PGUAX vs. CSUIX

Last updated Jun 23, 2026

PGUAX (Virtus Duff & Phelps Global Infrastructure Fund) and CSUIX (Cohen & Steers Global Infrastructure Fund, Inc.) are both Energy Equities funds. Over the past 10 years, PGUAX returned 7.38%/yr vs 7.68%/yr for CSUIX. Their correlation of 0.94 suggests significant overlap in exposure. PGUAX charges 1.27%/yr vs 0.86%/yr for CSUIX.

Performance

PGUAX vs. CSUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Global Infrastructure Fund (PGUAX) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with PGUAX having a 10.34% return and CSUIX slightly lower at 10.09%. Both investments have delivered pretty close results over the past 10 years, with PGUAX having a 7.38% annualized return and CSUIX not far ahead at 7.68%.

PGUAX

• 1D: 0.14%
• 1M: -1.41%
• YTD: 10.34%
• 6M: 11.08%
• 1Y: 17.15%
• 3Y*: 11.70%
• 5Y*: 6.88%
• 10Y*: 7.38%

CSUIX

• 1D: 0.22%
• 1M: -1.80%
• YTD: 10.09%
• 6M: 10.73%
• 1Y: 18.29%
• 3Y*: 11.40%
• 5Y*: 7.43%
• 10Y*: 7.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PGUAX vs. CSUIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PGUAX Virtus Duff & Phelps Global Infrastructure Fund	10.34%	16.32%	9.06%	0.94%	-7.76%	13.58%	-0.53%	27.96%	-6.60%	17.80%
CSUIX Cohen & Steers Global Infrastructure Fund, Inc.	10.09%	14.69%	8.74%	2.46%	-4.89%	16.60%	-1.29%	24.72%	-5.52%	18.15%

Correlation

The correlation between PGUAX and CSUIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 4, 2005	0.94

The correlation between PGUAX and CSUIX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

PGUAX vs. CSUIX — Risk / Return Rank

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

PGUAX

PGUAX Risk / Return Rank: 38
PGUAX Sharpe Ratio Rank: 36
PGUAX Sortino Ratio Rank: 34
PGUAX Omega Ratio Rank: 33
PGUAX Calmar Ratio Rank: 49
PGUAX Martin Ratio Rank: 36

CSUIX

CSUIX Risk / Return Rank: 53
CSUIX Sharpe Ratio Rank: 48
CSUIX Sortino Ratio Rank: 48
CSUIX Omega Ratio Rank: 45
CSUIX Calmar Ratio Rank: 72
CSUIX Martin Ratio Rank: 53

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.

PGUAX vs. CSUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Infrastructure Fund (PGUAX) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX). 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.

	PGUAX	CSUIX	Difference
Sharpe ratio: Return per unit of total volatility	1.61	1.90	-0.29
Sortino ratio: Return per unit of downside risk	2.26	2.69	-0.44
Omega ratio: Gain probability vs. loss probability	1.28	1.34	-0.05
Calmar ratio: Return relative to maximum drawdown	2.55	3.14	-0.59
Martin ratio: Return relative to average drawdown	7.65	10.07	-2.41

PGUAX vs. CSUIX - Sharpe Ratio Comparison

The current PGUAX Sharpe Ratio is 1.61, which is comparable to the CSUIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of PGUAX and CSUIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PGUAX vs. CSUIX - Drawdown Comparison

The maximum PGUAX drawdown since its inception was -47.95%, smaller than the maximum CSUIX drawdown of -52.01%. Use the drawdown chart below to compare losses from any high point for PGUAX and CSUIX.

Drawdown Indicators

	PGUAX	CSUIX	Difference
Max Drawdown Largest peak-to-trough decline	-47.95%	-52.01%	+4.06%
Max Drawdown (1Y) Largest decline over 1 year	-6.78%	-5.96%	-0.82%
Max Drawdown (3Y) Largest decline over 3 years	-15.75%	-14.89%	-0.86%
Max Drawdown (5Y) Largest decline over 5 years	-24.20%	-20.01%	-4.19%
Max Drawdown (10Y) Largest decline over 10 years	-38.67%	-35.01%	-3.66%
Current Drawdown Current decline from peak	-3.45%	-2.91%	-0.54%
Average Drawdown Average peak-to-trough decline	-7.69%	-8.15%	+0.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	1.85%	+0.41%

Volatility

PGUAX vs. CSUIX - Volatility Comparison

Virtus Duff & Phelps Global Infrastructure Fund (PGUAX) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) have volatilities of 3.46% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PGUAX	CSUIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	3.39%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	8.74%	7.98%	+0.76%
Volatility (1Y) Calculated over the trailing 1-year period	10.74%	9.85%	+0.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.06%	12.96%	+1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	14.91%	+1.43%

PGUAX vs. CSUIX - Expense Ratio Comparison

PGUAX has a 1.27% expense ratio, which is higher than CSUIX's 0.86% expense ratio.

Dividends

PGUAX vs. CSUIX - Dividend Comparison

PGUAX's dividend yield for the trailing twelve months is around 8.09%, more than CSUIX's 7.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSUIX Cohen & Steers Global Infrastructure Fund, Inc.	7.64%	8.41%	2.58%	2.53%	3.91%	3.25%	1.64%	1.83%	2.45%	5.12%	2.35%	6.52%
PGUAX Virtus Duff & Phelps Global Infrastructure Fund	8.09%	8.72%	5.62%	2.44%	11.03%	6.05%	2.38%	4.88%	6.33%	2.97%	4.98%	10.23%

Frequently Asked Questions

Can I hold both PGUAX and CSUIX in my portfolio?

With a correlation of 0.96, PGUAX and CSUIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PGUAX or CSUIX?

PGUAX has higher volatility (3.46%) compared to CSUIX (3.39%). In terms of maximum drawdown, PGUAX dropped -47.95% vs CSUIX's -52.01%.

Which has better risk-adjusted returns?

CSUIX currently has the higher Sharpe Ratio (1.90 vs 1.61), 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.