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AIFRX vs. CGFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIFRX vs. CGFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Infrastructure Fund (AIFRX) and abrdn Global Absolute Return Strategies Fund (CGFIX). The values are adjusted to include any dividend payments, if applicable.

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AIFRX vs. CGFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIFRX
abrdn Global Infrastructure Fund
9.45%26.92%2.88%13.10%-7.95%15.61%1.87%28.41%-9.31%25.24%
CGFIX
abrdn Global Absolute Return Strategies Fund
-0.35%5.79%4.85%-2.54%-9.99%1.39%6.37%7.26%0.97%1.62%

Returns By Period

In the year-to-date period, AIFRX achieves a 9.45% return, which is significantly higher than CGFIX's -0.35% return. Over the past 10 years, AIFRX has outperformed CGFIX with an annualized return of 10.46%, while CGFIX has yielded a comparatively lower 1.91% annualized return.


AIFRX

1D
0.29%
1M
-4.86%
YTD
9.45%
6M
12.88%
1Y
27.75%
3Y*
15.03%
5Y*
10.74%
10Y*
10.46%

CGFIX

1D
0.36%
1M
-2.43%
YTD
-0.35%
6M
0.47%
1Y
4.99%
3Y*
3.59%
5Y*
-0.04%
10Y*
1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIFRX vs. CGFIX - Expense Ratio Comparison

AIFRX has a 0.99% expense ratio, which is higher than CGFIX's 0.78% expense ratio.


Return for Risk

AIFRX vs. CGFIX — Risk / Return Rank

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

AIFRX
AIFRX Risk / Return Rank: 9494
Overall Rank
AIFRX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
AIFRX Sortino Ratio Rank: 9393
Sortino Ratio Rank
AIFRX Omega Ratio Rank: 9292
Omega Ratio Rank
AIFRX Calmar Ratio Rank: 9595
Calmar Ratio Rank
AIFRX Martin Ratio Rank: 9696
Martin Ratio Rank

CGFIX
CGFIX Risk / Return Rank: 7979
Overall Rank
CGFIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CGFIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
CGFIX Omega Ratio Rank: 7575
Omega Ratio Rank
CGFIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
CGFIX Martin Ratio Rank: 8181
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.

AIFRX vs. CGFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Infrastructure Fund (AIFRX) and abrdn Global Absolute Return Strategies Fund (CGFIX). 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.


AIFRXCGFIXDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.48

+0.78

Sortino ratio

Return per unit of downside risk

2.85

2.04

+0.81

Omega ratio

Gain probability vs. loss probability

1.45

1.29

+0.16

Calmar ratio

Return relative to maximum drawdown

3.19

1.93

+1.26

Martin ratio

Return relative to average drawdown

15.19

8.06

+7.13

AIFRX vs. CGFIX - Sharpe Ratio Comparison

The current AIFRX Sharpe Ratio is 2.26, which is higher than the CGFIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of AIFRX and CGFIX, 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


AIFRXCGFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.48

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

-0.01

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.40

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.89

-0.18

Correlation

The correlation between AIFRX and CGFIX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

AIFRX vs. CGFIX - Dividend Comparison

AIFRX's dividend yield for the trailing twelve months is around 7.17%, more than CGFIX's 6.14% yield.


TTM20252024202320222021202020192018201720162015
AIFRX
abrdn Global Infrastructure Fund
7.17%7.80%8.13%3.46%4.86%5.31%3.45%4.01%3.96%3.80%4.37%4.55%
CGFIX
abrdn Global Absolute Return Strategies Fund
6.14%5.51%6.43%2.08%0.00%7.49%0.23%3.29%6.05%0.33%1.12%0.35%

Drawdowns

AIFRX vs. CGFIX - Drawdown Comparison

The maximum AIFRX drawdown since its inception was -38.38%, which is greater than CGFIX's maximum drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for AIFRX and CGFIX.


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Drawdown Indicators


AIFRXCGFIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.38%

-20.28%

-18.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-2.78%

-5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

-20.28%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

-20.28%

-18.10%

Current Drawdown

Current decline from peak

-4.86%

-3.32%

-1.54%

Average Drawdown

Average peak-to-trough decline

-5.50%

-3.20%

-2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

0.67%

+1.15%

Volatility

AIFRX vs. CGFIX - Volatility Comparison

abrdn Global Infrastructure Fund (AIFRX) has a higher volatility of 4.25% compared to abrdn Global Absolute Return Strategies Fund (CGFIX) at 1.50%. This indicates that AIFRX's price experiences larger fluctuations and is considered to be riskier than CGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIFRXCGFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

1.50%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

2.12%

+5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

3.48%

+8.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

5.76%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

4.74%

+11.12%