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BGLYX vs. FGIYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGLYX vs. FGIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Global Listed Infrastructure Fund (BGLYX) and Nuveen Global Infrastructure Fund (FGIYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGLYX achieves a 10.40% return, which is significantly lower than FGIYX's 11.86% return. Over the past 10 years, BGLYX has underperformed FGIYX with an annualized return of 6.24%, while FGIYX has yielded a comparatively higher 9.06% annualized return.


BGLYX

1D
-0.47%
1M
-1.02%
6M
6.46%
YTD
10.40%
1Y
14.79%
3Y*
11.24%
5Y*
7.35%
10Y*
6.24%
ALL TIME*
7.12%

FGIYX

1D
-0.08%
1M
-1.92%
6M
7.30%
YTD
11.86%
1Y
15.79%
3Y*
14.69%
5Y*
9.84%
10Y*
9.06%
ALL TIME*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BGLYX vs. FGIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGLYX
Brookfield Global Listed Infrastructure Fund
10.40%13.04%9.01%3.32%-5.47%16.13%-3.25%25.44%-8.06%10.79%
FGIYX
Nuveen Global Infrastructure Fund
11.86%18.08%10.91%8.90%-6.10%14.85%-2.55%36.57%-7.70%19.64%

Correlation

The correlation between BGLYX and FGIYX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2011

0.93

The correlation between BGLYX and FGIYX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

BGLYX vs. FGIYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BGLYX
BGLYX Risk / Return Rank: 5151
Overall Rank
BGLYX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
BGLYX Sortino Ratio Rank: 4545
Sortino Ratio Rank
BGLYX Omega Ratio Rank: 4343
Omega Ratio Rank
BGLYX Calmar Ratio Rank: 7272
Calmar Ratio Rank
BGLYX Martin Ratio Rank: 4949
Martin Ratio Rank

FGIYX
FGIYX Risk / Return Rank: 5959
Overall Rank
FGIYX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FGIYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FGIYX Omega Ratio Rank: 5050
Omega Ratio Rank
FGIYX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FGIYX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BGLYX vs. FGIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Global Listed Infrastructure Fund (BGLYX) 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.


BGLYXFGIYXDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.26

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

2.47

2.70

-0.23

Martin ratioReturn relative to average drawdown

7.29

8.36

-1.08

BGLYX vs. FGIYX - Sharpe Ratio Comparison

The current BGLYX Sharpe Ratio is 1.42, which is comparable to the FGIYX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of BGLYX and FGIYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BGLYX vs. FGIYX - Drawdown Comparison

The maximum BGLYX drawdown since its inception was -36.54%, smaller than the maximum FGIYX drawdown of -49.18%. Use the drawdown chart below to compare losses from any high point for BGLYX and FGIYX.


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Drawdown Indicators


BGLYXFGIYXDifference

Max Drawdown

Largest peak-to-trough decline

-36.54%

-49.18%

+12.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.32%

-5.99%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-10.79%

-9.71%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

-20.92%

-0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-36.54%

-38.06%

+1.52%

Current Drawdown

Current decline from peak

-2.91%

-2.74%

-0.17%

Average Drawdown

Average peak-to-trough decline

-7.79%

-6.99%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.93%

+0.20%

Volatility

BGLYX vs. FGIYX - Volatility Comparison

Brookfield Global Listed Infrastructure Fund (BGLYX) and Nuveen Global Infrastructure Fund (FGIYX) have volatilities of 3.14% and 3.21%, 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


BGLYXFGIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.21%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.01%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

10.66%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

13.22%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

15.29%

+0.27%

BGLYX vs. FGIYX - Expense Ratio Comparison

BGLYX has a 1.00% expense ratio, which is higher than FGIYX's 0.97% expense ratio.


Dividends

BGLYX vs. FGIYX - Dividend Comparison

BGLYX's dividend yield for the trailing twelve months is around 28.09%, more than FGIYX's 14.86% yield.


PositionTTM20252024202320222021202020192018201720162015
BGLYX
Brookfield Global Listed Infrastructure Fund
28.09%30.30%1.89%1.88%7.34%4.53%3.71%3.94%4.31%4.03%4.09%4.03%
FGIYX
Nuveen Global Infrastructure Fund
14.86%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


With a correlation of 0.94, BGLYX and FGIYX 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.

FGIYX has higher volatility (3.21%) compared to BGLYX (3.14%). In terms of maximum drawdown, BGLYX dropped -36.54% vs FGIYX's -49.18%.

FGIYX currently has the higher Sharpe Ratio (1.52 vs 1.42), 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.

Portfolio Optimizer

Find the right allocation for BGLYX and FGIYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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