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CSUIX vs. GGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSUIX vs. GGINX - Performance Comparison

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

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CSUIX vs. GGINX - 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%18.08%
GGINX
Goldman Sachs Global Infrastructure Fund
10.48%15.18%28.43%5.00%-8.51%16.49%-3.81%31.50%-8.99%11.75%

Returns By Period

In the year-to-date period, CSUIX achieves a 8.44% return, which is significantly lower than GGINX's 10.48% return.


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%

GGINX

1D
0.38%
1M
-3.88%
YTD
10.48%
6M
11.37%
1Y
18.80%
3Y*
18.89%
5Y*
12.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSUIX vs. GGINX - Expense Ratio Comparison

CSUIX has a 0.86% expense ratio, which is lower than GGINX's 1.10% expense ratio.


Return for Risk

CSUIX vs. GGINX — 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

GGINX
GGINX Risk / Return Rank: 8383
Overall Rank
GGINX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GGINX Sortino Ratio Rank: 7979
Sortino Ratio Rank
GGINX Omega Ratio Rank: 7676
Omega Ratio Rank
GGINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
GGINX Martin Ratio Rank: 9191
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. GGINX - Risk-Adjusted Trends Comparison

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


CSUIXGGINXDifference

Sharpe ratio

Return per unit of total volatility

1.67

1.51

+0.16

Sortino ratio

Return per unit of downside risk

2.21

1.98

+0.23

Omega ratio

Gain probability vs. loss probability

1.33

1.29

+0.03

Calmar ratio

Return relative to maximum drawdown

2.42

2.27

+0.14

Martin ratio

Return relative to average drawdown

10.58

10.44

+0.14

CSUIX vs. GGINX - Sharpe Ratio Comparison

The current CSUIX Sharpe Ratio is 1.67, which is comparable to the GGINX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of CSUIX and GGINX, 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


CSUIXGGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

1.51

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.62

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.51

+0.07

Correlation

The correlation between CSUIX and GGINX is 0.93, 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. GGINX - Dividend Comparison

CSUIX's dividend yield for the trailing twelve months is around 7.76%, more than GGINX's 6.07% 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%
GGINX
Goldman Sachs Global Infrastructure Fund
6.07%6.26%30.25%2.67%0.89%1.86%1.75%2.04%1.98%2.53%0.00%0.00%

Drawdowns

CSUIX vs. GGINX - Drawdown Comparison

The maximum CSUIX drawdown since its inception was -52.01%, which is greater than GGINX's maximum drawdown of -35.80%. Use the drawdown chart below to compare losses from any high point for CSUIX and GGINX.


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Drawdown Indicators


CSUIXGGINXDifference

Max Drawdown

Largest peak-to-trough decline

-52.01%

-35.80%

-16.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.99%

-8.55%

+0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.01%

-24.21%

+4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

Current Drawdown

Current decline from peak

-4.36%

-3.94%

-0.42%

Average Drawdown

Average peak-to-trough decline

-8.21%

-5.97%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.86%

-0.04%

Volatility

CSUIX vs. GGINX - Volatility Comparison

The current volatility for Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) is 3.24%, while Goldman Sachs Global Infrastructure Fund (GGINX) has a volatility of 3.67%. This indicates that CSUIX experiences smaller price fluctuations and is considered to be less risky than GGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUIXGGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.24%

3.67%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

6.90%

7.34%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.49%

12.83%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.86%

19.61%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

19.09%

-4.21%