PortfoliosLab logoPortfoliosLab logo
IEVAX vs. CSUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEVAX vs. CSUAX - Performance Comparison

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

Loading graphics...

IEVAX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEVAX
Columbia Global Value Fund
-3.43%21.42%11.78%12.00%-8.52%20.31%3.77%24.55%-12.22%21.93%
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, IEVAX achieves a -3.43% return, which is significantly lower than CSUAX's 8.35% return. Over the past 10 years, IEVAX has outperformed CSUAX with an annualized return of 9.28%, while CSUAX has yielded a comparatively lower 7.48% annualized return.


IEVAX

1D
-0.16%
1M
-8.60%
YTD
-3.43%
6M
0.21%
1Y
15.03%
3Y*
12.73%
5Y*
8.11%
10Y*
9.28%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IEVAX vs. CSUAX - Expense Ratio Comparison

IEVAX has a 1.13% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Return for Risk

IEVAX vs. CSUAX — Risk / Return Rank

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

IEVAX
IEVAX Risk / Return Rank: 5555
Overall Rank
IEVAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IEVAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
IEVAX Omega Ratio Rank: 5959
Omega Ratio Rank
IEVAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
IEVAX Martin Ratio Rank: 5858
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.

IEVAX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Value Fund (IEVAX) 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.


IEVAXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.63

-0.58

Sortino ratio

Return per unit of downside risk

1.48

2.17

-0.69

Omega ratio

Gain probability vs. loss probability

1.23

1.32

-0.09

Calmar ratio

Return relative to maximum drawdown

1.15

2.36

-1.21

Martin ratio

Return relative to average drawdown

5.56

10.32

-4.76

IEVAX vs. CSUAX - Sharpe Ratio Comparison

The current IEVAX Sharpe Ratio is 1.05, which is lower than the CSUAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IEVAX 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.


Loading graphics...

Sharpe Ratios by Period


IEVAXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.63

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.61

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.50

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.55

-0.12

Correlation

The correlation between IEVAX 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

IEVAX vs. CSUAX - Dividend Comparison

IEVAX's dividend yield for the trailing twelve months is around 11.09%, more than CSUAX's 7.46% yield.


TTM20252024202320222021202020192018201720162015
IEVAX
Columbia Global Value Fund
11.09%10.06%10.32%6.26%7.61%11.24%8.76%9.16%6.75%1.66%2.28%4.68%
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

IEVAX vs. CSUAX - Drawdown Comparison

The maximum IEVAX drawdown since its inception was -56.85%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for IEVAX and CSUAX.


Loading graphics...

Drawdown Indicators


IEVAXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.85%

-52.20%

-4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-7.98%

-4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-20.45%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-37.88%

-35.05%

-2.83%

Current Drawdown

Current decline from peak

-8.80%

-4.38%

-4.42%

Average Drawdown

Average peak-to-trough decline

-8.50%

-8.49%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.83%

+0.69%

Volatility

IEVAX vs. CSUAX - Volatility Comparison

Columbia Global Value Fund (IEVAX) has a higher volatility of 4.26% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.26%. This indicates that IEVAX'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


IEVAXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

3.26%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

6.89%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

11.48%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

12.89%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.57%

14.89%

+1.68%