SGSCX vs. CSUAX
SGSCX (DWS Global Small Cap Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, SGSCX returned 9.31%/yr vs 7.57%/yr for CSUAX. A 0.68 correlation means they provide meaningful diversification when combined. SGSCX charges 1.12%/yr vs 1.22%/yr for CSUAX.
Performance
SGSCX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, SGSCX achieves a 21.49% return, which is significantly higher than CSUAX's 10.30% return. Over the past 10 years, SGSCX has outperformed CSUAX with an annualized return of 9.31%, while CSUAX has yielded a comparatively lower 7.57% annualized return.
SGSCX
- 1D
- -0.03%
- 1M
- 1.29%
- YTD
- 21.49%
- 6M
- 19.89%
- 1Y
- 41.28%
- 3Y*
- 21.08%
- 5Y*
- 8.18%
- 10Y*
- 9.31%
CSUAX
- 1D
- 0.38%
- 1M
- -1.48%
- YTD
- 10.30%
- 6M
- 10.30%
- 1Y
- 17.70%
- 3Y*
- 12.18%
- 5Y*
- 7.09%
- 10Y*
- 7.57%
SGSCX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 21.49% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 10.30% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Correlation
The correlation between SGSCX and CSUAX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004 | 0.68 |
Over the past year, the correlation between SGSCX and CSUAX has dropped to 0.41 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
SGSCX vs. CSUAX — Risk / Return Rank
SGSCX
CSUAX
SGSCX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Global Small Cap Fund (SGSCX) 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.
| SGSCX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.33 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 3.08 | +1.44 |
| Martin ratioReturn relative to average drawdown | 16.88 | 9.76 | +7.12 |
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Drawdowns
SGSCX vs. CSUAX - Drawdown Comparison
The maximum SGSCX drawdown since its inception was -62.26%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for SGSCX and CSUAX.
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Drawdown Indicators
| SGSCX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -52.20% | -10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -5.99% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -22.37% | -14.95% | -7.42% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -20.45% | -13.27% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -35.05% | -10.93% |
Current DrawdownCurrent decline from peak | -0.27% | -2.66% | +2.39% |
Average DrawdownAverage peak-to-trough decline | -14.10% | -8.43% | -5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 1.88% | +0.66% |
Volatility
SGSCX vs. CSUAX - Volatility Comparison
DWS Global Small Cap Fund (SGSCX) has a higher volatility of 5.75% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.43%. This indicates that SGSCX'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
| SGSCX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 3.43% | +2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 7.89% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 9.88% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.96% | 12.98% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 14.92% | +4.64% |
SGSCX vs. CSUAX - Expense Ratio Comparison
SGSCX has a 1.12% expense ratio, which is lower than CSUAX's 1.22% expense ratio.
Dividends
SGSCX vs. CSUAX - Dividend Comparison
SGSCX's dividend yield for the trailing twelve months is around 8.53%, more than CSUAX's 7.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.33% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
SGSCX DWS Global Small Cap Fund | 8.53% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
Frequently Asked Questions
SGSCX and CSUAX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGSCX has higher volatility (5.75%) compared to CSUAX (3.43%). In terms of maximum drawdown, SGSCX dropped -62.26% vs CSUAX's -52.20%.
SGSCX currently has the higher Sharpe Ratio (2.70 vs 1.87), 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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