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GAPAX vs. CSUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAPAX vs. CSUAX - Performance Comparison

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

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GAPAX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAPAX
Goldman Sachs Dynamic Global Equity Fund Class A
-5.21%21.27%24.08%20.25%-19.30%20.10%13.19%31.33%-11.39%25.97%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
8.35%14.30%8.30%2.09%-5.20%16.24%-1.65%24.26%-5.83%17.99%

Returns By Period

In the year-to-date period, GAPAX achieves a -5.21% return, which is significantly lower than CSUAX's 8.35% return. Over the past 10 years, GAPAX has outperformed CSUAX with an annualized return of 11.46%, while CSUAX has yielded a comparatively lower 7.48% annualized return.


GAPAX

1D
-0.28%
1M
-9.71%
YTD
-5.21%
6M
-2.07%
1Y
16.98%
3Y*
16.93%
5Y*
9.44%
10Y*
11.46%

CSUAX

1D
0.34%
1M
-4.38%
YTD
8.35%
6M
8.97%
1Y
17.98%
3Y*
10.78%
5Y*
7.79%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAPAX vs. CSUAX - Expense Ratio Comparison

GAPAX has a 0.89% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Return for Risk

GAPAX vs. CSUAX — Risk / Return Rank

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

GAPAX
GAPAX Risk / Return Rank: 4949
Overall Rank
GAPAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GAPAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
GAPAX Omega Ratio Rank: 5454
Omega Ratio Rank
GAPAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
GAPAX Martin Ratio Rank: 5252
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 8585
Overall Rank
CSUAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 8080
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 9090
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.

GAPAX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) 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.


GAPAXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.63

-0.67

Sortino ratio

Return per unit of downside risk

1.41

2.17

-0.76

Omega ratio

Gain probability vs. loss probability

1.22

1.32

-0.10

Calmar ratio

Return relative to maximum drawdown

1.07

2.36

-1.30

Martin ratio

Return relative to average drawdown

5.08

10.32

-5.24

GAPAX vs. CSUAX - Sharpe Ratio Comparison

The current GAPAX Sharpe Ratio is 0.96, which is lower than the CSUAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of GAPAX 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


GAPAXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.63

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.61

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.50

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.55

-0.18

Correlation

The correlation between GAPAX and CSUAX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GAPAX vs. CSUAX - Dividend Comparison

GAPAX's dividend yield for the trailing twelve months is around 15.24%, more than CSUAX's 7.46% yield.


TTM20252024202320222021202020192018201720162015
GAPAX
Goldman Sachs Dynamic Global Equity Fund Class A
15.24%14.45%14.69%5.01%6.35%12.40%2.34%9.86%2.64%1.96%1.16%0.97%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
7.46%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%

Drawdowns

GAPAX vs. CSUAX - Drawdown Comparison

The maximum GAPAX drawdown since its inception was -58.88%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for GAPAX and CSUAX.


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Drawdown Indicators


GAPAXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.88%

-52.20%

-6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-13.23%

-7.98%

-5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-31.13%

-20.45%

-10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-36.31%

-35.05%

-1.26%

Current Drawdown

Current decline from peak

-10.28%

-4.38%

-5.90%

Average Drawdown

Average peak-to-trough decline

-11.89%

-8.49%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

1.83%

+1.07%

Volatility

GAPAX vs. CSUAX - Volatility Comparison

Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) has a higher volatility of 5.43% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.26%. This indicates that GAPAX'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


GAPAXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

3.26%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

6.89%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.00%

11.48%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

12.89%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

14.89%

+3.05%