CFWAX vs. CSUIX
Compare and contrast key facts about Calvert Global Water Fund (CFWAX) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX).
CFWAX is managed by Calvert Research and Management. It was launched on Sep 29, 2008. CSUIX is managed by Cohen & Steers. It was launched on May 2, 2004.
Performance
CFWAX vs. CSUIX - Performance Comparison
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CFWAX vs. CSUIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CFWAX Calvert Global Water Fund | -1.37% | 14.38% | 3.91% | 18.34% | -19.63% | 22.59% | 14.79% | 28.02% | -13.63% | 18.88% |
CSUIX Cohen & Steers Global Infrastructure Fund, Inc. | 8.44% | 14.69% | 8.74% | 2.46% | -4.89% | 16.60% | -1.29% | 24.72% | -5.52% | 18.15% |
Returns By Period
In the year-to-date period, CFWAX achieves a -1.37% return, which is significantly lower than CSUIX's 8.44% return. Over the past 10 years, CFWAX has outperformed CSUIX with an annualized return of 8.44%, while CSUIX has yielded a comparatively lower 7.83% annualized return.
CFWAX
- 1D
- 0.07%
- 1M
- -11.15%
- YTD
- -1.37%
- 6M
- -1.97%
- 1Y
- 12.60%
- 3Y*
- 8.77%
- 5Y*
- 5.11%
- 10Y*
- 8.44%
CSUIX
- 1D
- 0.34%
- 1M
- -4.36%
- YTD
- 8.44%
- 6M
- 9.16%
- 1Y
- 18.40%
- 3Y*
- 11.18%
- 5Y*
- 8.17%
- 10Y*
- 7.83%
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CFWAX vs. CSUIX - Expense Ratio Comparison
CFWAX has a 1.24% expense ratio, which is higher than CSUIX's 0.86% expense ratio.
Return for Risk
CFWAX vs. CSUIX — Risk / Return Rank
CFWAX
CSUIX
CFWAX vs. CSUIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Global Water Fund (CFWAX) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX). 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.
| CFWAX | CSUIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.67 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.21 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.33 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | 2.42 | -1.55 |
Martin ratioReturn relative to average drawdown | 3.32 | 10.58 | -7.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CFWAX | CSUIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.67 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.64 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.53 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.58 | -0.19 |
Correlation
The correlation between CFWAX and CSUIX 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
CFWAX vs. CSUIX - Dividend Comparison
CFWAX's dividend yield for the trailing twelve months is around 4.84%, less than CSUIX's 7.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CFWAX Calvert Global Water Fund | 4.84% | 4.77% | 9.25% | 2.57% | 1.47% | 0.93% | 0.77% | 0.83% | 1.30% | 0.93% | 0.00% | 0.03% |
CSUIX Cohen & Steers Global Infrastructure Fund, Inc. | 7.76% | 8.41% | 2.58% | 2.53% | 3.91% | 3.25% | 1.64% | 1.83% | 2.45% | 5.12% | 2.35% | 6.52% |
Drawdowns
CFWAX vs. CSUIX - Drawdown Comparison
The maximum CFWAX drawdown since its inception was -39.67%, smaller than the maximum CSUIX drawdown of -52.01%. Use the drawdown chart below to compare losses from any high point for CFWAX and CSUIX.
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Drawdown Indicators
| CFWAX | CSUIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -52.01% | +12.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -7.99% | -4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -29.17% | -20.01% | -9.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.25% | -35.01% | -1.24% |
Current DrawdownCurrent decline from peak | -11.96% | -4.36% | -7.60% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -8.21% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.82% | +1.52% |
Volatility
CFWAX vs. CSUIX - Volatility Comparison
Calvert Global Water Fund (CFWAX) has a higher volatility of 5.35% compared to Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) at 3.24%. This indicates that CFWAX's price experiences larger fluctuations and is considered to be riskier than CSUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CFWAX | CSUIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 3.24% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 6.90% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 11.49% | +4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 12.86% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 14.88% | +1.98% |