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WAGSX vs. CSUAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WAGSX vs. CSUAX - Performance Comparison

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

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WAGSX vs. CSUAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WAGSX
Wasatch Global Select Fund
-10.99%1.74%0.50%27.77%-33.10%7.95%34.68%9.40%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
8.35%14.30%8.30%2.09%-5.20%16.24%-1.65%2.90%

Returns By Period

In the year-to-date period, WAGSX achieves a -10.99% return, which is significantly lower than CSUAX's 8.35% return.


WAGSX

1D
-0.64%
1M
-9.59%
YTD
-10.99%
6M
-13.80%
1Y
-8.00%
3Y*
1.97%
5Y*
-2.32%
10Y*

CSUAX

1D
0.34%
1M
-4.38%
YTD
8.35%
6M
8.97%
1Y
17.98%
3Y*
10.78%
5Y*
7.79%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WAGSX vs. CSUAX - Expense Ratio Comparison

WAGSX has a 1.35% expense ratio, which is higher than CSUAX's 1.22% expense ratio.


Return for Risk

WAGSX vs. CSUAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WAGSX
WAGSX Risk / Return Rank: 11
Overall Rank
WAGSX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
WAGSX Sortino Ratio Rank: 11
Sortino Ratio Rank
WAGSX Omega Ratio Rank: 11
Omega Ratio Rank
WAGSX Calmar Ratio Rank: 11
Calmar Ratio Rank
WAGSX Martin Ratio Rank: 11
Martin Ratio Rank

CSUAX
CSUAX Risk / Return Rank: 8585
Overall Rank
CSUAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CSUAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
CSUAX Omega Ratio Rank: 8080
Omega Ratio Rank
CSUAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CSUAX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WAGSX vs. CSUAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Select Fund (WAGSX) 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.


WAGSXCSUAXDifference

Sharpe ratio

Return per unit of total volatility

-0.50

1.63

-2.13

Sortino ratio

Return per unit of downside risk

-0.65

2.17

-2.82

Omega ratio

Gain probability vs. loss probability

0.92

1.32

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.59

2.36

-2.95

Martin ratio

Return relative to average drawdown

-1.61

10.32

-11.93

WAGSX vs. CSUAX - Sharpe Ratio Comparison

The current WAGSX Sharpe Ratio is -0.50, which is lower than the CSUAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of WAGSX and CSUAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WAGSXCSUAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

1.63

-2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.61

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.55

-0.39

Correlation

The correlation between WAGSX and CSUAX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WAGSX vs. CSUAX - Dividend Comparison

WAGSX has not paid dividends to shareholders, while CSUAX's dividend yield for the trailing twelve months is around 7.46%.


TTM20252024202320222021202020192018201720162015
WAGSX
Wasatch Global Select Fund
0.00%0.00%0.00%0.00%0.00%12.65%0.16%0.00%0.00%0.00%0.00%0.00%
CSUAX
Cohen & Steers Global Infrastructure Fund Class A
7.46%8.09%2.23%2.17%3.55%2.95%1.30%1.52%2.08%5.00%2.04%6.20%

Drawdowns

WAGSX vs. CSUAX - Drawdown Comparison

The maximum WAGSX drawdown since its inception was -43.62%, smaller than the maximum CSUAX drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for WAGSX and CSUAX.


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Drawdown Indicators


WAGSXCSUAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.62%

-52.20%

+8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-7.98%

-9.78%

Max Drawdown (5Y)

Largest decline over 5 years

-43.62%

-20.45%

-23.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

Current Drawdown

Current decline from peak

-28.10%

-4.38%

-23.72%

Average Drawdown

Average peak-to-trough decline

-17.70%

-8.49%

-9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

1.83%

+4.65%

Volatility

WAGSX vs. CSUAX - Volatility Comparison

Wasatch Global Select Fund (WAGSX) has a higher volatility of 5.51% compared to Cohen & Steers Global Infrastructure Fund Class A (CSUAX) at 3.26%. This indicates that WAGSX'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


WAGSXCSUAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

3.26%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

6.89%

+3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

11.48%

+5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

12.89%

+6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

14.89%

+6.26%