FMIEX vs. CSUAX
FMIEX (Wasatch Global Value Fund Investor Class Shares) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, FMIEX returned 11.36%/yr vs 7.32%/yr for CSUAX. A 0.73 correlation means they provide meaningful diversification when combined. FMIEX charges 1.10%/yr vs 1.22%/yr for CSUAX.
Performance
FMIEX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, FMIEX achieves a 11.18% return, which is significantly higher than CSUAX's 9.88% return. Over the past 10 years, FMIEX has outperformed CSUAX with an annualized return of 11.36%, while CSUAX has yielded a comparatively lower 7.32% annualized return.
FMIEX
- 1D
- -0.65%
- 1M
- -2.54%
- YTD
- 11.18%
- 6M
- 11.79%
- 1Y
- 26.32%
- 3Y*
- 17.95%
- 5Y*
- 12.11%
- 10Y*
- 11.36%
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%
FMIEX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIEX Wasatch Global Value Fund Investor Class Shares | 11.18% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
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 FMIEX and CSUAX is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | 0.73 |
The correlation between FMIEX and CSUAX has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
FMIEX vs. CSUAX — Risk / Return Rank
FMIEX
CSUAX
FMIEX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Value Fund Investor Class Shares (FMIEX) 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.
| FMIEX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.33 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 3.05 | +0.71 |
| Martin ratioReturn relative to average drawdown | 14.83 | 9.69 | +5.14 |
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Drawdowns
FMIEX vs. CSUAX - Drawdown Comparison
The maximum FMIEX drawdown since its inception was -49.85%, roughly equal to the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for FMIEX and CSUAX.
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Drawdown Indicators
| FMIEX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.85% | -52.20% | +2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.04% | -5.99% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -9.52% | -14.95% | +5.43% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -20.45% | +1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -35.05% | -4.28% |
Current DrawdownCurrent decline from peak | -3.00% | -3.03% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -8.43% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.87% | -0.09% |
Volatility
FMIEX vs. CSUAX - Volatility Comparison
The current volatility for Wasatch Global Value Fund Investor Class Shares (FMIEX) is 2.98%, while Cohen & Steers Global Infrastructure Fund Class A (CSUAX) has a volatility of 3.40%. This indicates that FMIEX 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
| FMIEX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 3.40% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 7.99% | -0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.56% | 9.86% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.71% | 12.99% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 14.92% | +0.81% |
FMIEX vs. CSUAX - Expense Ratio Comparison
FMIEX has a 1.10% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Dividends
FMIEX vs. CSUAX - Dividend Comparison
FMIEX's dividend yield for the trailing twelve months is around 5.14%, less 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% |
FMIEX Wasatch Global Value Fund Investor Class Shares | 5.14% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
Frequently Asked Questions
FMIEX and CSUAX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSUAX has higher volatility (3.40%) compared to FMIEX (2.98%). In terms of maximum drawdown, FMIEX dropped -49.85% vs CSUAX's -52.20%.
FMIEX currently has the higher Sharpe Ratio (2.77 vs 1.85), 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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