

Martin ratio

Return relative to average drawdown

0.35

0.80

-0.45

VGSNX vs. CSRIX - Sharpe Ratio Comparison

The current VGSNX Sharpe Ratio is 0.07, which is lower than the CSRIX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of VGSNX 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.


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Sharpe Ratios by Period


VGSNXCSRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.16

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.23

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.31

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.31

-0.05

Correlation

The correlation between VGSNX and CSRIX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VGSNX vs. CSRIX - Dividend Comparison

VGSNX's dividend yield for the trailing twelve months is around 4.01%, more than CSRIX's 2.40% yield.


TTM20252024202320222021202020192018201720162015
VGSNX
Vanguard Real Estate Index Fund Institutional Shares
4.01%3.94%3.87%3.93%3.94%2.57%3.95%3.40%4.75%4.26%4.84%3.94%
CSRIX
Cohen & Steers Institutional Realty Shares
2.40%3.14%2.97%3.04%4.28%3.87%4.91%12.97%5.45%6.28%12.61%13.63%

Drawdowns

VGSNX vs. CSRIX - Drawdown Comparison

The maximum VGSNX drawdown since its inception was -73.06%, which is greater than CSRIX's maximum drawdown of -41.45%. Use the drawdown chart below to compare losses from any high point for VGSNX and CSRIX.


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Drawdown Indicators


VGSNXCSRIXDifference

Max Drawdown

Largest peak-to-trough decline

-73.06%

-41.45%

-31.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-11.41%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.39%

-31.79%

-2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

-41.45%

-0.85%

Current Drawdown

Current decline from peak

-10.83%

-7.47%

-3.36%

Average Drawdown

Average peak-to-trough decline

-13.37%

-8.91%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

3.22%

-0.06%

Volatility

VGSNX vs. CSRIX - Volatility Comparison

Vanguard Real Estate Index Fund Institutional Shares (VGSNX) and Cohen & Steers Institutional Realty Shares (CSRIX) have volatilities of 4.16% and 4.28%, 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.


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Volatility by Period


VGSNXCSRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

4.28%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

9.73%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

16.03%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

18.56%

+0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

20.48%

+0.43%