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FMSGX vs. CSUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMSGX vs. CSUAX - Performance Comparison

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

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FMSGX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FMSGX
Frontier MFG Global Sustainable Fund
-8.10%23.05%20.91%31.65%-22.11%15.83%7.74%8.17%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
9.35%14.30%8.30%2.09%-5.20%16.24%-1.65%3.15%

Returns By Period

In the year-to-date period, FMSGX achieves a -8.10% return, which is significantly lower than CSUAX's 9.35% return.


FMSGX

1D
2.37%
1M
-7.14%
YTD
-8.10%
6M
-6.16%
1Y
8.60%
3Y*
17.24%
5Y*
9.44%
10Y*

CSUAX

1D
0.92%
1M
-3.22%
YTD
9.35%
6M
9.96%
1Y
18.42%
3Y*
11.11%
5Y*
7.91%
10Y*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMSGX vs. CSUAX - Expense Ratio Comparison

FMSGX has a 0.80% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Return for Risk

FMSGX vs. CSUAX — Risk / Return Rank

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

FMSGX
FMSGX Risk / Return Rank: 2121
Overall Rank
FMSGX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FMSGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
FMSGX Omega Ratio Rank: 1919
Omega Ratio Rank
FMSGX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FMSGX Martin Ratio Rank: 2323
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 8383
Overall Rank
CSUAX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 7878
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 8989
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.

FMSGX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontier MFG Global Sustainable Fund (FMSGX) 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.


FMSGXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

0.67

1.68

-1.00

Sortino ratio

Return per unit of downside risk

1.04

2.23

-1.18

Omega ratio

Gain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratio

Return relative to maximum drawdown

0.74

2.45

-1.71

Martin ratio

Return relative to average drawdown

3.07

10.62

-7.55

FMSGX vs. CSUAX - Sharpe Ratio Comparison

The current FMSGX Sharpe Ratio is 0.67, which is lower than the CSUAX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of FMSGX and CSUAX, 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


FMSGXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

1.68

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.62

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.55

+0.08

Correlation

The correlation between FMSGX and CSUAX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FMSGX vs. CSUAX - Dividend Comparison

FMSGX's dividend yield for the trailing twelve months is around 9.63%, more than CSUAX's 7.39% yield.


TTM20252024202320222021202020192018201720162015
FMSGX
Frontier MFG Global Sustainable Fund
9.63%8.85%9.34%0.91%0.62%3.33%0.23%0.06%0.00%0.00%0.00%0.00%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
7.39%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%

Drawdowns

FMSGX vs. CSUAX - Drawdown Comparison

The maximum FMSGX drawdown since its inception was -28.73%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for FMSGX and CSUAX.


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Drawdown Indicators


FMSGXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-28.73%

-52.20%

+23.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-7.98%

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-27.74%

-20.45%

-7.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

Current Drawdown

Current decline from peak

-9.91%

-3.50%

-6.41%

Average Drawdown

Average peak-to-trough decline

-5.92%

-8.49%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

1.84%

+1.20%

Volatility

FMSGX vs. CSUAX - Volatility Comparison

Frontier MFG Global Sustainable Fund (FMSGX) has a higher volatility of 4.93% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.44%. This indicates that FMSGX's price experiences larger fluctuations and is considered to be riskier 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


FMSGXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

3.44%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

6.89%

+1.65%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

11.49%

+2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

12.89%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

14.89%

+1.61%