BGLYX vs. BN
BGLYX (Brookfield Global Listed Infrastructure Fund) is Energy Equities fund managed by Brookfield Investment Funds, while BN (Brookfield Corporation) is a stock. Over the past 10 years, BGLYX returned 6.67%/yr vs 15.41%/yr for BN. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
BGLYX vs. BN - Performance Comparison
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Returns By Period
In the year-to-date period, BGLYX achieves a 9.79% return, which is significantly higher than BN's -3.93% return. Over the past 10 years, BGLYX has underperformed BN with an annualized return of 6.67%, while BN has yielded a comparatively higher 15.41% annualized return.
BGLYX
- 1D
- 0.32%
- 1M
- -1.37%
- YTD
- 9.79%
- 6M
- 9.66%
- 1Y
- 16.01%
- 3Y*
- 11.78%
- 5Y*
- 7.48%
- 10Y*
- 6.67%
BN
- 1D
- -0.43%
- 1M
- -3.00%
- YTD
- -3.93%
- 6M
- -4.72%
- 1Y
- 11.21%
- 3Y*
- 29.00%
- 5Y*
- 10.59%
- 10Y*
- 15.41%
BGLYX vs. BN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGLYX Brookfield Global Listed Infrastructure Fund | 9.79% | 13.04% | 9.01% | 3.32% | -5.47% | 16.13% | -3.25% | 25.44% | -8.06% | 10.79% |
BN Brookfield Corporation | -3.93% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
Correlation
The correlation between BGLYX and BN is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2011 | 0.58 |
Over the past year, the correlation between BGLYX and BN has dropped to 0.31 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
BGLYX vs. BN — Risk / Return Rank
BGLYX
BN
BGLYX vs. BN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Global Listed Infrastructure Fund (BGLYX) and Brookfield Corporation (BN). 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.
| BGLYX | BN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.09 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.69 | 0.51 | +2.18 |
| Martin ratioReturn relative to average drawdown | 8.22 | 1.39 | +6.83 |
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Drawdowns
BGLYX vs. BN - Drawdown Comparison
The maximum BGLYX drawdown since its inception was -36.54%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for BGLYX and BN.
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Drawdown Indicators
| BGLYX | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.54% | -82.22% | +45.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.32% | -22.05% | +15.73% |
Max Drawdown (3Y)Largest decline over 3 years | -14.56% | -27.84% | +13.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.94% | -41.85% | +20.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.54% | -51.42% | +14.88% |
Current DrawdownCurrent decline from peak | -3.45% | -10.34% | +6.89% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -28.50% | +20.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 8.11% | -6.05% |
Volatility
BGLYX vs. BN - Volatility Comparison
The current volatility for Brookfield Global Listed Infrastructure Fund (BGLYX) is 3.63%, while Brookfield Corporation (BN) has a volatility of 7.00%. This indicates that BGLYX experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGLYX | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 7.00% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 22.54% | -13.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.73% | 28.67% | -17.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.59% | 31.29% | -17.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 30.14% | -14.51% |
Dividends
BGLYX vs. BN - Dividend Comparison
BGLYX's dividend yield for the trailing twelve months is around 28.25%, more than BN's 0.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGLYX Brookfield Global Listed Infrastructure Fund | 28.25% | 30.30% | 1.89% | 1.88% | 7.34% | 4.53% | 3.71% | 3.94% | 4.31% | 4.03% | 4.09% | 4.03% |
BN Brookfield Corporation | 0.59% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
Frequently Asked Questions
BGLYX and BN have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BN has higher volatility (7.00%) compared to BGLYX (3.63%). In terms of maximum drawdown, BGLYX dropped -36.54% vs BN's -82.22%.
BGLYX currently has the higher Sharpe Ratio (1.59 vs 0.39), 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.
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