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LLGLX vs. CSUAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LLGLX vs. CSUAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, LLGLX achieves a -0.57% return, which is significantly lower than CSUAX's 9.88% return. Both investments have delivered pretty close results over the past 10 years, with LLGLX having a 7.30% annualized return and CSUAX not far ahead at 7.32%.


LLGLX

1D
0.29%
1M
-0.29%
YTD
-0.57%
6M
-0.93%
1Y
10.31%
3Y*
10.09%
5Y*
2.47%
10Y*
7.30%

CSUAX

1D
0.19%
1M
-1.85%
YTD
9.88%
6M
10.52%
1Y
17.84%
3Y*
10.99%
5Y*
7.05%
10Y*
7.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLGLX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLGLX
Longleaf Partners Global Fund
-0.57%16.68%10.54%22.48%-24.14%8.09%3.60%22.46%-16.14%26.34%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
9.88%14.30%8.30%2.09%-5.20%16.24%-1.65%24.26%-5.83%17.99%

Correlation

The correlation between LLGLX and CSUAX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.59

The correlation between LLGLX and CSUAX shifts across timeframes, from 0.47 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LLGLX vs. CSUAX — Risk / Return Rank

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

LLGLX
LLGLX Risk / Return Rank: 99
Overall Rank
LLGLX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LLGLX Sortino Ratio Rank: 1010
Sortino Ratio Rank
LLGLX Omega Ratio Rank: 99
Omega Ratio Rank
LLGLX Calmar Ratio Rank: 99
Calmar Ratio Rank
LLGLX Martin Ratio Rank: 88
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 5151
Overall Rank
CSUAX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 4343
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 5050
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.

LLGLX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Global Fund (LLGLX) 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.


LLGLXCSUAXDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.13

1.33

-0.19

Calmar ratioReturn relative to maximum drawdown

0.78

3.05

-2.27

Martin ratioReturn relative to average drawdown

1.99

9.69

-7.71

LLGLX vs. CSUAX - Sharpe Ratio Comparison

The current LLGLX Sharpe Ratio is 0.74, which is lower than the CSUAX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of LLGLX and CSUAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LLGLX vs. CSUAX - Drawdown Comparison

The maximum LLGLX drawdown since its inception was -40.46%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for LLGLX and CSUAX.


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Drawdown Indicators


LLGLXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.46%

-52.20%

+11.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-5.99%

-7.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.94%

-14.95%

-4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-36.50%

-20.45%

-16.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.46%

-35.05%

-5.41%

Current Drawdown

Current decline from peak

-7.75%

-3.03%

-4.72%

Average Drawdown

Average peak-to-trough decline

-10.84%

-8.43%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

1.87%

+3.40%

Volatility

LLGLX vs. CSUAX - Volatility Comparison

The current volatility for Longleaf Partners Global Fund (LLGLX) is 3.14%, while Cohen & Steers Global Infrastructure Fund Class A (CSUAX) has a volatility of 3.40%. This indicates that LLGLX experiences smaller price fluctuations and is considered to be less risky 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


LLGLXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.40%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

7.99%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.23%

9.86%

+4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

12.99%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

14.92%

+3.99%

LLGLX vs. CSUAX - Expense Ratio Comparison

LLGLX has a 1.15% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Dividends

LLGLX vs. CSUAX - Dividend Comparison

LLGLX's dividend yield for the trailing twelve months is around 9.63%, more than CSUAX's 7.36% yield.


PositionTTM20252024202320222021202020192018201720162015
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
7.36%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%
LLGLX
Longleaf Partners Global Fund
9.63%9.57%3.16%0.14%0.90%7.15%2.99%4.31%12.38%1.09%0.49%0.24%

Frequently Asked Questions


LLGLX and CSUAX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSUAX has higher volatility (3.40%) compared to LLGLX (3.14%). In terms of maximum drawdown, LLGLX dropped -40.46% vs CSUAX's -52.20%.

CSUAX currently has the higher Sharpe Ratio (1.85 vs 0.74), 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.

Portfolio Optimizer

Find the right allocation for LLGLX and CSUAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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