PGIIX vs. CSUAX
PGIIX (Polen Global Growth Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, PGIIX returned 10.40%/yr vs 7.68%/yr for CSUAX. A 0.52 correlation means they provide meaningful diversification when combined. PGIIX charges 0.99%/yr vs 1.22%/yr for CSUAX.
Performance
PGIIX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, PGIIX achieves a -9.63% return, which is significantly lower than CSUAX's 11.41% return. Over the past 10 years, PGIIX has outperformed CSUAX with an annualized return of 10.40%, while CSUAX has yielded a comparatively lower 7.68% annualized return.
PGIIX
- 1D
- 0.25%
- 1M
- -3.27%
- YTD
- -9.63%
- 6M
- -10.31%
- 1Y
- -8.35%
- 3Y*
- 5.66%
- 5Y*
- 0.20%
- 10Y*
- 10.40%
CSUAX
- 1D
- 0.37%
- 1M
- -0.26%
- YTD
- 11.41%
- 6M
- 11.14%
- 1Y
- 19.33%
- 3Y*
- 12.55%
- 5Y*
- 7.13%
- 10Y*
- 7.68%
PGIIX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGIIX Polen Global Growth Fund | -9.63% | 1.91% | 16.43% | 31.09% | -31.20% | 17.43% | 23.67% | 35.47% | 2.48% | 31.52% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 11.41% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Correlation
The correlation between PGIIX and CSUAX is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2014 | 0.52 |
Over the past year, the correlation between PGIIX and CSUAX has dropped to 0.13 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
PGIIX vs. CSUAX — Risk / Return Rank
PGIIX
CSUAX
PGIIX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen Global Growth Fund (PGIIX) 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.
| PGIIX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.46 | ||
| Sortino ratioReturn per unit of downside risk | -3.37 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.33 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 3.09 | -3.52 |
| Martin ratioReturn relative to average drawdown | -1.01 | 9.77 | -10.78 |
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Drawdowns
PGIIX vs. CSUAX - Drawdown Comparison
The maximum PGIIX drawdown since its inception was -37.09%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for PGIIX and CSUAX.
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Drawdown Indicators
| PGIIX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.09% | -52.20% | +15.11% |
Max Drawdown (1Y)Largest decline over 1 year | -22.38% | -5.99% | -16.39% |
Max Drawdown (3Y)Largest decline over 3 years | -22.38% | -14.95% | -7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -37.09% | -20.45% | -16.64% |
Max Drawdown (10Y)Largest decline over 10 years | -37.09% | -35.05% | -2.04% |
Current DrawdownCurrent decline from peak | -14.51% | -1.68% | -12.83% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -8.42% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.37% | 1.89% | +7.48% |
Volatility
PGIIX vs. CSUAX - Volatility Comparison
Polen Global Growth Fund (PGIIX) has a higher volatility of 6.40% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.51%. This indicates that PGIIX'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
| PGIIX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 3.51% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 7.92% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 9.87% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.74% | 12.98% | +6.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.28% | 14.88% | +4.40% |
PGIIX vs. CSUAX - Expense Ratio Comparison
PGIIX has a 0.99% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Dividends
PGIIX vs. CSUAX - Dividend Comparison
PGIIX's dividend yield for the trailing twelve months is around 23.92%, more than CSUAX's 7.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.26% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
PGIIX Polen Global Growth Fund | 23.92% | 21.62% | 7.45% | 0.00% | 1.15% | 2.48% | 0.00% | 0.04% | 1.93% | 0.00% | 0.05% | 0.09% |
Frequently Asked Questions
PGIIX and CSUAX have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGIIX has higher volatility (6.40%) compared to CSUAX (3.51%). In terms of maximum drawdown, PGIIX dropped -37.09% vs CSUAX's -52.20%.
CSUAX currently has the higher Sharpe Ratio (1.88 vs -0.59), 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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