FGIAX vs. CSUAX

Last updated Jun 23, 2026

FGIAX (Nuveen Global Infrastructure Fund Class A) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds - FGIAX tracks the S&P Global Infrastructure Index NR while CSUAX tracks the FTSE Global Core Infrastructure 50/50 Index. Both are passively managed. Over the past 10 years, FGIAX returned 8.47%/yr vs 7.32%/yr for CSUAX. Their correlation of 0.93 suggests significant overlap in exposure. FGIAX charges 1.21%/yr vs 1.22%/yr for CSUAX.

Performance

FGIAX vs. CSUAX - Performance Comparison

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

Returns By Period

In the year-to-date period, FGIAX achieves a 11.17% return, which is significantly higher than CSUAX's 9.88% return. Over the past 10 years, FGIAX has outperformed CSUAX with an annualized return of 8.47%, while CSUAX has yielded a comparatively lower 7.32% annualized return.

FGIAX

• 1D: 0.31%
• 1M: -1.08%
• YTD: 11.17%
• 6M: 11.83%
• 1Y: 17.63%
• 3Y*: 14.00%
• 5Y*: 9.69%
• 10Y*: 8.47%

CSUAX

• 1D: 0.19%
• 1M: -1.85%
• YTD: 9.88%
• 6M: 10.52%
• 1Y: 17.84%
• 3Y*: 10.99%
• 5Y*: 7.05%
• 10Y*: 7.32%

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

FGIAX vs. CSUAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FGIAX Nuveen Global Infrastructure Fund Class A	11.17%	17.73%	10.70%	8.51%	-6.23%	14.51%	-2.76%	29.32%	-7.91%	19.40%
CSUAX Cohen & Steers Global Infrastructure Fund Class A	9.88%	14.30%	8.30%	2.09%	-5.20%	16.24%	-1.65%	24.26%	-5.83%	17.99%

Correlation

The correlation between FGIAX and CSUAX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Dec 18, 2007	0.93

The correlation between FGIAX and CSUAX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

FGIAX vs. CSUAX — Risk / Return Rank

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

FGIAX

FGIAX Risk / Return Rank: 45
FGIAX Sharpe Ratio Rank: 39
FGIAX Sortino Ratio Rank: 38
FGIAX Omega Ratio Rank: 38
FGIAX Calmar Ratio Rank: 64
FGIAX Martin Ratio Rank: 47

CSUAX

CSUAX Risk / Return Rank: 51
CSUAX Sharpe Ratio Rank: 46
CSUAX Sortino Ratio Rank: 46
CSUAX Omega Ratio Rank: 43
CSUAX Calmar Ratio Rank: 68
CSUAX Martin Ratio Rank: 50

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.

FGIAX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Infrastructure Fund Class A (FGIAX) 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.

	FGIAX	CSUAX	Difference
Sharpe ratio: Return per unit of total volatility	1.70	1.85	-0.15
Sortino ratio: Return per unit of downside risk	2.38	2.63	-0.25
Omega ratio: Gain probability vs. loss probability	1.30	1.33	-0.02
Calmar ratio: Return relative to maximum drawdown	2.94	3.05	-0.10
Martin ratio: Return relative to average drawdown	9.32	9.69	-0.38

FGIAX vs. CSUAX - Sharpe Ratio Comparison

The current FGIAX Sharpe Ratio is 1.70, which is comparable to the CSUAX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of FGIAX and CSUAX, 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

FGIAX vs. CSUAX - Drawdown Comparison

The maximum FGIAX drawdown since its inception was -49.35%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for FGIAX and CSUAX.

Drawdown Indicators

	FGIAX	CSUAX	Difference
Max Drawdown Largest peak-to-trough decline	-49.35%	-52.20%	+2.85%
Max Drawdown (1Y) Largest decline over 1 year	-6.04%	-5.99%	-0.05%
Max Drawdown (3Y) Largest decline over 3 years	-12.45%	-14.95%	+2.50%
Max Drawdown (5Y) Largest decline over 5 years	-21.08%	-20.45%	-0.63%
Max Drawdown (10Y) Largest decline over 10 years	-38.02%	-35.05%	-2.97%
Current Drawdown Current decline from peak	-2.91%	-3.03%	+0.12%
Average Drawdown Average peak-to-trough decline	-7.16%	-8.43%	+1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.87%	+0.03%

Volatility

FGIAX vs. CSUAX - Volatility Comparison

Nuveen Global Infrastructure Fund Class A (FGIAX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX) have volatilities of 3.35% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGIAX	CSUAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.35%	3.40%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.70%	7.99%	+0.71%
Volatility (1Y) Calculated over the trailing 1-year period	10.45%	9.86%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.23%	12.99%	+0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.22%	14.92%	+0.30%

FGIAX vs. CSUAX - Expense Ratio Comparison

FGIAX has a 1.21% expense ratio, which is lower than CSUAX's 1.22% expense ratio.

Dividends

FGIAX vs. CSUAX - Dividend Comparison

FGIAX's dividend yield for the trailing twelve months is around 14.35%, more than CSUAX's 7.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSUAX Cohen & Steers Global Infrastructure Fund Class A	7.36%	8.09%	2.23%	2.17%	3.55%	2.95%	1.30%	1.52%	2.08%	5.00%	2.04%	6.20%
FGIAX Nuveen Global Infrastructure Fund Class A	14.35%	9.99%	7.46%	2.27%	6.11%	7.20%	1.38%	7.06%	6.32%	5.83%	8.23%	3.05%

Frequently Asked Questions

Can I hold both FGIAX and CSUAX in my portfolio?

With a correlation of 0.93, FGIAX and CSUAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FGIAX or CSUAX?

CSUAX has higher volatility (3.40%) compared to FGIAX (3.35%). In terms of maximum drawdown, FGIAX dropped -49.35% vs CSUAX's -52.20%.

Which has better risk-adjusted returns?

CSUAX currently has the higher Sharpe Ratio (1.85 vs 1.70), 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.