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CSUAX vs. QCSTIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSUAX vs. QCSTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and CREF Total Global Stock Account Class R3 (QCSTIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CSUAX having a 12.09% return and QCSTIX slightly lower at 11.57%.


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%

QCSTIX

1D
0.52%
1M
0.14%
6M
7.44%
YTD
11.57%
1Y
24.02%
3Y*
5Y*
10Y*
ALL TIME*
20.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

CSUAX vs. QCSTIX - Yearly Performance Comparison


2026 (YTD)20252024
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
12.09%14.30%-0.17%
QCSTIX
CREF Total Global Stock Account Class R3
11.57%20.05%0.00%

Correlation

The correlation between CSUAX and QCSTIX is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2024

0.35

The correlation between CSUAX and QCSTIX shifts across timeframes, from 0.25 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CSUAX vs. QCSTIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CSUAX
CSUAX Risk / Return Rank: 7474
Overall Rank
CSUAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 6868
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 7373
Martin Ratio Rank

QCSTIX
QCSTIX Risk / Return Rank: 6363
Overall Rank
QCSTIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QCSTIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
QCSTIX Omega Ratio Rank: 5858
Omega Ratio Rank
QCSTIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
QCSTIX Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CSUAX vs. QCSTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) and CREF Total Global Stock Account Class R3 (QCSTIX). 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.


CSUAXQCSTIXDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratioReturn relative to maximum drawdown

3.01

2.28

+0.73

Martin ratioReturn relative to average drawdown

9.45

9.68

-0.23

CSUAX vs. QCSTIX - Sharpe Ratio Comparison

The current CSUAX Sharpe Ratio is 1.78, which is comparable to the QCSTIX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CSUAX and QCSTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSUAX vs. QCSTIX - Drawdown Comparison

The maximum CSUAX drawdown since its inception was -52.20%, which is greater than QCSTIX's maximum drawdown of -16.98%. Use the drawdown chart below to compare losses from any high point for CSUAX and QCSTIX.


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Drawdown Indicators


CSUAXQCSTIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.20%

-16.98%

-35.22%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

-9.95%

+3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.45%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

Current Drawdown

Current decline from peak

-1.95%

-1.05%

-0.90%

Average Drawdown

Average peak-to-trough decline

-8.39%

-1.98%

-6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.34%

-0.44%

Volatility

CSUAX vs. QCSTIX - Volatility Comparison

The current volatility for Cohen & Steers Global Infrastructure Fund Class A (CSUAX) is 2.93%, while CREF Total Global Stock Account Class R3 (QCSTIX) has a volatility of 4.34%. This indicates that CSUAX experiences smaller price fluctuations and is considered to be less risky than QCSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUAXQCSTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

4.34%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

11.91%

-3.75%

Volatility (1Y)

Calculated over the trailing 1-year period

10.13%

14.27%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.00%

15.47%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

15.47%

-0.59%

Dividends

CSUAX vs. QCSTIX - Dividend Comparison

CSUAX's dividend yield for the trailing twelve months is around 7.63%, while QCSTIX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
QCSTIX
CREF Total Global Stock Account Class R3
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CSUAX and QCSTIX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCSTIX has higher volatility (4.34%) compared to CSUAX (2.93%). In terms of maximum drawdown, CSUAX dropped -52.20% vs QCSTIX's -16.98%.

CSUAX currently has the higher Sharpe Ratio (1.78 vs 1.59), 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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