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CSUAX vs. JAWWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSUAX vs. JAWWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and Janus Henderson Global Research Fund Class T (JAWWX). The values are adjusted to include any dividend payments, if applicable.

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CSUAX vs. JAWWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
JAWWX
Janus Henderson Global Research Fund Class T
-8.00%20.67%23.40%26.66%-19.64%17.72%20.09%28.78%-6.97%26.75%

Returns By Period

In the year-to-date period, CSUAX achieves a 8.35% return, which is significantly higher than JAWWX's -8.00% return. Over the past 10 years, CSUAX has underperformed JAWWX with an annualized return of 7.48%, while JAWWX has yielded a comparatively higher 12.12% 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%

JAWWX

1D
-0.42%
1M
-9.22%
YTD
-8.00%
6M
-6.06%
1Y
12.74%
3Y*
16.89%
5Y*
9.76%
10Y*
12.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSUAX vs. JAWWX - Expense Ratio Comparison

CSUAX has a 1.22% expense ratio, which is higher than JAWWX's 0.87% expense ratio.


Return for Risk

CSUAX vs. JAWWX — Risk / Return Rank

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

CSUAX
CSUAX Risk / Return Rank: 8585
Overall Rank
CSUAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 8080
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 9090
Martin Ratio Rank

JAWWX
JAWWX Risk / Return Rank: 3333
Overall Rank
JAWWX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
JAWWX Sortino Ratio Rank: 3232
Sortino Ratio Rank
JAWWX Omega Ratio Rank: 3434
Omega Ratio Rank
JAWWX Calmar Ratio Rank: 3232
Calmar Ratio Rank
JAWWX Martin Ratio Rank: 3737
Martin Ratio Rank
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. JAWWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and Janus Henderson Global Research Fund Class T (JAWWX). 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.


CSUAXJAWWXDifference

Sharpe ratio

Return per unit of total volatility

1.63

0.73

+0.90

Sortino ratio

Return per unit of downside risk

2.17

1.14

+1.03

Omega ratio

Gain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratio

Return relative to maximum drawdown

2.36

0.91

+1.46

Martin ratio

Return relative to average drawdown

10.32

3.96

+6.36

CSUAX vs. JAWWX - Sharpe Ratio Comparison

The current CSUAX Sharpe Ratio is 1.63, which is higher than the JAWWX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of CSUAX and JAWWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSUAXJAWWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.73

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.56

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.68

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.38

+0.17

Correlation

The correlation between CSUAX and JAWWX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSUAX vs. JAWWX - Dividend Comparison

CSUAX's dividend yield for the trailing twelve months is around 7.46%, less than JAWWX's 8.73% yield.


TTM20252024202320222021202020192018201720162015
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%
JAWWX
Janus Henderson Global Research Fund Class T
8.73%8.03%8.21%4.82%4.44%11.58%3.68%4.77%6.85%0.60%0.75%0.75%

Drawdowns

CSUAX vs. JAWWX - Drawdown Comparison

The maximum CSUAX drawdown since its inception was -52.20%, smaller than the maximum JAWWX drawdown of -76.60%. Use the drawdown chart below to compare losses from any high point for CSUAX and JAWWX.


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Drawdown Indicators


CSUAXJAWWXDifference

Max Drawdown

Largest peak-to-trough decline

-52.20%

-76.60%

+24.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-11.44%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

-29.05%

+8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-34.79%

-0.26%

Current Drawdown

Current decline from peak

-4.38%

-10.78%

+6.40%

Average Drawdown

Average peak-to-trough decline

-8.49%

-26.03%

+17.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.63%

-0.80%

Volatility

CSUAX vs. JAWWX - Volatility Comparison

The current volatility for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) is 3.26%, while Janus Henderson Global Research Fund Class T (JAWWX) has a volatility of 4.91%. This indicates that CSUAX experiences smaller price fluctuations and is considered to be less risky than JAWWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUAXJAWWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

4.91%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

9.31%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

17.38%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

17.36%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

17.95%

-3.06%