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Mondrian Global Listed Infrastructure Fund (MGIFX) Sharpe Ratio: 2.46

Mutual Fund · Currency in USD · Last updated Jun 4, 2026

The investment seeks long-term total return. Under normal circumstances, the fund invests at least 80% of its net assets, plus any borrowings for investment purposes, in equity securities of infrastructure companies listed on a domestic or foreign exchange. It will normally invest in at least three countries, including the U.S., and invests at least 40% of its total assets in securities of non-U.S. companies. It may invest in securities issued in any currency and may utilize derivatives, principally forward foreign currency exchange contracts, to seek to hedge (i.e. offset) currency risk.

MGIFX's Sharpe Ratio of 2.46 indicates that for each unit of volatility, it generates 2.46 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

MGIFX Sharpe Ratio Rank

MGIFX Sharpe Ratio Rank: 70.771
Above Average

MGIFX ranks above 70.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

MGIFX Sharpe Ratio Market Positioning

The chart shows MGIFX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.44 or lower
  • Yellow zone (middle 50%): 1.44 to 2.54
  • Green zone (top 25%): 2.54 or higher
  • Top 1%: 4.66+
  • Median: 2.10 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Mondrian Global Listed Infrastructure Fund's Sharpe Ratio with other mutual funds in the Energy Equities category across multiple time periods, showing how MGIFX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
RSNYXVictory Global Energy Transition Fund Class Y4.81
RSNRXVictory Global Energy Transition Fund4.78
MLOZXCohen & Steers MLP & Energy Opportunity Fund, Inc.4.27
GOFIXGMO Resources Fund4.03
OEPIXOil Equipment & Services UltraSector ProFund3.89
IEYYXDelaware Ivy Energy Fund3.79
FRNRXFranklin Natural Resources Fund3.61
IGNAXDelaware Ivy Natural Resources Fund3.34
RYVIXRydex Energy Services Fund3.33
PSPFXU.S. Global Investors Global Resources Fund3.19
MGIFXMondrian Global Listed Infrastructure Fund2.46

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows MGIFX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MGIFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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