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

Performance

TWGGX vs. CSUAX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TWGGX achieves a 7.73% return, which is significantly lower than CSUAX's 12.13% return. Over the past 10 years, TWGGX has outperformed CSUAX with an annualized return of 11.71%, while CSUAX has yielded a comparatively lower 7.25% annualized return.


TWGGX

1D
1.49%
1M
0.74%
6M
7.17%
YTD
7.73%
1Y
8.86%
3Y*
14.36%
5Y*
5.77%
10Y*
11.71%
ALL TIME*
9.26%

CSUAX

1D
0.23%
1M
0.23%
6M
5.87%
YTD
12.13%
1Y
16.29%
3Y*
12.85%
5Y*
6.98%
10Y*
7.25%
ALL TIME*
9.25%
*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

TWGGX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TWGGX
American Century Focused Global Growth Fund
7.73%16.50%13.99%18.49%-22.76%13.83%27.88%36.20%-6.32%27.49%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
12.13%14.30%8.30%2.09%-5.20%16.24%-1.65%24.26%-5.83%17.99%

Correlation

The correlation between TWGGX and CSUAX is 0.18, which is low. Their historical price movements had little consistent relationship.


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

0.18

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

0.36

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

0.53

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

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2004

0.69

Over the past year, the correlation between TWGGX and CSUAX has dropped to 0.18 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

TWGGX vs. CSUAX — Risk / Return Rank

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

TWGGX
TWGGX Risk / Return Rank: 1212
Overall Rank
TWGGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TWGGX Sortino Ratio Rank: 1111
Sortino Ratio Rank
TWGGX Omega Ratio Rank: 1111
Omega Ratio Rank
TWGGX Calmar Ratio Rank: 1010
Calmar Ratio Rank
TWGGX Martin Ratio Rank: 1616
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 5454
Overall Rank
CSUAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 4444
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 5454
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.

TWGGX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Focused Global Growth Fund (TWGGX) 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.


TWGGXCSUAXDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.10

1.28

-0.18

Calmar ratioReturn relative to maximum drawdown

0.60

2.71

-2.12

Martin ratioReturn relative to average drawdown

2.37

8.49

-6.12

TWGGX vs. CSUAX - Sharpe Ratio Comparison

The current TWGGX Sharpe Ratio is 0.50, which is lower than the CSUAX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of TWGGX 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.


Loading charts...

Drawdowns

TWGGX vs. CSUAX - Drawdown Comparison

The maximum TWGGX drawdown since its inception was -58.08%, which is greater than CSUAX's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for TWGGX and CSUAX.


Loading charts...

Drawdown Indicators


TWGGXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-52.20%

-5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-14.04%

-5.99%

-8.05%

Max Drawdown (3Y)

Largest decline over 3 years

-17.80%

-11.83%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-31.23%

-20.45%

-10.78%

Max Drawdown (10Y)

Largest decline over 10 years

-32.06%

-35.05%

+2.99%

Current Drawdown

Current decline from peak

0.00%

-1.91%

+1.91%

Average Drawdown

Average peak-to-trough decline

-14.97%

-8.39%

-6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

1.91%

+1.62%

Volatility

TWGGX vs. CSUAX - Volatility Comparison

American Century Focused Global Growth Fund (TWGGX) has a higher volatility of 5.85% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 2.49%. This indicates that TWGGX'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 charts...

Volatility by Period


TWGGXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

2.49%

+3.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

8.14%

+6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

10.12%

+6.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.67%

13.00%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

14.88%

+3.86%

TWGGX vs. CSUAX - Expense Ratio Comparison

TWGGX has a 1.10% expense ratio, which is lower than CSUAX's 1.22% expense ratio.


Dividends

TWGGX vs. CSUAX - Dividend Comparison

TWGGX's dividend yield for the trailing twelve months is around 8.38%, more than CSUAX's 7.63% yield.


PositionTTM20252024202320222021202020192018201720162015
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
7.63%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%
TWGGX
American Century Focused Global Growth Fund
8.38%9.02%14.90%3.81%12.67%13.16%11.05%17.27%11.31%12.90%0.58%8.61%

Frequently Asked Questions


TWGGX and CSUAX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TWGGX has higher volatility (5.85%) compared to CSUAX (2.49%). In terms of maximum drawdown, TWGGX dropped -58.08% vs CSUAX's -52.20%.

CSUAX currently has the higher Sharpe Ratio (1.61 vs 0.50), 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

Find the right allocation for TWGGX and CSUAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer