CAEIX vs. CSUAX
CAEIX (Calvert Global Energy Solutions Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, CAEIX returned 11.57%/yr vs 7.32%/yr for CSUAX. A 0.70 correlation means they provide meaningful diversification when combined. CAEIX charges 0.99%/yr vs 1.22%/yr for CSUAX.
Performance
CAEIX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, CAEIX achieves a 17.95% return, which is significantly higher than CSUAX's 9.88% return. Over the past 10 years, CAEIX has outperformed CSUAX with an annualized return of 11.57%, while CSUAX has yielded a comparatively lower 7.32% annualized return.
CAEIX
- 1D
- 1.29%
- 1M
- -1.79%
- YTD
- 17.95%
- 6M
- 17.45%
- 1Y
- 42.22%
- 3Y*
- 11.22%
- 5Y*
- 5.91%
- 10Y*
- 11.57%
CSUAX
- 1D
- 0.19%
- 1M
- -1.85%
- YTD
- 9.88%
- 6M
- 10.52%
- 1Y
- 17.84%
- 3Y*
- 10.99%
- 5Y*
- 7.05%
- 10Y*
- 7.32%
CAEIX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAEIX Calvert Global Energy Solutions Fund | 17.95% | 32.61% | -7.13% | 5.67% | -17.43% | 6.73% | 61.52% | 33.48% | -19.26% | 29.65% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 9.88% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Correlation
The correlation between CAEIX and CSUAX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 31, 2007 | 0.70 |
Over the past year, the correlation between CAEIX and CSUAX has dropped to 0.40 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
CAEIX vs. CSUAX — Risk / Return Rank
CAEIX
CSUAX
CAEIX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Energy Solutions Fund (CAEIX) 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.
| CAEIX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.33 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 5.00 | 3.05 | +1.95 |
| Martin ratioReturn relative to average drawdown | 16.04 | 9.69 | +6.34 |
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Drawdowns
CAEIX vs. CSUAX - Drawdown Comparison
The maximum CAEIX drawdown since its inception was -75.81%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for CAEIX and CSUAX.
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Drawdown Indicators
| CAEIX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.81% | -52.20% | -23.61% |
Max Drawdown (1Y)Largest decline over 1 year | -8.39% | -5.99% | -2.40% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -14.95% | -9.62% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -20.45% | -12.13% |
Max Drawdown (10Y)Largest decline over 10 years | -37.54% | -35.05% | -2.49% |
Current DrawdownCurrent decline from peak | -4.18% | -3.03% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -48.51% | -8.43% | -40.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 1.87% | +0.74% |
Volatility
CAEIX vs. CSUAX - Volatility Comparison
Calvert Global Energy Solutions Fund (CAEIX) has a higher volatility of 6.86% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.40%. This indicates that CAEIX'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
| CAEIX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 3.40% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 7.99% | +5.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.18% | 9.86% | +7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.33% | 12.99% | +6.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 14.92% | +4.80% |
CAEIX vs. CSUAX - Expense Ratio Comparison
CAEIX has a 0.99% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Dividends
CAEIX vs. CSUAX - Dividend Comparison
CAEIX's dividend yield for the trailing twelve months is around 0.61%, less than CSUAX's 7.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAEIX Calvert Global Energy Solutions Fund | 0.61% | 0.72% | 1.17% | 1.07% | 0.86% | 0.49% | 0.82% | 1.23% | 2.00% | 1.40% | 1.79% | 0.72% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.36% | 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
CAEIX and CSUAX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAEIX has higher volatility (6.86%) compared to CSUAX (3.40%). In terms of maximum drawdown, CAEIX dropped -75.81% vs CSUAX's -52.20%.
CAEIX currently has the higher Sharpe Ratio (2.44 vs 1.85), 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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