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LVAFX vs. CSUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LVAFX vs. CSUAX - Performance Comparison

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

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LVAFX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LVAFX
LSV Global Managed Volatility Fund
2.95%22.33%16.10%9.81%-4.04%17.36%-5.16%17.54%-6.47%18.68%
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, LVAFX achieves a 2.95% return, which is significantly lower than CSUAX's 8.35% return. Over the past 10 years, LVAFX has outperformed CSUAX with an annualized return of 8.89%, while CSUAX has yielded a comparatively lower 7.48% annualized return.


LVAFX

1D
-0.35%
1M
-5.26%
YTD
2.95%
6M
7.67%
1Y
17.65%
3Y*
16.39%
5Y*
10.88%
10Y*
8.89%

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)

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LVAFX vs. CSUAX - Expense Ratio Comparison

LVAFX has a 1.00% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Return for Risk

LVAFX vs. CSUAX — Risk / Return Rank

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

LVAFX
LVAFX Risk / Return Rank: 8282
Overall Rank
LVAFX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LVAFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
LVAFX Omega Ratio Rank: 8282
Omega Ratio Rank
LVAFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
LVAFX Martin Ratio Rank: 8686
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.

LVAFX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Global Managed Volatility Fund (LVAFX) 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.


LVAFXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.63

-0.01

Sortino ratio

Return per unit of downside risk

2.18

2.17

+0.01

Omega ratio

Gain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratio

Return relative to maximum drawdown

1.83

2.36

-0.54

Martin ratio

Return relative to average drawdown

8.99

10.32

-1.32

LVAFX vs. CSUAX - Sharpe Ratio Comparison

The current LVAFX Sharpe Ratio is 1.62, which is comparable to the CSUAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of LVAFX 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.


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Sharpe Ratios by Period


LVAFXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.63

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.61

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.50

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.55

+0.05

Correlation

The correlation between LVAFX and CSUAX is 0.76, 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

LVAFX vs. CSUAX - Dividend Comparison

LVAFX's dividend yield for the trailing twelve months is around 9.88%, more than CSUAX's 7.46% yield.


TTM20252024202320222021202020192018201720162015
LVAFX
LSV Global Managed Volatility Fund
9.88%10.17%18.36%15.64%2.90%2.90%2.14%7.62%3.59%7.10%1.66%1.74%
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

LVAFX vs. CSUAX - Drawdown Comparison

The maximum LVAFX drawdown since its inception was -33.69%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for LVAFX and CSUAX.


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Drawdown Indicators


LVAFXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-52.20%

+18.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-7.98%

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.34%

-20.45%

+2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-35.05%

+1.36%

Current Drawdown

Current decline from peak

-5.26%

-4.38%

-0.88%

Average Drawdown

Average peak-to-trough decline

-4.35%

-8.49%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.83%

+0.08%

Volatility

LVAFX vs. CSUAX - Volatility Comparison

The current volatility for LSV Global Managed Volatility Fund (LVAFX) is 3.00%, while Cohen & Steers Global Infrastructure Fund Class A (CSUAX) has a volatility of 3.26%. This indicates that LVAFX 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


LVAFXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

3.26%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.10%

6.89%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.10%

11.48%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.72%

12.89%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

14.89%

-1.57%