OIDAX vs. CSUAX
Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX).
OIDAX is managed by Invesco. It was launched on Sep 27, 2005. CSUAX is a passively managed fund by Cohen & Steers that tracks the performance of the FTSE Global Core Infrastructure 50/50 Index. It was launched on Aug 28, 2017.
Performance
OIDAX vs. CSUAX - Performance Comparison
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OIDAX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIDAX Invesco International Diversified Fund Class A | -3.46% | 21.42% | -2.54% | 15.42% | -25.22% | 4.01% | 20.55% | 24.60% | -14.62% | 32.40% |
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, OIDAX achieves a -3.46% return, which is significantly lower than CSUAX's 8.35% return. Over the past 10 years, OIDAX has underperformed CSUAX with an annualized return of 5.77%, while CSUAX has yielded a comparatively higher 7.48% annualized return.
OIDAX
- 1D
- 0.00%
- 1M
- -10.90%
- YTD
- -3.46%
- 6M
- 0.23%
- 1Y
- 15.30%
- 3Y*
- 6.35%
- 5Y*
- 0.54%
- 10Y*
- 5.77%
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%
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OIDAX vs. CSUAX - Expense Ratio Comparison
OIDAX has a 0.42% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Return for Risk
OIDAX vs. CSUAX — Risk / Return Rank
OIDAX
CSUAX
OIDAX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) 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.
| OIDAX | CSUAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.63 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.43 | 2.17 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.32 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.36 | -1.62 |
Martin ratioReturn relative to average drawdown | 3.08 | 10.32 | -7.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OIDAX | CSUAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.63 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.61 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.50 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.55 | -0.23 |
Correlation
The correlation between OIDAX and CSUAX is 0.71, 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
OIDAX vs. CSUAX - Dividend Comparison
OIDAX's dividend yield for the trailing twelve months is around 37.11%, more than CSUAX's 7.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIDAX Invesco International Diversified Fund Class A | 37.11% | 35.83% | 4.92% | 0.38% | 14.78% | 7.92% | 1.12% | 2.15% | 0.82% | 0.38% | 0.41% | 0.96% |
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
OIDAX vs. CSUAX - Drawdown Comparison
The maximum OIDAX drawdown since its inception was -58.55%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for OIDAX and CSUAX.
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Drawdown Indicators
| OIDAX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -52.20% | -6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -7.98% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -20.45% | -17.64% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -35.05% | -3.04% |
Current DrawdownCurrent decline from peak | -11.08% | -4.38% | -6.70% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -8.49% | -4.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.83% | +1.36% |
Volatility
OIDAX vs. CSUAX - Volatility Comparison
Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 6.63% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.26%. This indicates that OIDAX'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
| OIDAX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 3.26% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 6.89% | +3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 11.48% | +4.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 12.89% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 14.89% | +1.53% |