CSUAX vs. GMGEX
Compare and contrast key facts about Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and GMO Global Equity Allocation Fund (GMGEX).
CSUAX is a passively managed fund by Cohen & Steers that tracks the performance of the FTSE Global Core Infrastructure 50/50 Index. It was launched on Aug 28, 2017. GMGEX is managed by GMO. It was launched on Nov 25, 1996.
Performance
CSUAX vs. GMGEX - Performance Comparison
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CSUAX vs. GMGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GMGEX GMO Global Equity Allocation Fund | 1.01% | 29.14% | 4.12% | 22.27% | -17.07% | 14.99% | 9.55% | 25.45% | -13.04% | 26.39% |
Returns By Period
In the year-to-date period, CSUAX achieves a 8.35% return, which is significantly higher than GMGEX's 1.01% return. Over the past 10 years, CSUAX has underperformed GMGEX with an annualized return of 7.48%, while GMGEX has yielded a comparatively higher 9.64% annualized return.
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%
GMGEX
- 1D
- -0.23%
- 1M
- -8.94%
- YTD
- 1.01%
- 6M
- 7.79%
- 1Y
- 26.97%
- 3Y*
- 15.95%
- 5Y*
- 7.75%
- 10Y*
- 9.64%
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CSUAX vs. GMGEX - Expense Ratio Comparison
CSUAX has a 1.22% expense ratio, which is higher than GMGEX's 0.01% expense ratio.
Return for Risk
CSUAX vs. GMGEX — Risk / Return Rank
CSUAX
GMGEX
CSUAX vs. GMGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and GMO Global Equity Allocation Fund (GMGEX). 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.
| CSUAX | GMGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 1.73 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.17 | 2.35 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.35 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.15 | +0.22 |
Martin ratioReturn relative to average drawdown | 10.32 | 9.50 | +0.82 |
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
| CSUAX | GMGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.73 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.53 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.60 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.22 | +0.34 |
Correlation
The correlation between CSUAX and GMGEX is 0.73, 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
CSUAX vs. GMGEX - Dividend Comparison
CSUAX's dividend yield for the trailing twelve months is around 7.46%, more than GMGEX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GMGEX GMO Global Equity Allocation Fund | 4.64% | 4.69% | 0.29% | 5.62% | 7.81% | 7.76% | 3.83% | 3.14% | 3.14% | 2.90% | 3.71% | 4.20% |
Drawdowns
CSUAX vs. GMGEX - Drawdown Comparison
The maximum CSUAX drawdown since its inception was -52.20%, smaller than the maximum GMGEX drawdown of -58.47%. Use the drawdown chart below to compare losses from any high point for CSUAX and GMGEX.
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Drawdown Indicators
| CSUAX | GMGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.20% | -58.47% | +6.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -11.62% | +3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -20.45% | -28.58% | +8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -35.05% | -34.98% | -0.07% |
Current DrawdownCurrent decline from peak | -4.38% | -9.24% | +4.86% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -16.84% | +8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.63% | -0.80% |
Volatility
CSUAX vs. GMGEX - Volatility Comparison
The current volatility for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) is 3.26%, while GMO Global Equity Allocation Fund (GMGEX) has a volatility of 5.26%. This indicates that CSUAX experiences smaller price fluctuations and is considered to be less risky than GMGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSUAX | GMGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 5.26% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 6.89% | 9.43% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 15.54% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.89% | 14.69% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 16.00% | -1.11% |