PortfoliosLab logoPortfoliosLab logo
RGEAX vs. CSUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RGEAX vs. CSUAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Global Equity Fund (RGEAX) and Cohen & Steers Global Infrastructure Fund Class A (CSUAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RGEAX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGEAX
Russell Investments Global Equity Fund
-5.73%20.92%15.25%22.12%-16.78%22.30%12.95%25.89%-9.41%22.83%
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, RGEAX achieves a -5.73% return, which is significantly lower than CSUAX's 8.35% return. Over the past 10 years, RGEAX has outperformed CSUAX with an annualized return of 10.96%, while CSUAX has yielded a comparatively lower 7.48% annualized return.


RGEAX

1D
-0.19%
1M
-9.11%
YTD
-5.73%
6M
-2.52%
1Y
15.16%
3Y*
14.51%
5Y*
8.52%
10Y*
10.96%

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RGEAX vs. CSUAX - Expense Ratio Comparison

RGEAX has a 1.24% expense ratio, which is higher than CSUAX's 1.22% expense ratio.


Return for Risk

RGEAX vs. CSUAX — Risk / Return Rank

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

RGEAX
RGEAX Risk / Return Rank: 4848
Overall Rank
RGEAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
RGEAX Sortino Ratio Rank: 4747
Sortino Ratio Rank
RGEAX Omega Ratio Rank: 4949
Omega Ratio Rank
RGEAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
RGEAX Martin Ratio Rank: 5454
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 8585
Overall Rank
CSUAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 8080
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 9090
Martin Ratio Rank
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.

RGEAX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity Fund (RGEAX) 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.


RGEAXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

0.90

1.63

-0.73

Sortino ratio

Return per unit of downside risk

1.37

2.17

-0.80

Omega ratio

Gain probability vs. loss probability

1.20

1.32

-0.12

Calmar ratio

Return relative to maximum drawdown

1.10

2.36

-1.26

Martin ratio

Return relative to average drawdown

5.25

10.32

-5.07

RGEAX vs. CSUAX - Sharpe Ratio Comparison

The current RGEAX Sharpe Ratio is 0.90, which is lower than the CSUAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of RGEAX and CSUAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RGEAXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.63

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.61

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.50

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.55

-0.20

Correlation

The correlation between RGEAX and CSUAX is 0.74, 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

RGEAX vs. CSUAX - Dividend Comparison

RGEAX's dividend yield for the trailing twelve months is around 8.83%, more than CSUAX's 7.46% yield.


TTM20252024202320222021202020192018201720162015
RGEAX
Russell Investments Global Equity Fund
8.83%8.33%7.28%1.04%1.67%6.85%29.97%13.77%15.65%13.13%8.21%11.12%
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

RGEAX vs. CSUAX - Drawdown Comparison

The maximum RGEAX drawdown since its inception was -56.78%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for RGEAX and CSUAX.


Loading graphics...

Drawdown Indicators


RGEAXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

-52.20%

-4.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-7.98%

-3.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-20.45%

-5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-35.05%

+0.20%

Current Drawdown

Current decline from peak

-9.51%

-4.38%

-5.13%

Average Drawdown

Average peak-to-trough decline

-9.22%

-8.49%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

1.83%

+0.66%

Volatility

RGEAX vs. CSUAX - Volatility Comparison

Russell Investments Global Equity Fund (RGEAX) has a higher volatility of 4.53% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.26%. This indicates that RGEAX'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.


Loading graphics...

Volatility by Period


RGEAXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

3.26%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

6.89%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

11.48%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

12.89%

+3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.15%

14.89%

+2.26%