PortfoliosLab logoPortfoliosLab logo
CSUAX vs. PXWEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSUAX vs. PXWEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and Pax Ellevate Global Women’s Leadership Fund (PXWEX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CSUAX vs. PXWEX - 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%
PXWEX
Pax Ellevate Global Women’s Leadership Fund
-7.00%17.41%12.15%18.14%-19.99%17.28%13.67%26.44%-7.78%24.87%

Returns By Period

In the year-to-date period, CSUAX achieves a 8.35% return, which is significantly higher than PXWEX's -7.00% return. Over the past 10 years, CSUAX has underperformed PXWEX with an annualized return of 7.48%, while PXWEX has yielded a comparatively higher 8.82% 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%

PXWEX

1D
0.12%
1M
-8.32%
YTD
-7.00%
6M
-2.68%
1Y
12.67%
3Y*
10.70%
5Y*
5.44%
10Y*
8.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CSUAX vs. PXWEX - Expense Ratio Comparison

CSUAX has a 1.22% expense ratio, which is higher than PXWEX's 0.77% expense ratio.


Return for Risk

CSUAX vs. PXWEX — 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

PXWEX
PXWEX Risk / Return Rank: 3939
Overall Rank
PXWEX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PXWEX Sortino Ratio Rank: 3838
Sortino Ratio Rank
PXWEX Omega Ratio Rank: 3737
Omega Ratio Rank
PXWEX Calmar Ratio Rank: 3737
Calmar Ratio Rank
PXWEX Martin Ratio Rank: 4545
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. PXWEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and Pax Ellevate Global Women’s Leadership Fund (PXWEX). 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.


CSUAXPXWEXDifference

Sharpe ratio

Return per unit of total volatility

1.63

0.80

+0.84

Sortino ratio

Return per unit of downside risk

2.17

1.22

+0.95

Omega ratio

Gain probability vs. loss probability

1.32

1.17

+0.14

Calmar ratio

Return relative to maximum drawdown

2.36

1.00

+1.37

Martin ratio

Return relative to average drawdown

10.32

4.50

+5.82

CSUAX vs. PXWEX - Sharpe Ratio Comparison

The current CSUAX Sharpe Ratio is 1.63, which is higher than the PXWEX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of CSUAX and PXWEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CSUAXPXWEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.80

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.34

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.33

+0.22

Correlation

The correlation between CSUAX and PXWEX 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. PXWEX - Dividend Comparison

CSUAX's dividend yield for the trailing twelve months is around 7.46%, less than PXWEX's 10.57% 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%
PXWEX
Pax Ellevate Global Women’s Leadership Fund
10.57%9.83%9.47%1.60%3.12%1.21%1.04%3.03%4.90%2.49%1.80%2.41%

Drawdowns

CSUAX vs. PXWEX - Drawdown Comparison

The maximum CSUAX drawdown since its inception was -52.20%, roughly equal to the maximum PXWEX drawdown of -53.70%. Use the drawdown chart below to compare losses from any high point for CSUAX and PXWEX.


Loading graphics...

Drawdown Indicators


CSUAXPXWEXDifference

Max Drawdown

Largest peak-to-trough decline

-52.20%

-53.70%

+1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.98%

-11.19%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

-29.67%

+9.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

-34.47%

-0.58%

Current Drawdown

Current decline from peak

-4.38%

-9.48%

+5.10%

Average Drawdown

Average peak-to-trough decline

-8.49%

-9.84%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.48%

-0.65%

Volatility

CSUAX vs. PXWEX - Volatility Comparison

The current volatility for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) is 3.26%, while Pax Ellevate Global Women’s Leadership Fund (PXWEX) has a volatility of 4.55%. This indicates that CSUAX experiences smaller price fluctuations and is considered to be less risky than PXWEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CSUAXPXWEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

4.55%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.89%

8.87%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

11.48%

16.25%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

15.94%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

16.91%

-2.02%