AIFRX vs. DHIVX

Last updated Jun 4, 2026

AIFRX (abrdn Global Infrastructure Fund) and DHIVX (Centre Global Infrastructure Fund) are both Energy Equities funds. Over the past 5 years, AIFRX returned 9.50%/yr vs 9.41%/yr for DHIVX. Their correlation of 0.82 suggests significant overlap in exposure. AIFRX charges 0.99%/yr vs 1.57%/yr for DHIVX.

Performance

AIFRX vs. DHIVX - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with AIFRX having a 11.91% return and DHIVX slightly higher at 12.48%.

AIFRX

• 1D: 0.84%
• 1M: -1.41%
• YTD: 11.91%
• 6M: 12.14%
• 1Y: 20.46%
• 3Y*: 16.00%
• 5Y*: 9.50%
• 10Y*: 10.24%

DHIVX

• 1D: 1.31%
• 1M: -0.30%
• YTD: 12.48%
• 6M: 12.57%
• 1Y: 16.50%
• 3Y*: 18.81%
• 5Y*: 9.41%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIFRX vs. DHIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
AIFRX abrdn Global Infrastructure Fund	11.91%	26.92%	2.88%	13.10%	-7.95%	15.61%	1.87%	28.41%	-2.91%
DHIVX Centre Global Infrastructure Fund	12.48%	16.30%	20.25%	5.34%	-3.28%	7.51%	-7.17%	25.27%	-4.07%

Correlation

The correlation between AIFRX and DHIVX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Mar 28, 2018	0.82

The correlation between AIFRX and DHIVX shifts across timeframes, from 0.69 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

Return for Risk

AIFRX vs. DHIVX — Risk / Return Rank

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

AIFRX

AIFRX Risk / Return Rank: 53
AIFRX Sharpe Ratio Rank: 47
AIFRX Sortino Ratio Rank: 46
AIFRX Omega Ratio Rank: 44
AIFRX Calmar Ratio Rank: 67
AIFRX Martin Ratio Rank: 60

DHIVX

DHIVX Risk / Return Rank: 44
DHIVX Sharpe Ratio Rank: 34
DHIVX Sortino Ratio Rank: 37
DHIVX Omega Ratio Rank: 33
DHIVX Calmar Ratio Rank: 81
DHIVX Martin Ratio Rank: 35

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. DHIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Infrastructure Fund (AIFRX) and Centre Global Infrastructure Fund (DHIVX). 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.

	AIFRX	DHIVX	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.67	+0.36
Sortino ratio: Return per unit of downside risk	2.84	2.54	+0.30
Omega ratio: Gain probability vs. loss probability	1.36	1.30	+0.06
Calmar ratio: Return relative to maximum drawdown	3.17	3.73	-0.56
Martin ratio: Return relative to average drawdown	11.90	7.86	+4.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIFRX vs. DHIVX - Sharpe Ratio Comparison

The current AIFRX Sharpe Ratio is 2.03, which is comparable to the DHIVX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of AIFRX and DHIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIFRX	DHIVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	1.67	+0.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.77	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.57	+0.14

Drawdowns

AIFRX vs. DHIVX - Drawdown Comparison

The maximum AIFRX drawdown since its inception was -38.38%, which is greater than DHIVX's maximum drawdown of -36.18%. Use the drawdown chart below to compare losses from any high point for AIFRX and DHIVX.

Drawdown Indicators

	AIFRX	DHIVX	Difference
Max Drawdown Largest peak-to-trough decline	-38.38%	-36.18%	-2.20%
Max Drawdown (1Y) Largest decline over 1 year	-6.42%	-4.37%	-2.05%
Max Drawdown (3Y) Largest decline over 3 years	-15.76%	-9.92%	-5.84%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-20.41%	-2.34%
Max Drawdown (10Y) Largest decline over 10 years	-38.38%	—	—
Current Drawdown Current decline from peak	-3.01%	-2.29%	-0.72%
Average Drawdown Average peak-to-trough decline	-5.46%	-5.59%	+0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.71%	2.08%	-0.37%

Volatility

AIFRX vs. DHIVX - Volatility Comparison

abrdn Global Infrastructure Fund (AIFRX) and Centre Global Infrastructure Fund (DHIVX) have volatilities of 3.33% and 3.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIFRX	DHIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	3.28%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.22%	7.72%	+0.50%
Volatility (1Y) Calculated over the trailing 1-year period	10.08%	9.79%	+0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	12.36%	+1.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.87%	14.68%	+1.19%

AIFRX vs. DHIVX - Expense Ratio Comparison

AIFRX has a 0.99% expense ratio, which is lower than DHIVX's 1.57% expense ratio.

Dividends

AIFRX vs. DHIVX - Dividend Comparison

AIFRX's dividend yield for the trailing twelve months is around 7.02%, more than DHIVX's 3.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIFRX abrdn Global Infrastructure Fund	7.02%	7.80%	8.13%	3.46%	4.86%	5.31%	3.45%	4.01%	3.96%	3.80%	4.37%	4.55%
DHIVX Centre Global Infrastructure Fund	3.50%	3.66%	2.54%	1.60%	1.85%	1.70%	2.43%	2.31%	2.45%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AIFRX and DHIVX in my portfolio?

AIFRX and DHIVX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIFRX or DHIVX?

AIFRX has higher volatility (3.33%) compared to DHIVX (3.28%). In terms of maximum drawdown, AIFRX dropped -38.38% vs DHIVX's -36.18%.

Which has better risk-adjusted returns?

AIFRX currently has the higher Sharpe Ratio (2.03 vs 1.67), 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.