TWEBX vs. CSUAX

Last updated Aug 5, 2026

TWEBX (Tweedy, Browne Value Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both mutual funds - TWEBX is a Global Equities fund managed by Tweedy, Browne, while CSUAX is a Infrastructure Equities fund tracking the FTSE Global Core Infrastructure 50/50 Index. Over the past 10 years, TWEBX returned 8.73%/yr vs 7.23%/yr for CSUAX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. TWEBX charges 1.40%/yr vs 1.22%/yr for CSUAX.

Performance

TWEBX vs. CSUAX - Performance Comparison

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

Returns By Period

In the year-to-date period, TWEBX achieves a 15.33% return, which is significantly higher than CSUAX's 11.88% return. Over the past 10 years, TWEBX has outperformed CSUAX with an annualized return of 8.73%, while CSUAX has yielded a comparatively lower 7.23% annualized return.

TWEBX

• 1D: 0.75%
• 1M: 2.11%
• 6M: 8.29%
• YTD: 15.33%
• 1Y: 27.57%
• 3Y*: 13.98%
• 5Y*: 9.49%
• 10Y*: 8.73%
• ALL TIME*: 8.02%

CSUAX

• 1D: -0.19%
• 1M: -0.42%
• 6M: 6.17%
• YTD: 11.88%
• 1Y: 15.83%
• 3Y*: 12.76%
• 5Y*: 7.04%
• 10Y*: 7.23%
• ALL TIME*: 9.24%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CSUAX Cohen & Steers Global Infrastructure Fund Class A	$0.00	$0.00	$0.00
TWEBX Tweedy, Browne Value Fund	$0.00	$0.00	$0.00

TWEBX vs. CSUAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TWEBX Tweedy, Browne Value Fund	15.33%	21.59%	1.30%	15.21%	-5.65%	16.20%	-2.00%	16.09%	-6.43%	15.54%
CSUAX Cohen & Steers Global Infrastructure Fund Class A	11.88%	14.30%	8.30%	2.09%	-5.20%	16.24%	-1.65%	24.26%	-5.83%	17.99%

Correlation

The correlation between TWEBX and CSUAX is 0.44, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.44
Correlation (3Y) Balances recent behavior with more history.	0.51
Correlation (5Y) Shows whether the relationship held over a longer period.	0.60
Correlation (10Y) Provides a long-term view across more market conditions.	0.60
Correlation (All Time) Calculated using the full available price history since Apr 30, 2004	0.68

Over the past year, the correlation between TWEBX and CSUAX has dropped to 0.44 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

TWEBX vs. CSUAX — Risk / Return Rank

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

TWEBX

TWEBX Risk / Return Rank: 90
TWEBX Sharpe Ratio Rank: 97
TWEBX Sortino Ratio Rank: 96
TWEBX Omega Ratio Rank: 95
TWEBX Calmar Ratio Rank: 84
TWEBX Martin Ratio Rank: 81

CSUAX

CSUAX Risk / Return Rank: 66
CSUAX Sharpe Ratio Rank: 64
CSUAX Sortino Ratio Rank: 66
CSUAX Omega Ratio Rank: 57
CSUAX Calmar Ratio Rank: 81
CSUAX Martin Ratio Rank: 64

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.

TWEBX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne Value Fund (TWEBX) 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.

	TWEBX	CSUAX	Difference
Sharpe ratio: Return per unit of total volatility	2.88	1.70	+1.19
Sortino ratio: Return per unit of downside risk	4.14	2.45	+1.69
Omega ratio: Gain probability vs. loss probability	1.55	1.30	+0.26
Calmar ratio: Return relative to maximum drawdown	3.09	2.87	+0.22
Martin ratio: Return relative to average drawdown	11.05	9.00	+2.05

TWEBX vs. CSUAX - Sharpe Ratio Comparison

The current TWEBX Sharpe Ratio is 2.88, which is higher than the CSUAX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of TWEBX 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.

Drawdowns

TWEBX vs. CSUAX - Drawdown Comparison

The maximum TWEBX drawdown since its inception was -45.77%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for TWEBX and CSUAX.

Drawdown Indicators

	TWEBX	CSUAX	Difference
Max Drawdown Largest peak-to-trough decline	-45.77%	-52.20%	+6.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.17%	-5.99%	-3.18%
Max Drawdown (3Y) Largest decline over 3 years	-12.49%	-11.83%	-0.66%
Max Drawdown (5Y) Largest decline over 5 years	-19.03%	-20.45%	+1.42%
Max Drawdown (10Y) Largest decline over 10 years	-32.88%	-35.05%	+2.17%
Current Drawdown Current decline from peak	0.00%	-2.14%	+2.14%
Average Drawdown Average peak-to-trough decline	-5.66%	-8.39%	+2.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	1.90%	+0.66%

Volatility

TWEBX vs. CSUAX - Volatility Comparison

Tweedy, Browne Value Fund (TWEBX) has a higher volatility of 2.72% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 2.51%. This indicates that TWEBX'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.

Volatility by Period

	TWEBX	CSUAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.72%	2.51%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	8.16%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	9.86%	10.14%	-0.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.09%	13.00%	-0.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.77%	14.88%	-1.11%

TWEBX vs. CSUAX - Expense Ratio Comparison

TWEBX has a 1.40% expense ratio, which is higher than CSUAX's 1.22% expense ratio.

Dividends

TWEBX vs. CSUAX - Dividend Comparison

TWEBX's dividend yield for the trailing twelve months is around 3.32%, less than CSUAX's 7.64% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CSUAX Cohen & Steers Global Infrastructure Fund Class A	7.64%	8.09%	2.23%	2.17%	3.55%	2.95%	1.30%	1.52%	2.08%	5.00%	2.04%	6.20%
TWEBX Tweedy, Browne Value Fund	3.32%	3.83%	11.81%	7.47%	6.52%	12.18%	2.02%	5.49%	24.34%	0.78%	4.42%	4.36%

Frequently Asked Questions

Can I hold both TWEBX and CSUAX in my portfolio?

TWEBX and CSUAX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TWEBX or CSUAX?

TWEBX has higher volatility (2.72%) compared to CSUAX (2.51%). In terms of maximum drawdown, TWEBX dropped -45.77% vs CSUAX's -52.20%.

Which has better risk-adjusted returns?

TWEBX currently has the higher Sharpe Ratio (2.88 vs 1.70), 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.