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GGINX vs. CSUIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGINX vs. CSUIX - Performance Comparison

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

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GGINX vs. CSUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGINX
Goldman Sachs Global Infrastructure Fund
10.48%15.18%28.43%5.00%-8.51%16.49%-3.81%31.50%-8.99%11.75%
CSUIX
Cohen & Steers Global Infrastructure Fund, Inc.
8.44%14.69%8.74%2.46%-4.89%16.60%-1.29%24.72%-5.52%18.08%

Returns By Period

In the year-to-date period, GGINX achieves a 10.48% return, which is significantly higher than CSUIX's 8.44% return.


GGINX

1D
0.38%
1M
-3.88%
YTD
10.48%
6M
11.37%
1Y
18.80%
3Y*
18.89%
5Y*
12.04%
10Y*

CSUIX

1D
0.34%
1M
-4.36%
YTD
8.44%
6M
9.16%
1Y
18.40%
3Y*
11.18%
5Y*
8.17%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGINX vs. CSUIX - Expense Ratio Comparison

GGINX has a 1.10% expense ratio, which is higher than CSUIX's 0.86% expense ratio.


Return for Risk

GGINX vs. CSUIX — Risk / Return Rank

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

GGINX
GGINX Risk / Return Rank: 8383
Overall Rank
GGINX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GGINX Sortino Ratio Rank: 7979
Sortino Ratio Rank
GGINX Omega Ratio Rank: 7676
Omega Ratio Rank
GGINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
GGINX Martin Ratio Rank: 9191
Martin Ratio Rank

CSUIX
CSUIX Risk / Return Rank: 8686
Overall Rank
CSUIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CSUIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
CSUIX Omega Ratio Rank: 8282
Omega Ratio Rank
CSUIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CSUIX Martin Ratio Rank: 9191
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.

GGINX vs. CSUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Global Infrastructure Fund (GGINX) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX). 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.


GGINXCSUIXDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.67

-0.16

Sortino ratio

Return per unit of downside risk

1.98

2.21

-0.23

Omega ratio

Gain probability vs. loss probability

1.29

1.33

-0.03

Calmar ratio

Return relative to maximum drawdown

2.27

2.42

-0.14

Martin ratio

Return relative to average drawdown

10.44

10.58

-0.14

GGINX vs. CSUIX - Sharpe Ratio Comparison

The current GGINX Sharpe Ratio is 1.51, which is comparable to the CSUIX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of GGINX and CSUIX, 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


GGINXCSUIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.67

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.64

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.58

-0.07

Correlation

The correlation between GGINX and CSUIX is 0.93, 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

GGINX vs. CSUIX - Dividend Comparison

GGINX's dividend yield for the trailing twelve months is around 6.07%, less than CSUIX's 7.76% yield.


TTM20252024202320222021202020192018201720162015
GGINX
Goldman Sachs Global Infrastructure Fund
6.07%6.26%30.25%2.67%0.89%1.86%1.75%2.04%1.98%2.53%0.00%0.00%
CSUIX
Cohen & Steers Global Infrastructure Fund, Inc.
7.76%8.41%2.58%2.53%3.91%3.25%1.64%1.83%2.45%5.12%2.35%6.52%

Drawdowns

GGINX vs. CSUIX - Drawdown Comparison

The maximum GGINX drawdown since its inception was -35.80%, smaller than the maximum CSUIX drawdown of -52.01%. Use the drawdown chart below to compare losses from any high point for GGINX and CSUIX.


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Drawdown Indicators


GGINXCSUIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.80%

-52.01%

+16.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-7.99%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-20.01%

-4.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

Current Drawdown

Current decline from peak

-3.94%

-4.36%

+0.42%

Average Drawdown

Average peak-to-trough decline

-5.97%

-8.21%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

1.82%

+0.04%

Volatility

GGINX vs. CSUIX - Volatility Comparison

Goldman Sachs Global Infrastructure Fund (GGINX) has a higher volatility of 3.67% compared to Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) at 3.24%. This indicates that GGINX's price experiences larger fluctuations and is considered to be riskier than CSUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGINXCSUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.24%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

6.90%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

11.49%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

12.86%

+6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

14.88%

+4.21%