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BIBDX vs. CSUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIBDX vs. CSUAX - Performance Comparison

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

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BIBDX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIBDX
BlackRock Global Dividend Portfolio
-5.08%19.32%9.72%16.59%-13.72%17.70%6.91%22.80%-10.46%19.39%
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, BIBDX achieves a -5.08% return, which is significantly lower than CSUAX's 8.35% return. Both investments have delivered pretty close results over the past 10 years, with BIBDX having a 7.86% annualized return and CSUAX not far behind at 7.48%.


BIBDX

1D
-0.09%
1M
-10.17%
YTD
-5.08%
6M
-2.99%
1Y
12.41%
3Y*
10.70%
5Y*
7.09%
10Y*
7.86%

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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BIBDX vs. CSUAX - Expense Ratio Comparison

BIBDX has a 0.75% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Return for Risk

BIBDX vs. CSUAX — Risk / Return Rank

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

BIBDX
BIBDX Risk / Return Rank: 4242
Overall Rank
BIBDX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BIBDX Sortino Ratio Rank: 4343
Sortino Ratio Rank
BIBDX Omega Ratio Rank: 4141
Omega Ratio Rank
BIBDX Calmar Ratio Rank: 4141
Calmar Ratio Rank
BIBDX Martin Ratio Rank: 4242
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.

BIBDX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) 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.


BIBDXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.63

-0.79

Sortino ratio

Return per unit of downside risk

1.30

2.17

-0.87

Omega ratio

Gain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratio

Return relative to maximum drawdown

1.06

2.36

-1.31

Martin ratio

Return relative to average drawdown

4.33

10.32

-5.99

BIBDX vs. CSUAX - Sharpe Ratio Comparison

The current BIBDX Sharpe Ratio is 0.84, which is lower than the CSUAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of BIBDX 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


BIBDXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.63

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.61

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.50

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.55

-0.09

Correlation

The correlation between BIBDX and CSUAX is 0.76, 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

BIBDX vs. CSUAX - Dividend Comparison

BIBDX's dividend yield for the trailing twelve months is around 21.22%, more than CSUAX's 7.46% yield.


TTM20252024202320222021202020192018201720162015
BIBDX
BlackRock Global Dividend Portfolio
21.22%20.14%8.09%2.00%6.51%18.01%5.94%7.97%7.05%6.47%2.47%4.34%
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

BIBDX vs. CSUAX - Drawdown Comparison

The maximum BIBDX drawdown since its inception was -41.81%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for BIBDX and CSUAX.


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Drawdown Indicators


BIBDXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.81%

-52.20%

+10.39%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-7.98%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.44%

-20.45%

-3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.15%

-35.05%

+1.90%

Current Drawdown

Current decline from peak

-10.38%

-4.38%

-6.00%

Average Drawdown

Average peak-to-trough decline

-5.76%

-8.49%

+2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.83%

+0.80%

Volatility

BIBDX vs. CSUAX - Volatility Comparison

BlackRock Global Dividend Portfolio (BIBDX) has a higher volatility of 5.23% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.26%. This indicates that BIBDX'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


BIBDXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

3.26%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

6.89%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.45%

11.48%

+3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

12.89%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

14.89%

+0.21%