CSUIX vs. GLIFX

Last updated Jun 23, 2026

CSUIX (Cohen & Steers Global Infrastructure Fund, Inc.) and GLIFX (Lazard Global Listed Infrastructure Portfolio Institutional Shares) are both mutual funds - CSUIX is a Energy Equities fund managed by Cohen & Steers, while GLIFX is a Global Equities fund managed by Lazard. Over the past 10 years, CSUIX returned 7.68%/yr vs 10.35%/yr for GLIFX. A 0.75 correlation means they provide meaningful diversification when combined. CSUIX charges 0.86%/yr vs 0.97%/yr for GLIFX.

Performance

CSUIX vs. GLIFX - Performance Comparison

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

Returns By Period

In the year-to-date period, CSUIX achieves a 10.09% return, which is significantly higher than GLIFX's 8.47% return. Over the past 10 years, CSUIX has underperformed GLIFX with an annualized return of 7.68%, while GLIFX has yielded a comparatively higher 10.35% annualized return.

CSUIX

• 1D: 0.22%
• 1M: -1.80%
• YTD: 10.09%
• 6M: 10.73%
• 1Y: 18.29%
• 3Y*: 11.40%
• 5Y*: 7.43%
• 10Y*: 7.68%

GLIFX

• 1D: -0.23%
• 1M: -1.03%
• YTD: 8.47%
• 6M: 9.37%
• 1Y: 17.48%
• 3Y*: 13.94%
• 5Y*: 11.35%
• 10Y*: 10.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUIX vs. GLIFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CSUIX Cohen & Steers Global Infrastructure Fund, Inc.	10.09%	14.69%	8.74%	2.46%	-4.89%	16.60%	-1.29%	24.72%	-5.52%	18.15%
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares	8.47%	23.85%	6.71%	10.89%	-1.33%	19.91%	-4.51%	22.27%	-3.82%	20.77%

Correlation

The correlation between CSUIX and GLIFX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010	0.75

The correlation between CSUIX and GLIFX has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

Return for Risk

CSUIX vs. GLIFX — Risk / Return Rank

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

CSUIX

CSUIX Risk / Return Rank: 53
CSUIX Sharpe Ratio Rank: 48
CSUIX Sortino Ratio Rank: 48
CSUIX Omega Ratio Rank: 45
CSUIX Calmar Ratio Rank: 72
CSUIX Martin Ratio Rank: 53

GLIFX

GLIFX Risk / Return Rank: 33
GLIFX Sharpe Ratio Rank: 36
GLIFX Sortino Ratio Rank: 32
GLIFX Omega Ratio Rank: 37
GLIFX Calmar Ratio Rank: 30
GLIFX Martin Ratio Rank: 28

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. GLIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX). 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.

	CSUIX	GLIFX	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.62	+0.28
Sortino ratio: Return per unit of downside risk	2.69	2.18	+0.51
Omega ratio: Gain probability vs. loss probability	1.34	1.30	+0.04
Calmar ratio: Return relative to maximum drawdown	3.14	1.94	+1.20
Martin ratio: Return relative to average drawdown	10.07	6.14	+3.93

CSUIX vs. GLIFX - Sharpe Ratio Comparison

The current CSUIX Sharpe Ratio is 1.90, which is comparable to the GLIFX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of CSUIX and GLIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CSUIX vs. GLIFX - Drawdown Comparison

The maximum CSUIX drawdown since its inception was -52.01%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for CSUIX and GLIFX.

Drawdown Indicators

	CSUIX	GLIFX	Difference
Max Drawdown Largest peak-to-trough decline	-52.01%	-29.65%	-22.36%
Max Drawdown (1Y) Largest decline over 1 year	-5.96%	-9.00%	+3.04%
Max Drawdown (3Y) Largest decline over 3 years	-14.89%	-10.02%	-4.87%
Max Drawdown (5Y) Largest decline over 5 years	-20.01%	-17.15%	-2.86%
Max Drawdown (10Y) Largest decline over 10 years	-35.01%	-29.65%	-5.36%
Current Drawdown Current decline from peak	-2.91%	-4.79%	+1.88%
Average Drawdown Average peak-to-trough decline	-8.15%	-3.36%	-4.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	2.84%	-0.99%

Volatility

CSUIX vs. GLIFX - Volatility Comparison

Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) has a higher volatility of 3.39% compared to Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) at 2.81%. This indicates that CSUIX's price experiences larger fluctuations and is considered to be riskier than GLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CSUIX	GLIFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	2.81%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	7.98%	9.39%	-1.41%
Volatility (1Y) Calculated over the trailing 1-year period	9.85%	10.79%	-0.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.96%	11.00%	+1.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.91%	13.31%	+1.60%

CSUIX vs. GLIFX - Expense Ratio Comparison

CSUIX has a 0.86% expense ratio, which is lower than GLIFX's 0.97% expense ratio.

Dividends

CSUIX vs. GLIFX - Dividend Comparison

CSUIX's dividend yield for the trailing twelve months is around 7.64%, more than GLIFX's 7.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSUIX Cohen & Steers Global Infrastructure Fund, Inc.	7.64%	8.41%	2.58%	2.53%	3.91%	3.25%	1.64%	1.83%	2.45%	5.12%	2.35%	6.52%
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares	7.24%	6.22%	4.26%	2.95%	14.81%	6.21%	2.59%	4.44%	14.29%	6.94%	1.91%	11.33%

Frequently Asked Questions

Can I hold both CSUIX and GLIFX in my portfolio?

CSUIX and GLIFX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CSUIX or GLIFX?

CSUIX has higher volatility (3.39%) compared to GLIFX (2.81%). In terms of maximum drawdown, CSUIX dropped -52.01% vs GLIFX's -29.65%.

Which has better risk-adjusted returns?

CSUIX currently has the higher Sharpe Ratio (1.90 vs 1.62), 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.