CSUAX vs. ETO
CSUAX (Cohen & Steers Global Infrastructure Fund Class A) and ETO (Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund) are both mutual funds - CSUAX is a Infrastructure Equities fund tracking the FTSE Global Core Infrastructure 50/50 Index, while ETO is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, CSUAX returned 7.22%/yr vs 12.18%/yr for ETO. Their 0.56 correlation means they have sometimes moved together and sometimes differently. CSUAX charges 1.22%/yr vs 2.56%/yr for ETO.
Performance
CSUAX vs. ETO - Performance Comparison
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Returns By Period
In the year-to-date period, CSUAX achieves a 12.09% return, which is significantly higher than ETO's 7.11% return. Over the past 10 years, CSUAX has underperformed ETO with an annualized return of 7.22%, while ETO has yielded a comparatively higher 12.18% annualized return.
CSUAX
- 1D
- -0.30%
- 1M
- -0.23%
- 6M
- 8.33%
- YTD
- 12.09%
- 1Y
- 17.26%
- 3Y*
- 11.88%
- 5Y*
- 7.26%
- 10Y*
- 7.22%
- ALL TIME*
- 9.25%
ETO
- 1D
- 0.97%
- 1M
- 1.90%
- 6M
- 5.97%
- YTD
- 7.11%
- 1Y
- 26.50%
- 3Y*
- 19.68%
- 5Y*
- 8.87%
- 10Y*
- 12.18%
- ALL TIME*
- 10.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.02M | $931.22K | $1.13M |
CSUAX vs. ETO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 12.09% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
ETO Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund | 7.11% | 29.96% | 15.55% | 21.54% | -29.96% | 37.18% | 6.25% | 50.98% | -19.19% | 33.57% |
Correlation
The correlation between CSUAX and ETO is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 26, 2004 | 0.56 |
Over the past year, the correlation between CSUAX and ETO has dropped to 0.17 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
CSUAX vs. ETO — Risk / Return Rank
CSUAX
ETO
CSUAX vs. ETO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (ETO). 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 | ETO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 1.74 | +1.26 |
| Martin ratioReturn relative to average drawdown | 9.45 | 7.76 | +1.69 |
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Drawdowns
CSUAX vs. ETO - Drawdown Comparison
The maximum CSUAX drawdown since its inception was -52.20%, smaller than the maximum ETO drawdown of -72.02%. Use the drawdown chart below to compare losses from any high point for CSUAX and ETO.
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Drawdown Indicators
| CSUAX | ETO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.20% | -72.02% | +19.82% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -15.27% | +9.28% |
Max Drawdown (3Y)Largest decline over 3 years | -11.83% | -18.24% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.45% | -35.44% | +14.99% |
Max Drawdown (10Y)Largest decline over 10 years | -35.05% | -52.03% | +16.98% |
Current DrawdownCurrent decline from peak | -1.95% | 0.00% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -12.66% | +4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 3.42% | -1.52% |
Volatility
CSUAX vs. ETO - Volatility Comparison
The current volatility for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) is 2.93%, while Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (ETO) has a volatility of 4.72%. This indicates that CSUAX experiences smaller price fluctuations and is considered to be less risky than ETO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSUAX | ETO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 4.72% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 12.94% | -4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 15.58% | -5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.00% | 20.18% | -7.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 22.69% | -7.81% |
CSUAX vs. ETO - Expense Ratio Comparison
CSUAX has a 1.22% expense ratio, which is lower than ETO's 2.56% expense ratio.
Dividends
CSUAX vs. ETO - Dividend Comparison
CSUAX's dividend yield for the trailing twelve months is around 7.63%, more than ETO's 6.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.63% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
ETO Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund | 6.66% | 6.85% | 7.81% | 6.97% | 9.87% | 5.82% | 7.36% | 8.32% | 11.51% | 8.50% | 9.51% | 9.29% |
Frequently Asked Questions
CSUAX and ETO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETO has higher volatility (4.72%) compared to CSUAX (2.93%). In terms of maximum drawdown, CSUAX dropped -52.20% vs ETO's -72.02%.
CSUAX currently has the higher Sharpe Ratio (1.78 vs 1.71), 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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