DGSCX vs. CSUAX
DGSCX (Virtus Global Small-Cap Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, DGSCX returned 7.58%/yr vs 7.64%/yr for CSUAX. A 0.68 correlation means they provide meaningful diversification when combined. DGSCX charges 1.28%/yr vs 1.22%/yr for CSUAX.
Performance
DGSCX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, DGSCX achieves a 1.54% return, which is significantly lower than CSUAX's 11.00% return. Both investments have delivered pretty close results over the past 10 years, with DGSCX having a 7.58% annualized return and CSUAX not far ahead at 7.64%.
DGSCX
- 1D
- -0.46%
- 1M
- 1.12%
- YTD
- 1.54%
- 6M
- 0.87%
- 1Y
- -6.23%
- 3Y*
- 7.98%
- 5Y*
- 0.59%
- 10Y*
- 7.58%
CSUAX
- 1D
- 0.64%
- 1M
- -0.85%
- YTD
- 11.00%
- 6M
- 10.73%
- 1Y
- 17.92%
- 3Y*
- 12.41%
- 5Y*
- 7.17%
- 10Y*
- 7.64%
DGSCX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 1.54% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 11.00% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Correlation
The correlation between DGSCX and CSUAX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | 0.68 |
Over the past year, the correlation between DGSCX and CSUAX has dropped to 0.43 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
DGSCX vs. CSUAX — Risk / Return Rank
DGSCX
CSUAX
DGSCX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX). 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.
| DGSCX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.33 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 3.11 | -3.41 |
| Martin ratioReturn relative to average drawdown | -0.64 | 9.83 | -10.47 |
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Drawdowns
DGSCX vs. CSUAX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for DGSCX and CSUAX.
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Drawdown Indicators
| DGSCX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -52.20% | -15.98% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -5.99% | -10.86% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -14.95% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -20.45% | -17.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -35.05% | -5.24% |
Current DrawdownCurrent decline from peak | -9.40% | -2.04% | -7.36% |
Average DrawdownAverage peak-to-trough decline | -19.66% | -8.43% | -11.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.81% | 1.89% | +5.92% |
Volatility
DGSCX vs. CSUAX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 3.25%, while Cohen & Steers Global Infrastructure Fund Class A (CSUAX) has a volatility of 3.49%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than CSUAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.25% | 3.49% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 7.91% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 9.88% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 12.98% | +4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 14.89% | +4.31% |
DGSCX vs. CSUAX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than CSUAX's 1.22% expense ratio.
Dividends
DGSCX vs. CSUAX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.54%, less than CSUAX's 7.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.28% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
DGSCX Virtus Global Small-Cap Fund | 4.54% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
Frequently Asked Questions
DGSCX and CSUAX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSUAX has higher volatility (3.49%) compared to DGSCX (3.25%). In terms of maximum drawdown, DGSCX dropped -68.18% vs CSUAX's -52.20%.
CSUAX currently has the higher Sharpe Ratio (1.89 vs -0.40), 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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