CSUAX vs. CWGIX

Last updated Jun 24, 2026

CSUAX (Cohen & Steers Global Infrastructure Fund Class A) and CWGIX (American Funds Capital World Growth and Income Fund Class A) are both Global Equities funds. Over the past 10 years, CSUAX returned 7.57%/yr vs 12.54%/yr for CWGIX. A 0.73 correlation means they provide meaningful diversification when combined. CSUAX charges 1.22%/yr vs 0.75%/yr for CWGIX.

Performance

CSUAX vs. CWGIX - Performance Comparison

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

Returns By Period

In the year-to-date period, CSUAX achieves a 10.30% return, which is significantly lower than CWGIX's 15.66% return. Over the past 10 years, CSUAX has underperformed CWGIX with an annualized return of 7.57%, while CWGIX has yielded a comparatively higher 12.54% annualized return.

CSUAX

• 1D: 0.38%
• 1M: -1.48%
• YTD: 10.30%
• 6M: 10.30%
• 1Y: 17.70%
• 3Y*: 12.18%
• 5Y*: 7.09%
• 10Y*: 7.57%

CWGIX

• 1D: -0.06%
• 1M: 2.79%
• YTD: 15.66%
• 6M: 15.21%
• 1Y: 32.16%
• 3Y*: 21.57%
• 5Y*: 11.28%
• 10Y*: 12.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUAX vs. CWGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CSUAX Cohen & Steers Global Infrastructure Fund Class A	10.30%	14.30%	8.30%	2.09%	-5.20%	16.24%	-1.65%	24.26%	-5.83%	17.99%
CWGIX American Funds Capital World Growth and Income Fund Class A	15.66%	24.68%	13.85%	20.55%	-17.32%	14.74%	15.31%	25.32%	-10.60%	24.55%

Correlation

The correlation between CSUAX and CWGIX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004	0.73

Over the past year, the correlation between CSUAX and CWGIX has dropped to 0.30 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

Return for Risk

CSUAX vs. CWGIX — Risk / Return Rank

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

CSUAX

CSUAX Risk / Return Rank: 52
CSUAX Sharpe Ratio Rank: 48
CSUAX Sortino Ratio Rank: 47
CSUAX Omega Ratio Rank: 45
CSUAX Calmar Ratio Rank: 70
CSUAX Martin Ratio Rank: 51

CWGIX

CWGIX Risk / Return Rank: 71
CWGIX Sharpe Ratio Rank: 73
CWGIX Sortino Ratio Rank: 67
CWGIX Omega Ratio Rank: 68
CWGIX Calmar Ratio Rank: 72
CWGIX Martin Ratio Rank: 77

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.

CSUAX vs. CWGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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.

	CSUAX	CWGIX	Difference
Sharpe ratio: Return per unit of total volatility	1.87	2.28	-0.41
Sortino ratio: Return per unit of downside risk	2.66	3.11	-0.45
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.09
Calmar ratio: Return relative to maximum drawdown	3.08	3.14	-0.06
Martin ratio: Return relative to average drawdown	9.76	13.44	-3.68

CSUAX vs. CWGIX - Sharpe Ratio Comparison

The current CSUAX Sharpe Ratio is 1.87, which is comparable to the CWGIX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of CSUAX and CWGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CSUAX vs. CWGIX - Drawdown Comparison

The maximum CSUAX drawdown since its inception was -52.20%, roughly equal to the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for CSUAX and CWGIX.

Drawdown Indicators

	CSUAX	CWGIX	Difference
Max Drawdown Largest peak-to-trough decline	-52.20%	-54.47%	+2.27%
Max Drawdown (1Y) Largest decline over 1 year	-5.99%	-10.52%	+4.53%
Max Drawdown (3Y) Largest decline over 3 years	-14.95%	-15.56%	+0.61%
Max Drawdown (5Y) Largest decline over 5 years	-20.45%	-27.18%	+6.73%
Max Drawdown (10Y) Largest decline over 10 years	-35.05%	-32.00%	-3.05%
Current Drawdown Current decline from peak	-2.66%	-0.67%	-1.99%
Average Drawdown Average peak-to-trough decline	-8.43%	-7.12%	-1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.88%	2.46%	-0.58%

Volatility

CSUAX vs. CWGIX - Volatility Comparison

The current volatility for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) is 3.43%, while American Funds Capital World Growth and Income Fund Class A (CWGIX) has a volatility of 6.02%. This indicates that CSUAX experiences smaller price fluctuations and is considered to be less risky than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSUAX	CWGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.43%	6.02%	-2.59%
Volatility (6M) Calculated over the trailing 6-month period	7.89%	12.20%	-4.31%
Volatility (1Y) Calculated over the trailing 1-year period	9.88%	14.55%	-4.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.98%	15.38%	-2.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.92%	16.11%	-1.19%

CSUAX vs. CWGIX - Expense Ratio Comparison

CSUAX has a 1.22% expense ratio, which is higher than CWGIX's 0.75% expense ratio.

Dividends

CSUAX vs. CWGIX - Dividend Comparison

CSUAX's dividend yield for the trailing twelve months is around 7.33%, less than CWGIX's 9.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSUAX Cohen & Steers Global Infrastructure Fund Class A	7.33%	8.09%	2.23%	2.17%	3.55%	2.95%	1.30%	1.52%	2.08%	5.00%	2.04%	6.20%
CWGIX American Funds Capital World Growth and Income Fund Class A	9.18%	10.54%	7.88%	3.20%	2.09%	6.82%	1.23%	2.44%	7.00%	6.63%	4.96%	3.78%

Frequently Asked Questions

Can I hold both CSUAX and CWGIX in my portfolio?

CSUAX and CWGIX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSUAX or CWGIX?

CWGIX has higher volatility (6.02%) compared to CSUAX (3.43%). In terms of maximum drawdown, CSUAX dropped -52.20% vs CWGIX's -54.47%.

Which has better risk-adjusted returns?

CWGIX currently has the higher Sharpe Ratio (2.28 vs 1.87), 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.