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CSUIX vs. AWTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSUIX vs. AWTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) and Virtus Water Fund (AWTAX). The values are adjusted to include any dividend payments, if applicable.

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CSUIX vs. AWTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSUIX
Cohen & Steers Global Infrastructure Fund, Inc.
8.44%14.69%8.74%2.46%-4.89%16.60%-1.29%24.72%-5.52%18.15%
AWTAX
Virtus Water Fund
-2.95%11.87%5.25%11.99%-21.01%25.39%16.68%32.78%-12.50%21.99%

Returns By Period

In the year-to-date period, CSUIX achieves a 8.44% return, which is significantly higher than AWTAX's -2.95% return. Both investments have delivered pretty close results over the past 10 years, with CSUIX having a 7.83% annualized return and AWTAX not far behind at 7.71%.


CSUIX

1D
0.34%
1M
-4.36%
YTD
8.44%
6M
9.16%
1Y
18.40%
3Y*
11.18%
5Y*
8.17%
10Y*
7.83%

AWTAX

1D
0.77%
1M
-10.19%
YTD
-2.95%
6M
-4.73%
1Y
7.28%
3Y*
6.88%
5Y*
3.78%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSUIX vs. AWTAX - Expense Ratio Comparison

CSUIX has a 0.86% expense ratio, which is lower than AWTAX's 1.22% expense ratio.


Return for Risk

CSUIX vs. AWTAX — Risk / Return Rank

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

CSUIX
CSUIX Risk / Return Rank: 8686
Overall Rank
CSUIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CSUIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
CSUIX Omega Ratio Rank: 8282
Omega Ratio Rank
CSUIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CSUIX Martin Ratio Rank: 9191
Martin Ratio Rank

AWTAX
AWTAX Risk / Return Rank: 1919
Overall Rank
AWTAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AWTAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AWTAX Omega Ratio Rank: 1616
Omega Ratio Rank
AWTAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
AWTAX Martin Ratio Rank: 2020
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.

CSUIX vs. AWTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) and Virtus Water Fund (AWTAX). 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.


CSUIXAWTAXDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.51

+1.16

Sortino ratio

Return per unit of downside risk

2.21

0.81

+1.40

Omega ratio

Gain probability vs. loss probability

1.33

1.10

+0.22

Calmar ratio

Return relative to maximum drawdown

2.42

0.62

+1.79

Martin ratio

Return relative to average drawdown

10.58

2.11

+8.47

CSUIX vs. AWTAX - Sharpe Ratio Comparison

The current CSUIX Sharpe Ratio is 1.67, which is higher than the AWTAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CSUIX and AWTAX, 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


CSUIXAWTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.51

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.22

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.45

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.31

+0.26

Correlation

The correlation between CSUIX and AWTAX is 0.79, 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

CSUIX vs. AWTAX - Dividend Comparison

CSUIX's dividend yield for the trailing twelve months is around 7.76%, less than AWTAX's 12.29% yield.


TTM20252024202320222021202020192018201720162015
CSUIX
Cohen & Steers Global Infrastructure Fund, Inc.
7.76%8.41%2.58%2.53%3.91%3.25%1.64%1.83%2.45%5.12%2.35%6.52%
AWTAX
Virtus Water Fund
12.29%11.93%7.78%3.30%0.42%7.72%1.61%2.98%3.71%2.43%0.99%0.38%

Drawdowns

CSUIX vs. AWTAX - Drawdown Comparison

The maximum CSUIX drawdown since its inception was -52.01%, roughly equal to the maximum AWTAX drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for CSUIX and AWTAX.


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Drawdown Indicators


CSUIXAWTAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.01%

-54.12%

+2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-10.95%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-30.85%

+10.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

-32.78%

-2.23%

Current Drawdown

Current decline from peak

-4.36%

-10.27%

+5.91%

Average Drawdown

Average peak-to-trough decline

-8.21%

-9.92%

+1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

3.23%

-1.41%

Volatility

CSUIX vs. AWTAX - Volatility Comparison

The current volatility for Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) is 3.24%, while Virtus Water Fund (AWTAX) has a volatility of 4.84%. This indicates that CSUIX experiences smaller price fluctuations and is considered to be less risky than AWTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUIXAWTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

4.84%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

6.90%

8.94%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.49%

14.71%

-3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

17.10%

-4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

17.26%

-2.38%