BCGDX vs. CSUAX
BCGDX (Blue Current Global Dividend Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, BCGDX returned 11.53%/yr vs 7.29%/yr for CSUAX. A 0.69 correlation means they provide meaningful diversification when combined. BCGDX charges 0.99%/yr vs 1.22%/yr for CSUAX.
Performance
BCGDX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, BCGDX achieves a 9.29% return, which is significantly lower than CSUAX's 13.21% return. Over the past 10 years, BCGDX has outperformed CSUAX with an annualized return of 11.53%, while CSUAX has yielded a comparatively lower 7.29% annualized return.
BCGDX
- 1D
- -0.48%
- 1M
- 0.63%
- 6M
- 6.86%
- YTD
- 9.29%
- 1Y
- 21.92%
- 3Y*
- 19.75%
- 5Y*
- 12.61%
- 10Y*
- 11.53%
CSUAX
- 1D
- 0.30%
- 1M
- 1.57%
- 6M
- 12.92%
- YTD
- 13.21%
- 1Y
- 19.67%
- 3Y*
- 12.00%
- 5Y*
- 7.60%
- 10Y*
- 7.29%
BCGDX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCGDX Blue Current Global Dividend Fund | 9.29% | 30.23% | 16.71% | 14.46% | -8.62% | 18.78% | 7.06% | 26.17% | -12.14% | 18.97% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 13.21% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Correlation
The correlation between BCGDX and CSUAX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.69 |
Over the past year, the correlation between BCGDX and CSUAX has dropped to 0.47 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
BCGDX vs. CSUAX — Risk / Return Rank
BCGDX
CSUAX
BCGDX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Current Global Dividend Fund (BCGDX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCGDX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 3.37 | -0.88 |
| Martin ratioReturn relative to average drawdown | 10.40 | 10.64 | -0.23 |
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Drawdowns
BCGDX vs. CSUAX - Drawdown Comparison
The maximum BCGDX drawdown since its inception was -35.90%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for BCGDX and CSUAX.
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Drawdown Indicators
| BCGDX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -52.20% | +16.30% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -5.99% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -11.79% | -14.95% | +3.16% |
Max Drawdown (5Y)Largest decline over 5 years | -21.01% | -20.45% | -0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -35.05% | -0.85% |
Current DrawdownCurrent decline from peak | -0.67% | -0.10% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -8.41% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.89% | +0.25% |
Volatility
BCGDX vs. CSUAX - Volatility Comparison
The current volatility for Blue Current Global Dividend Fund (BCGDX) is 2.84%, while Cohen & Steers Global Infrastructure Fund Class A (CSUAX) has a volatility of 3.45%. This indicates that BCGDX experiences smaller price fluctuations and is considered to be less risky 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
| BCGDX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.45% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 8.12% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 10.09% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 13.01% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 14.88% | +0.93% |
BCGDX vs. CSUAX - Expense Ratio Comparison
BCGDX has a 0.99% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Dividends
BCGDX vs. CSUAX - Dividend Comparison
BCGDX's dividend yield for the trailing twelve months is around 4.35%, less than CSUAX's 7.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCGDX Blue Current Global Dividend Fund | 4.35% | 4.77% | 4.23% | 1.84% | 5.11% | 8.48% | 1.45% | 2.24% | 1.53% | 3.44% | 1.99% | 1.68% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.55% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
Frequently Asked Questions
BCGDX and CSUAX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSUAX has higher volatility (3.45%) compared to BCGDX (2.84%). In terms of maximum drawdown, BCGDX dropped -35.90% vs CSUAX's -52.20%.
CSUAX currently has the higher Sharpe Ratio (2.00 vs 2.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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