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TOLIX vs. CSUAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOLIX vs. CSUAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, TOLIX achieves a 9.44% return, which is significantly lower than CSUAX's 12.43% return. Over the past 10 years, TOLIX has underperformed CSUAX with an annualized return of 6.34%, while CSUAX has yielded a comparatively higher 7.23% annualized return.


TOLIX

1D
0.31%
1M
0.12%
6M
4.99%
YTD
9.44%
1Y
11.48%
3Y*
11.50%
5Y*
6.30%
10Y*
6.34%
ALL TIME*
7.56%

CSUAX

1D
0.15%
1M
0.08%
6M
8.01%
YTD
12.43%
1Y
17.62%
3Y*
11.66%
5Y*
7.33%
10Y*
7.23%
ALL TIME*
9.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TOLIX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOLIX
DWS RREEF Global Infrastructure Fund
9.44%12.73%11.98%1.93%-9.26%20.37%-1.90%29.21%-11.05%13.61%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
12.43%14.30%8.30%2.09%-5.20%16.24%-1.65%24.26%-5.83%17.99%

Correlation

The correlation between TOLIX and CSUAX is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2008

0.92

The correlation between TOLIX and CSUAX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

TOLIX vs. CSUAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TOLIX
TOLIX Risk / Return Rank: 3636
Overall Rank
TOLIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
TOLIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TOLIX Omega Ratio Rank: 3030
Omega Ratio Rank
TOLIX Calmar Ratio Rank: 5656
Calmar Ratio Rank
TOLIX Martin Ratio Rank: 3030
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 7979
Overall Rank
CSUAX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 7474
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TOLIX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Infrastructure Fund (TOLIX) 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.


TOLIXCSUAXDifference
Sharpe ratioReturn per unit of total volatility

-0.73

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

2.04

3.07

-1.03

Martin ratioReturn relative to average drawdown

4.53

9.66

-5.13

TOLIX vs. CSUAX - Sharpe Ratio Comparison

The current TOLIX Sharpe Ratio is 1.09, which is lower than the CSUAX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of TOLIX and CSUAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TOLIX vs. CSUAX - Drawdown Comparison

The maximum TOLIX drawdown since its inception was -42.68%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for TOLIX and CSUAX.


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Drawdown Indicators


TOLIXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-42.68%

-52.20%

+9.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.05%

-5.99%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-11.28%

-11.83%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

-20.45%

-4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

-35.05%

-0.14%

Current Drawdown

Current decline from peak

-4.29%

-1.65%

-2.64%

Average Drawdown

Average peak-to-trough decline

-7.09%

-8.39%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

1.89%

+0.82%

Volatility

TOLIX vs. CSUAX - Volatility Comparison

DWS RREEF Global Infrastructure Fund (TOLIX) has a higher volatility of 3.63% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.00%. This indicates that TOLIX'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


TOLIXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.00%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

8.16%

+1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

10.12%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

13.00%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

14.88%

+1.01%

TOLIX vs. CSUAX - Expense Ratio Comparison

TOLIX has a 1.03% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Dividends

TOLIX vs. CSUAX - Dividend Comparison

TOLIX's dividend yield for the trailing twelve months is around 11.96%, more than CSUAX's 7.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
7.61%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%
TOLIX
DWS RREEF Global Infrastructure Fund
11.96%10.99%9.47%2.67%8.92%6.06%1.68%2.00%2.57%2.10%1.34%1.86%

Frequently Asked Questions


With a correlation of 0.91, TOLIX and CSUAX 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.

TOLIX has higher volatility (3.63%) compared to CSUAX (3.00%). In terms of maximum drawdown, TOLIX dropped -42.68% vs CSUAX's -52.20%.

CSUAX currently has the higher Sharpe Ratio (1.81 vs 1.09), 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.

Portfolio Optimizer

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