VGSNX vs. CSRIX
Compare and contrast key facts about Vanguard Real Estate Index Fund Institutional Shares (VGSNX) and Cohen & Steers Institutional Realty Shares (CSRIX).
VGSNX is managed by Vanguard. It was launched on Dec 2, 2003. CSRIX is managed by Cohen & Steers. It was launched on Feb 14, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGSNX or CSRIX.
Key characteristics
| VGSNX | CSRIX | |
|---|---|---|
| YTD Return | 9.73% | 11.53% |
| 1Y Return | 30.87% | 30.63% |
| 3Y Return (Ann) | -1.15% | -0.90% |
| 5Y Return (Ann) | 4.30% | 4.67% |
| 10Y Return (Ann) | 6.02% | 3.16% |
| Sharpe Ratio | 1.74 | 1.81 |
| Sortino Ratio | 2.51 | 2.58 |
| Omega Ratio | 1.32 | 1.33 |
| Calmar Ratio | 0.96 | 1.03 |
| Martin Ratio | 6.72 | 8.34 |
| Ulcer Index | 4.42% | 3.54% |
| Daily Std Dev | 17.08% | 16.30% |
| Max Drawdown | -73.07% | -76.32% |
| Current Drawdown | -9.46% | -6.85% |
Correlation
The correlation between VGSNX and CSRIX is 0.99, 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.
Performance
VGSNX vs. CSRIX - Performance Comparison
In the year-to-date period, VGSNX achieves a 9.73% return, which is significantly lower than CSRIX's 11.53% return. Over the past 10 years, VGSNX has outperformed CSRIX with an annualized return of 6.02%, while CSRIX has yielded a comparatively lower 3.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
VGSNX vs. CSRIX - Risk-Adjusted Performance 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.
Dividends
VGSNX vs. CSRIX - Dividend Comparison
VGSNX's dividend yield for the trailing twelve months is around 3.89%, more than CSRIX's 2.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGSNX Vanguard Real Estate Index Fund Institutional Shares | 3.89% | 3.97% | 3.94% | 2.57% | 3.94% | 3.41% | 4.76% | 4.26% | 4.84% | 3.94% | 3.62% | 4.34% |
CSRIX Cohen & Steers Institutional Realty Shares | 2.86% | 3.04% | 3.22% | 1.66% | 2.72% | 2.70% | 3.97% | 2.85% | 3.31% | 2.94% | 2.48% | 2.74% |
Drawdowns
VGSNX vs. CSRIX - Drawdown Comparison
The maximum VGSNX drawdown since its inception was -73.07%, roughly equal to the maximum CSRIX drawdown of -76.32%. Use the drawdown chart below to compare losses from any high point for VGSNX and CSRIX. For additional features, visit the drawdowns tool.
Volatility
VGSNX vs. CSRIX - Volatility Comparison
Vanguard Real Estate Index Fund Institutional Shares (VGSNX) and Cohen & Steers Institutional Realty Shares (CSRIX) have volatilities of 5.34% and 5.42%, 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.