WAGOX vs. CSUAX
WAGOX (Wasatch Global Opportunities Fund) and CSUAX (Cohen & Steers Global Infrastructure Fund Class A) are both Global Equities funds. Over the past 10 years, WAGOX returned 9.68%/yr vs 7.27%/yr for CSUAX. A 0.62 correlation means they provide meaningful diversification when combined. WAGOX charges 1.50%/yr vs 1.22%/yr for CSUAX.
Performance
WAGOX vs. CSUAX - Performance Comparison
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Returns By Period
In the year-to-date period, WAGOX achieves a 6.67% return, which is significantly lower than CSUAX's 12.90% return. Over the past 10 years, WAGOX has outperformed CSUAX with an annualized return of 9.68%, while CSUAX has yielded a comparatively lower 7.27% annualized return.
WAGOX
- 1D
- 0.50%
- 1M
- 1.78%
- 6M
- 2.30%
- YTD
- 6.67%
- 1Y
- -0.76%
- 3Y*
- 5.39%
- 5Y*
- -0.72%
- 10Y*
- 9.68%
CSUAX
- 1D
- -0.49%
- 1M
- 1.30%
- 6M
- 11.61%
- YTD
- 12.90%
- 1Y
- 19.80%
- 3Y*
- 11.90%
- 5Y*
- 7.44%
- 10Y*
- 7.27%
WAGOX vs. CSUAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAGOX Wasatch Global Opportunities Fund | 6.67% | -4.58% | 6.60% | 25.57% | -35.02% | 21.43% | 42.27% | 33.11% | -7.41% | 37.73% |
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 12.90% | 14.30% | 8.30% | 2.09% | -5.20% | 16.24% | -1.65% | 24.26% | -5.83% | 17.99% |
Correlation
The correlation between WAGOX and CSUAX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2008 | 0.62 |
Over the past year, the correlation between WAGOX and CSUAX has dropped to 0.28 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
WAGOX vs. CSUAX — Risk / Return Rank
WAGOX
CSUAX
WAGOX vs. CSUAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) 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.
| WAGOX | CSUAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.36 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.39 | -3.41 |
| Martin ratioReturn relative to average drawdown | -0.05 | 10.68 | -10.73 |
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Drawdowns
WAGOX vs. CSUAX - Drawdown Comparison
The maximum WAGOX drawdown since its inception was -44.05%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for WAGOX and CSUAX.
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Drawdown Indicators
| WAGOX | CSUAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.05% | -52.20% | +8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -16.72% | -5.99% | -10.73% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -14.95% | -7.48% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -20.45% | -23.60% |
Max Drawdown (10Y)Largest decline over 10 years | -44.05% | -35.05% | -9.00% |
Current DrawdownCurrent decline from peak | -17.64% | -0.49% | -17.15% |
Average DrawdownAverage peak-to-trough decline | -10.17% | -8.41% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.89% | 1.89% | +5.00% |
Volatility
WAGOX vs. CSUAX - Volatility Comparison
Wasatch Global Opportunities Fund (WAGOX) has a higher volatility of 4.48% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.42%. This indicates that WAGOX'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
| WAGOX | CSUAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 3.42% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 8.14% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 10.09% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.71% | 13.01% | +7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.51% | 14.88% | +5.63% |
WAGOX vs. CSUAX - Expense Ratio Comparison
WAGOX has a 1.50% expense ratio, which is higher than CSUAX's 1.22% expense ratio.
Dividends
WAGOX vs. CSUAX - Dividend Comparison
WAGOX's dividend yield for the trailing twelve months is around 8.75%, more than CSUAX's 7.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSUAX Cohen & Steers Global Infrastructure Fund Class A | 7.57% | 8.09% | 2.23% | 2.17% | 3.55% | 2.95% | 1.30% | 1.52% | 2.08% | 5.00% | 2.04% | 6.20% |
WAGOX Wasatch Global Opportunities Fund | 8.75% | 9.34% | 8.83% | 0.00% | 2.30% | 7.98% | 1.96% | 8.64% | 18.77% | 11.04% | 9.13% | 13.52% |
Frequently Asked Questions
WAGOX and CSUAX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WAGOX has higher volatility (4.48%) compared to CSUAX (3.42%). In terms of maximum drawdown, WAGOX dropped -44.05% vs CSUAX's -52.20%.
CSUAX currently has the higher Sharpe Ratio (2.02 vs -0.02), 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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