OBEGX vs. CSUAX
OBEGX (Oberweis Global Opportunities Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, OBEGX returned 12.23%/yr vs 7.32%/yr for CSUAX. A 0.55 correlation means they provide meaningful diversification when combined. OBEGX charges 1.51%/yr vs 1.22%/yr for CSUAX.
Performance
OBEGX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, OBEGX achieves a 29.71% return, which is significantly higher than CSUAX's 9.88% return. Over the past 10 years, OBEGX has outperformed CSUAX with an annualized return of 12.23%, while CSUAX has yielded a comparatively lower 7.32% annualized return.
OBEGX
- 1D
- 1.59%
- 1M
- 2.49%
- YTD
- 29.71%
- 6M
- 27.43%
- 1Y
- 48.74%
- 3Y*
- 18.84%
- 5Y*
- 6.83%
- 10Y*
- 12.23%
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%
OBEGX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OBEGX Oberweis Global Opportunities Fund | 29.71% | 19.32% | 10.72% | 6.40% | -26.76% | 20.80% | 55.68% | 25.67% | -25.62% | 33.35% |
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 OBEGX and CSUAX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | 0.55 |
Over the past year, the correlation between OBEGX and CSUAX has dropped to 0.20 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
OBEGX vs. CSUAX — Risk / Return Rank
OBEGX
CSUAX
OBEGX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oberweis Global Opportunities Fund (OBEGX) 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.
| OBEGX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 3.05 | +1.28 |
| Martin ratioReturn relative to average drawdown | 15.48 | 9.69 | +5.79 |
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Drawdowns
OBEGX vs. CSUAX - Drawdown Comparison
The maximum OBEGX drawdown since its inception was -83.07%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for OBEGX and CSUAX.
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Drawdown Indicators
| OBEGX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.07% | -52.20% | -30.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -5.99% | -5.25% |
Max Drawdown (3Y)Largest decline over 3 years | -25.41% | -14.95% | -10.46% |
Max Drawdown (5Y)Largest decline over 5 years | -39.68% | -20.45% | -19.23% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -35.05% | -6.49% |
Current DrawdownCurrent decline from peak | -0.97% | -3.03% | +2.06% |
Average DrawdownAverage peak-to-trough decline | -33.67% | -8.43% | -25.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 1.87% | +1.27% |
Volatility
OBEGX vs. CSUAX - Volatility Comparison
Oberweis Global Opportunities Fund (OBEGX) has a higher volatility of 7.52% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.40%. This indicates that OBEGX'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
| OBEGX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 3.40% | +4.12% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 7.99% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.24% | 9.86% | +11.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.34% | 12.99% | +10.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.69% | 14.92% | +7.77% |
OBEGX vs. CSUAX - Expense Ratio Comparison
OBEGX has a 1.51% expense ratio, which is higher than CSUAX's 1.22% expense ratio.
Dividends
OBEGX vs. CSUAX - Dividend Comparison
OBEGX's dividend yield for the trailing twelve months is around 9.76%, 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% |
OBEGX Oberweis Global Opportunities Fund | 9.76% | 12.66% | 0.00% | 0.00% | 2.64% | 25.09% | 5.80% | 0.00% | 6.68% | 13.37% | 1.12% | 14.32% |
Frequently Asked Questions
OBEGX and CSUAX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OBEGX has higher volatility (7.52%) compared to CSUAX (3.40%). In terms of maximum drawdown, OBEGX dropped -83.07% vs CSUAX's -52.20%.
OBEGX currently has the higher Sharpe Ratio (2.29 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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