AIFRX vs. FGIYX
AIFRX (abrdn Global Infrastructure Fund) and FGIYX (Nuveen Global Infrastructure Fund) are both Energy Equities funds. Over the past 10 years, AIFRX returned 10.11%/yr vs 9.32%/yr for FGIYX. Their correlation of 0.90 suggests significant overlap in exposure. AIFRX charges 0.99%/yr vs 0.97%/yr for FGIYX.
Performance
AIFRX vs. FGIYX - Performance Comparison
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Returns By Period
In the year-to-date period, AIFRX achieves a 13.21% return, which is significantly lower than FGIYX's 14.31% return. Over the past 10 years, AIFRX has outperformed FGIYX with an annualized return of 10.11%, while FGIYX has yielded a comparatively lower 9.32% annualized return.
AIFRX
- 1D
- 0.07%
- 1M
- -0.27%
- 6M
- 12.08%
- YTD
- 13.21%
- 1Y
- 19.69%
- 3Y*
- 14.96%
- 5Y*
- 9.89%
- 10Y*
- 10.11%
FGIYX
- 1D
- 0.31%
- 1M
- 2.19%
- 6M
- 13.74%
- YTD
- 14.31%
- 1Y
- 19.16%
- 3Y*
- 15.13%
- 5Y*
- 10.34%
- 10Y*
- 9.32%
AIFRX vs. FGIYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AIFRX abrdn Global Infrastructure Fund | 13.21% | 26.92% | 2.88% | 13.10% | -7.95% | 15.61% | 1.87% | 28.41% | -9.31% | 25.24% |
FGIYX Nuveen Global Infrastructure Fund | 14.31% | 18.08% | 10.91% | 8.90% | -6.10% | 14.85% | -2.55% | 36.57% | -7.70% | 19.64% |
Correlation
The correlation between AIFRX and FGIYX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.90 |
The correlation between AIFRX and FGIYX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
AIFRX vs. FGIYX — Risk / Return Rank
AIFRX
FGIYX
AIFRX vs. FGIYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Global Infrastructure Fund (AIFRX) and Nuveen Global Infrastructure Fund (FGIYX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AIFRX | FGIYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.34 | -0.17 |
| Martin ratioReturn relative to average drawdown | 10.82 | 10.50 | +0.33 |
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Drawdowns
AIFRX vs. FGIYX - Drawdown Comparison
The maximum AIFRX drawdown since its inception was -38.38%, smaller than the maximum FGIYX drawdown of -49.18%. Use the drawdown chart below to compare losses from any high point for AIFRX and FGIYX.
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Drawdown Indicators
| AIFRX | FGIYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.38% | -49.18% | +10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.42% | -5.99% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.76% | -12.49% | -3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -20.92% | -1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -38.38% | -38.06% | -0.32% |
Current DrawdownCurrent decline from peak | -1.89% | -0.61% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -7.00% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.90% | -0.03% |
Volatility
AIFRX vs. FGIYX - Volatility Comparison
abrdn Global Infrastructure Fund (AIFRX) and Nuveen Global Infrastructure Fund (FGIYX) have volatilities of 3.19% and 3.35%, 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.
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Volatility by Period
| AIFRX | FGIYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 3.35% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.59% | 8.88% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.30% | 10.63% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.03% | 13.22% | +0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 15.29% | +0.47% |
AIFRX vs. FGIYX - Expense Ratio Comparison
AIFRX has a 0.99% expense ratio, which is higher than FGIYX's 0.97% expense ratio.
Dividends
AIFRX vs. FGIYX - Dividend Comparison
AIFRX's dividend yield for the trailing twelve months is around 6.98%, less than FGIYX's 14.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIFRX abrdn Global Infrastructure Fund | 6.98% | 7.80% | 8.13% | 3.46% | 4.86% | 5.31% | 3.45% | 4.01% | 3.96% | 3.80% | 4.37% | 4.55% |
FGIYX Nuveen Global Infrastructure Fund | 14.54% | 10.28% | 7.74% | 2.51% | 6.41% | 7.48% | 1.62% | 12.32% | 6.62% | 6.10% | 8.64% | 3.31% |
Frequently Asked Questions
AIFRX and FGIYX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FGIYX has higher volatility (3.35%) compared to AIFRX (3.19%). In terms of maximum drawdown, AIFRX dropped -38.38% vs FGIYX's -49.18%.
AIFRX currently has the higher Sharpe Ratio (1.97 vs 1.88), 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.
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