MDGCX vs. CSUAX
MDGCX (BlackRock Advantage Global Fund, Inc.) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, MDGCX returned 12.39%/yr vs 7.32%/yr for CSUAX. A 0.69 correlation means they provide meaningful diversification when combined. MDGCX charges 0.96%/yr vs 1.22%/yr for CSUAX.
Performance
MDGCX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, MDGCX achieves a 18.00% return, which is significantly higher than CSUAX's 9.88% return. Over the past 10 years, MDGCX has outperformed CSUAX with an annualized return of 12.39%, while CSUAX has yielded a comparatively lower 7.32% annualized return.
MDGCX
- 1D
- 0.80%
- 1M
- 1.84%
- YTD
- 18.00%
- 6M
- 18.34%
- 1Y
- 38.42%
- 3Y*
- 20.17%
- 5Y*
- 11.76%
- 10Y*
- 12.39%
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%
MDGCX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | 18.00% | 23.61% | 10.87% | 22.43% | -17.94% | 17.52% | 15.61% | 25.54% | -11.73% | 23.41% |
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 MDGCX and CSUAX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | 0.69 |
Over the past year, the correlation between MDGCX and CSUAX has dropped to 0.31 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
MDGCX vs. CSUAX — Risk / Return Rank
MDGCX
CSUAX
MDGCX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Global Fund, Inc. (MDGCX) 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.
| MDGCX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.33 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.72 | 3.05 | +1.68 |
| Martin ratioReturn relative to average drawdown | 20.69 | 9.69 | +10.99 |
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Drawdowns
MDGCX vs. CSUAX - Drawdown Comparison
The maximum MDGCX drawdown since its inception was -48.25%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for MDGCX and CSUAX.
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Drawdown Indicators
| MDGCX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.25% | -52.20% | +3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -5.99% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.46% | -14.95% | -6.51% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -20.45% | -6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -35.05% | +0.18% |
Current DrawdownCurrent decline from peak | -1.51% | -3.03% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -9.92% | -8.43% | -1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.87% | -0.03% |
Volatility
MDGCX vs. CSUAX - Volatility Comparison
BlackRock Advantage Global Fund, Inc. (MDGCX) has a higher volatility of 5.33% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.40%. This indicates that MDGCX'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.
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Volatility by Period
| MDGCX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 3.40% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.02% | 7.99% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.31% | 9.86% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 12.99% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.28% | 14.92% | +2.36% |
MDGCX vs. CSUAX - Expense Ratio Comparison
MDGCX has a 0.96% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Dividends
MDGCX vs. CSUAX - Dividend Comparison
MDGCX's dividend yield for the trailing twelve months is around 7.55%, more than CSUAX's 7.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MDGCX BlackRock Advantage Global Fund, Inc. | 7.55% | 8.91% | 7.78% | 1.42% | 1.75% | 16.75% | 3.77% | 1.73% | 4.06% | 34.82% | 0.65% | 5.18% |
Frequently Asked Questions
MDGCX and CSUAX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MDGCX has higher volatility (5.33%) compared to CSUAX (3.40%). In terms of maximum drawdown, MDGCX dropped -48.25% vs CSUAX's -52.20%.
MDGCX currently has the higher Sharpe Ratio (2.86 vs 1.85), 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.
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