GCEYX vs. CSUAX
GCEYX (AB Global Core Equity Portfolio) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, GCEYX returned 8.84%/yr vs 7.26%/yr for CSUAX. A 0.63 correlation means they provide meaningful diversification when combined. GCEYX charges 0.79%/yr vs 1.22%/yr for CSUAX.
Performance
GCEYX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, GCEYX achieves a 5.13% return, which is significantly lower than CSUAX's 12.30% return. Over the past 10 years, GCEYX has outperformed CSUAX with an annualized return of 8.84%, while CSUAX has yielded a comparatively lower 7.26% annualized return.
GCEYX
- 1D
- 0.22%
- 1M
- -0.11%
- 6M
- 1.88%
- YTD
- 5.13%
- 1Y
- -3.25%
- 3Y*
- 8.91%
- 5Y*
- 2.73%
- 10Y*
- 8.84%
CSUAX
- 1D
- -0.11%
- 1M
- 0.76%
- 6M
- 12.49%
- YTD
- 12.30%
- 1Y
- 19.07%
- 3Y*
- 12.57%
- 5Y*
- 7.32%
- 10Y*
- 7.26%
GCEYX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCEYX AB Global Core Equity Portfolio | 5.13% | 4.28% | 10.11% | 19.88% | -20.16% | 14.73% | 10.35% | 27.70% | -5.12% | 25.51% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 12.30% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Correlation
The correlation between GCEYX and CSUAX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.63 |
Over the past year, the correlation between GCEYX and CSUAX has dropped to 0.28 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
GCEYX vs. CSUAX — Risk / Return Rank
GCEYX
CSUAX
GCEYX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Global Core Equity Portfolio (GCEYX) 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.
| GCEYX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.34 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 3.27 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.45 | 10.32 | -10.76 |
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Drawdowns
GCEYX vs. CSUAX - Drawdown Comparison
The maximum GCEYX drawdown since its inception was -33.47%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for GCEYX and CSUAX.
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Drawdown Indicators
| GCEYX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.47% | -52.20% | +18.73% |
Max Drawdown (1Y)Largest decline over 1 year | -18.35% | -5.99% | -12.36% |
Max Drawdown (3Y)Largest decline over 3 years | -18.35% | -14.95% | -3.40% |
Max Drawdown (5Y)Largest decline over 5 years | -32.17% | -20.45% | -11.72% |
Max Drawdown (10Y)Largest decline over 10 years | -33.47% | -35.05% | +1.58% |
Current DrawdownCurrent decline from peak | -6.15% | -0.89% | -5.26% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -8.41% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.33% | 1.89% | +5.44% |
Volatility
GCEYX vs. CSUAX - Volatility Comparison
AB Global Core Equity Portfolio (GCEYX) has a higher volatility of 5.08% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.46%. This indicates that GCEYX'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
| GCEYX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 3.46% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 8.26% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 10.08% | +7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 13.01% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.31% | 14.87% | +2.44% |
GCEYX vs. CSUAX - Expense Ratio Comparison
GCEYX has a 0.79% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Dividends
GCEYX vs. CSUAX - Dividend Comparison
GCEYX has not paid dividends to shareholders, while CSUAX's dividend yield for the trailing twelve months is around 7.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.61% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
GCEYX AB Global Core Equity Portfolio | 0.00% | 0.00% | 2.77% | 1.05% | 4.34% | 1.86% | 0.78% | 3.40% | 2.91% | 4.67% | 1.00% | 1.19% |
Frequently Asked Questions
GCEYX and CSUAX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCEYX has higher volatility (5.08%) compared to CSUAX (3.46%). In terms of maximum drawdown, GCEYX dropped -33.47% vs CSUAX's -52.20%.
CSUAX currently has the higher Sharpe Ratio (1.94 vs -0.19), 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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