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AGLOX vs. CSUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGLOX vs. CSUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ariel Global Fund (AGLOX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX). The values are adjusted to include any dividend payments, if applicable.

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AGLOX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGLOX
Ariel Global Fund
-4.80%23.22%6.55%12.40%-5.47%11.53%7.70%15.98%-6.03%15.63%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
8.35%14.30%8.30%2.09%-5.20%16.24%-1.65%24.26%-5.83%17.99%

Returns By Period

In the year-to-date period, AGLOX achieves a -4.80% return, which is significantly lower than CSUAX's 8.35% return. Both investments have delivered pretty close results over the past 10 years, with AGLOX having a 7.54% annualized return and CSUAX not far behind at 7.48%.


AGLOX

1D
0.08%
1M
-9.86%
YTD
-4.80%
6M
-2.12%
1Y
10.34%
3Y*
10.48%
5Y*
7.44%
10Y*
7.54%

CSUAX

1D
0.34%
1M
-4.38%
YTD
8.35%
6M
8.97%
1Y
17.98%
3Y*
10.78%
5Y*
7.79%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGLOX vs. CSUAX - Expense Ratio Comparison

AGLOX has a 1.13% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Return for Risk

AGLOX vs. CSUAX — Risk / Return Rank

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

AGLOX
AGLOX Risk / Return Rank: 2727
Overall Rank
AGLOX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AGLOX Sortino Ratio Rank: 2525
Sortino Ratio Rank
AGLOX Omega Ratio Rank: 2626
Omega Ratio Rank
AGLOX Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGLOX Martin Ratio Rank: 2727
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 8585
Overall Rank
CSUAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 8080
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 9090
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.

AGLOX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ariel Global Fund (AGLOX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX). 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.


AGLOXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.63

-0.97

Sortino ratio

Return per unit of downside risk

0.98

2.17

-1.19

Omega ratio

Gain probability vs. loss probability

1.14

1.32

-0.17

Calmar ratio

Return relative to maximum drawdown

0.82

2.36

-1.55

Martin ratio

Return relative to average drawdown

2.93

10.32

-7.39

AGLOX vs. CSUAX - Sharpe Ratio Comparison

The current AGLOX Sharpe Ratio is 0.66, which is lower than the CSUAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of AGLOX and CSUAX, 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


AGLOXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.63

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.61

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.50

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.55

+0.09

Correlation

The correlation between AGLOX and CSUAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AGLOX vs. CSUAX - Dividend Comparison

AGLOX's dividend yield for the trailing twelve months is around 17.20%, more than CSUAX's 7.46% yield.


TTM20252024202320222021202020192018201720162015
AGLOX
Ariel Global Fund
17.20%16.38%27.80%18.51%4.82%2.00%0.85%4.39%3.42%4.48%2.65%0.81%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
7.46%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%

Drawdowns

AGLOX vs. CSUAX - Drawdown Comparison

The maximum AGLOX drawdown since its inception was -24.72%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for AGLOX and CSUAX.


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Drawdown Indicators


AGLOXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-24.72%

-52.20%

+27.48%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-7.98%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.77%

-20.45%

+3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-24.72%

-35.05%

+10.33%

Current Drawdown

Current decline from peak

-10.59%

-4.38%

-6.21%

Average Drawdown

Average peak-to-trough decline

-3.40%

-8.49%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.83%

+1.19%

Volatility

AGLOX vs. CSUAX - Volatility Comparison

Ariel Global Fund (AGLOX) has a higher volatility of 5.28% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.26%. This indicates that AGLOX's price experiences larger fluctuations and is considered to be riskier than CSUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGLOXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

3.26%

+2.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

6.89%

+2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

11.48%

+3.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

12.89%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

14.89%

-1.90%