AIFRX vs. RGIYX

Last updated Jun 5, 2026

AIFRX (abrdn Global Infrastructure Fund) and RGIYX (Russell Investments Global Infrastructure Fund) are both Energy Equities funds. Over the past 10 years, AIFRX returned 10.19%/yr vs 8.04%/yr for RGIYX. Their correlation of 0.89 suggests significant overlap in exposure. AIFRX charges 0.99%/yr vs 0.85%/yr for RGIYX.

Performance

AIFRX vs. RGIYX - Performance Comparison

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

Returns By Period

In the year-to-date period, AIFRX achieves a 11.40% return, which is significantly higher than RGIYX's 8.12% return. Over the past 10 years, AIFRX has outperformed RGIYX with an annualized return of 10.19%, while RGIYX has yielded a comparatively lower 8.04% annualized return.

AIFRX

• 1D: -0.45%
• 1M: -2.23%
• YTD: 11.40%
• 6M: 11.51%
• 1Y: 20.29%
• 3Y*: 15.83%
• 5Y*: 9.29%
• 10Y*: 10.19%

RGIYX

• 1D: -0.37%
• 1M: -2.99%
• YTD: 8.12%
• 6M: 7.80%
• 1Y: 14.36%
• 3Y*: 13.98%
• 5Y*: 8.86%
• 10Y*: 8.04%

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

AIFRX vs. RGIYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIFRX abrdn Global Infrastructure Fund	11.40%	26.92%	2.88%	13.10%	-7.95%	15.61%	1.87%	28.41%	-9.31%	25.24%
RGIYX Russell Investments Global Infrastructure Fund	8.12%	20.07%	9.96%	6.94%	-2.95%	12.44%	-3.37%	27.98%	-9.87%	18.96%

Correlation

The correlation between AIFRX and RGIYX is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.90
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 4, 2011	0.89

The correlation between AIFRX and RGIYX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

AIFRX vs. RGIYX — 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: 45
AIFRX Omega Ratio Rank: 44
AIFRX Calmar Ratio Rank: 67
AIFRX Martin Ratio Rank: 59

RGIYX

RGIYX Risk / Return Rank: 29
RGIYX Sharpe Ratio Rank: 25
RGIYX Sortino Ratio Rank: 23
RGIYX Omega Ratio Rank: 24
RGIYX Calmar Ratio Rank: 39
RGIYX Martin Ratio Rank: 36

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. RGIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Infrastructure Fund (AIFRX) and Russell Investments Global Infrastructure Fund (RGIYX). 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	RGIYX	Difference
Sharpe ratio: Return per unit of total volatility	1.99	1.39	+0.60
Sortino ratio: Return per unit of downside risk	2.79	1.99	+0.80
Omega ratio: Gain probability vs. loss probability	1.35	1.25	+0.10
Calmar ratio: Return relative to maximum drawdown	3.12	2.31	+0.80
Martin ratio: Return relative to average drawdown	11.60	7.80	+3.80
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. RGIYX - Sharpe Ratio Comparison

The current AIFRX Sharpe Ratio is 1.99, which is higher than the RGIYX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of AIFRX and RGIYX, 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	RGIYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.99	1.39	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.66	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.51	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.52	+0.19

Drawdowns

AIFRX vs. RGIYX - Drawdown Comparison

The maximum AIFRX drawdown since its inception was -38.38%, roughly equal to the maximum RGIYX drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for AIFRX and RGIYX.

Drawdown Indicators

	AIFRX	RGIYX	Difference
Max Drawdown Largest peak-to-trough decline	-38.38%	-39.17%	+0.79%
Max Drawdown (1Y) Largest decline over 1 year	-6.42%	-6.00%	-0.42%
Max Drawdown (3Y) Largest decline over 3 years	-15.76%	-13.74%	-2.02%
Max Drawdown (5Y) Largest decline over 5 years	-22.75%	-20.19%	-2.56%
Max Drawdown (10Y) Largest decline over 10 years	-38.38%	-39.17%	+0.79%
Current Drawdown Current decline from peak	-3.45%	-4.07%	+0.62%
Average Drawdown Average peak-to-trough decline	-5.46%	-4.68%	-0.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	1.77%	-0.05%

Volatility

AIFRX vs. RGIYX - Volatility Comparison

abrdn Global Infrastructure Fund (AIFRX) and Russell Investments Global Infrastructure Fund (RGIYX) have volatilities of 3.31% and 3.48%, 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	RGIYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	3.48%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.19%	8.15%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	10.06%	10.00%	+0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.03%	13.57%	+0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.87%	15.93%	-0.06%

AIFRX vs. RGIYX - Expense Ratio Comparison

AIFRX has a 0.99% expense ratio, which is higher than RGIYX's 0.85% expense ratio.

Dividends

AIFRX vs. RGIYX - Dividend Comparison

AIFRX's dividend yield for the trailing twelve months is around 7.05%, less than RGIYX's 8.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIFRX abrdn Global Infrastructure Fund	7.05%	7.80%	8.13%	3.46%	4.86%	5.31%	3.45%	4.01%	3.96%	3.80%	4.37%	4.55%
RGIYX Russell Investments Global Infrastructure Fund	8.84%	9.39%	5.64%	2.76%	3.46%	17.26%	7.80%	15.89%	9.20%	11.32%	6.70%	5.67%

Frequently Asked Questions

Can I hold both AIFRX and RGIYX in my portfolio?

With a correlation of 0.91, AIFRX and RGIYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AIFRX or RGIYX?

RGIYX has higher volatility (3.48%) compared to AIFRX (3.31%). In terms of maximum drawdown, AIFRX dropped -38.38% vs RGIYX's -39.17%.

Which has better risk-adjusted returns?

AIFRX currently has the higher Sharpe Ratio (1.99 vs 1.39), 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.