PORTX vs. CSUAX
PORTX (Trillium ESG Global Equity Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, PORTX returned 9.43%/yr vs 7.29%/yr for CSUAX. A 0.70 correlation means they provide meaningful diversification when combined. PORTX charges 1.30%/yr vs 1.22%/yr for CSUAX.
Performance
PORTX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, PORTX achieves a 7.75% return, which is significantly lower than CSUAX's 13.21% return. Over the past 10 years, PORTX has outperformed CSUAX with an annualized return of 9.43%, while CSUAX has yielded a comparatively lower 7.29% annualized return.
PORTX
- 1D
- -0.61%
- 1M
- 0.89%
- 6M
- 5.92%
- YTD
- 7.75%
- 1Y
- -0.53%
- 3Y*
- 6.36%
- 5Y*
- 2.37%
- 10Y*
- 9.43%
CSUAX
- 1D
- 0.30%
- 1M
- 1.57%
- 6M
- 12.92%
- YTD
- 13.21%
- 1Y
- 19.67%
- 3Y*
- 12.00%
- 5Y*
- 7.60%
- 10Y*
- 7.29%
PORTX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PORTX Trillium ESG Global Equity Fund | 7.75% | 1.15% | 7.67% | 19.02% | -24.04% | 22.16% | 24.56% | 28.20% | -7.24% | 27.89% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 13.21% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Correlation
The correlation between PORTX 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 | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | 0.70 |
Over the past year, the correlation between PORTX and CSUAX has dropped to 0.20 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
PORTX vs. CSUAX — Risk / Return Rank
PORTX
CSUAX
PORTX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trillium ESG Global Equity Fund (PORTX) 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.
| PORTX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.36 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 3.37 | -3.45 |
| Martin ratioReturn relative to average drawdown | -0.17 | 10.64 | -10.81 |
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Drawdowns
PORTX vs. CSUAX - Drawdown Comparison
The maximum PORTX drawdown since its inception was -51.71%, roughly equal to the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for PORTX and CSUAX.
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Drawdown Indicators
| PORTX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.71% | -52.20% | +0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -20.78% | -5.99% | -14.79% |
Max Drawdown (3Y)Largest decline over 3 years | -24.56% | -14.95% | -9.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.32% | -20.45% | -10.87% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | -35.05% | +3.71% |
Current DrawdownCurrent decline from peak | -7.30% | -0.10% | -7.20% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -8.41% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.57% | 1.89% | +6.68% |
Volatility
PORTX vs. CSUAX - Volatility Comparison
Trillium ESG Global Equity Fund (PORTX) has a higher volatility of 3.86% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.45%. This indicates that PORTX'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
| PORTX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.45% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 18.57% | 8.12% | +10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.66% | 10.09% | +10.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 13.01% | +6.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 14.88% | +3.21% |
PORTX vs. CSUAX - Expense Ratio Comparison
PORTX has a 1.30% expense ratio, which is higher than CSUAX's 1.22% expense ratio.
Dividends
PORTX vs. CSUAX - Dividend Comparison
PORTX has not paid dividends to shareholders, while CSUAX's dividend yield for the trailing twelve months is around 7.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.55% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
PORTX Trillium ESG Global Equity Fund | 0.00% | 0.00% | 12.61% | 5.84% | 3.55% | 2.61% | 1.85% | 2.32% | 4.50% | 2.46% | 4.66% | 5.86% |
Frequently Asked Questions
PORTX 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.
PORTX has higher volatility (3.86%) compared to CSUAX (3.45%). In terms of maximum drawdown, PORTX dropped -51.71% vs CSUAX's -52.20%.
CSUAX currently has the higher Sharpe Ratio (2.00 vs -0.08), 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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