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AGLOX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AGLOX vs. FGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ariel Global Fund (AGLOX) and Nuveen Global Infrastructure Fund Class A (FGIAX). The values are adjusted to include any dividend payments, if applicable.

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AGLOX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AGLOX
Ariel Global Fund
-4.80%23.22%6.55%12.40%-5.47%11.53%7.70%15.98%-6.03%15.63%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.53%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%

Returns By Period

In the year-to-date period, AGLOX achieves a -4.80% return, which is significantly lower than FGIAX's 9.53% return. Over the past 10 years, AGLOX has underperformed FGIAX with an annualized return of 7.54%, while FGIAX has yielded a comparatively higher 8.70% annualized return.


AGLOX

1D
0.08%
1M
-9.86%
YTD
-4.80%
6M
-2.12%
1Y
10.34%
3Y*
10.48%
5Y*
7.44%
10Y*
7.54%

FGIAX

1D
0.53%
1M
-3.78%
YTD
9.53%
6M
10.02%
1Y
20.91%
3Y*
14.03%
5Y*
10.45%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AGLOX vs. FGIAX - Expense Ratio Comparison

AGLOX has a 1.13% expense ratio, which is lower than FGIAX's 1.21% expense ratio.


Return for Risk

AGLOX vs. FGIAX — Risk / Return Rank

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

AGLOX
AGLOX Risk / Return Rank: 2727
Overall Rank
AGLOX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AGLOX Sortino Ratio Rank: 2525
Sortino Ratio Rank
AGLOX Omega Ratio Rank: 2626
Omega Ratio Rank
AGLOX Calmar Ratio Rank: 2828
Calmar Ratio Rank
AGLOX Martin Ratio Rank: 2727
Martin Ratio Rank

FGIAX
FGIAX Risk / Return Rank: 8888
Overall Rank
FGIAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8585
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9494
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.

AGLOX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ariel Global Fund (AGLOX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.


AGLOXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

0.66

1.75

-1.09

Sortino ratio

Return per unit of downside risk

0.98

2.26

-1.28

Omega ratio

Gain probability vs. loss probability

1.14

1.35

-0.21

Calmar ratio

Return relative to maximum drawdown

0.82

2.61

-1.79

Martin ratio

Return relative to average drawdown

2.93

12.12

-9.19

AGLOX vs. FGIAX - Sharpe Ratio Comparison

The current AGLOX Sharpe Ratio is 0.66, which is lower than the FGIAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of AGLOX and FGIAX, 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


AGLOXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.75

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.80

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.58

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.42

+0.23

Correlation

The correlation between AGLOX and FGIAX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AGLOX vs. FGIAX - Dividend Comparison

AGLOX's dividend yield for the trailing twelve months is around 17.20%, more than FGIAX's 9.12% yield.


TTM20252024202320222021202020192018201720162015
AGLOX
Ariel Global Fund
17.20%16.38%27.80%18.51%4.82%2.00%0.85%4.39%3.42%4.48%2.65%0.81%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.12%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

AGLOX vs. FGIAX - Drawdown Comparison

The maximum AGLOX drawdown since its inception was -24.72%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for AGLOX and FGIAX.


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Drawdown Indicators


AGLOXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-24.72%

-49.35%

+24.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-8.29%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-16.77%

-21.08%

+4.31%

Max Drawdown (10Y)

Largest decline over 10 years

-24.72%

-38.02%

+13.30%

Current Drawdown

Current decline from peak

-10.59%

-3.78%

-6.81%

Average Drawdown

Average peak-to-trough decline

-3.40%

-7.22%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.78%

+1.24%

Volatility

AGLOX vs. FGIAX - Volatility Comparison

Ariel Global Fund (AGLOX) has a higher volatility of 5.28% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that AGLOX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGLOXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

4.05%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

7.09%

+2.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

12.28%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.29%

13.08%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

15.17%

-2.18%