GMGEX vs. CSUAX
Compare and contrast key facts about GMO Global Equity Allocation Fund (GMGEX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX).
GMGEX is managed by GMO. It was launched on Nov 25, 1996. CSUAX is a passively managed fund by Cohen & Steers that tracks the performance of the FTSE Global Core Infrastructure 50/50 Index. It was launched on Aug 28, 2017.
Performance
GMGEX vs. CSUAX - Performance Comparison
Loading graphics...
GMGEX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GMGEX GMO Global Equity Allocation Fund | 3.72% | 29.14% | 4.12% | 22.27% | -17.07% | 14.99% | 9.55% | 25.45% | -13.04% | 26.39% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 9.35% | 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, GMGEX achieves a 3.72% return, which is significantly lower than CSUAX's 9.35% return. Over the past 10 years, GMGEX has outperformed CSUAX with an annualized return of 9.93%, while CSUAX has yielded a comparatively lower 7.58% annualized return.
GMGEX
- 1D
- 2.68%
- 1M
- -5.76%
- YTD
- 3.72%
- 6M
- 10.13%
- 1Y
- 30.15%
- 3Y*
- 16.98%
- 5Y*
- 8.06%
- 10Y*
- 9.93%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GMGEX vs. CSUAX - Expense Ratio Comparison
GMGEX has a 0.01% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Return for Risk
GMGEX vs. CSUAX — Risk / Return Rank
GMGEX
CSUAX
GMGEX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Global Equity Allocation Fund (GMGEX) 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.
| GMGEX | CSUAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.94 | 1.68 | +0.27 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.23 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.45 | +0.14 |
Martin ratioReturn relative to average drawdown | 11.30 | 10.62 | +0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GMGEX | CSUAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 1.68 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.62 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.51 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.55 | -0.33 |
Correlation
The correlation between GMGEX and CSUAX is 0.73, 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
GMGEX vs. CSUAX - Dividend Comparison
GMGEX's dividend yield for the trailing twelve months is around 4.52%, less than CSUAX's 7.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMGEX GMO Global Equity Allocation Fund | 4.52% | 4.69% | 0.29% | 5.62% | 7.81% | 7.76% | 3.83% | 3.14% | 3.14% | 2.90% | 3.71% | 4.20% |
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
GMGEX vs. CSUAX - Drawdown Comparison
The maximum GMGEX drawdown since its inception was -58.47%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for GMGEX and CSUAX.
Loading graphics...
Drawdown Indicators
| GMGEX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.47% | -52.20% | -6.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -7.98% | -3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -20.45% | -8.13% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -35.05% | +0.07% |
Current DrawdownCurrent decline from peak | -6.81% | -3.50% | -3.31% |
Average DrawdownAverage peak-to-trough decline | -16.84% | -8.49% | -8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.84% | +0.82% |
Volatility
GMGEX vs. CSUAX - Volatility Comparison
GMO Global Equity Allocation Fund (GMGEX) has a higher volatility of 6.09% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.44%. This indicates that GMGEX'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.
Loading graphics...
Volatility by Period
| GMGEX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 3.44% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 6.89% | +2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 11.49% | +4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 12.89% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 14.89% | +1.13% |