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BGLYX vs. FSTEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGLYX vs. FSTEX - Performance Comparison

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

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BGLYX vs. FSTEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGLYX
Brookfield Global Listed Infrastructure Fund
8.53%13.04%9.01%3.32%-5.47%16.13%-3.25%25.44%-8.06%10.79%
FSTEX
Invesco Energy Fund
38.85%12.31%6.00%0.28%52.85%55.99%-32.13%4.78%-26.82%-8.26%

Returns By Period

In the year-to-date period, BGLYX achieves a 8.53% return, which is significantly lower than FSTEX's 38.85% return. Over the past 10 years, BGLYX has underperformed FSTEX with an annualized return of 7.28%, while FSTEX has yielded a comparatively higher 8.77% annualized return.


BGLYX

1D
0.48%
1M
-4.56%
YTD
8.53%
6M
9.80%
1Y
17.54%
3Y*
10.89%
5Y*
8.15%
10Y*
7.28%

FSTEX

1D
-0.55%
1M
13.19%
YTD
38.85%
6M
42.88%
1Y
43.71%
3Y*
20.07%
5Y*
25.80%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGLYX vs. FSTEX - Expense Ratio Comparison

BGLYX has a 1.00% expense ratio, which is lower than FSTEX's 1.36% expense ratio.


Return for Risk

BGLYX vs. FSTEX — Risk / Return Rank

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

BGLYX
BGLYX Risk / Return Rank: 8484
Overall Rank
BGLYX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BGLYX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BGLYX Omega Ratio Rank: 7777
Omega Ratio Rank
BGLYX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BGLYX Martin Ratio Rank: 8989
Martin Ratio Rank

FSTEX
FSTEX Risk / Return Rank: 8888
Overall Rank
FSTEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTEX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FSTEX Omega Ratio Rank: 8787
Omega Ratio Rank
FSTEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FSTEX Martin Ratio Rank: 8383
Martin Ratio Rank
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.

BGLYX vs. FSTEX - Risk-Adjusted Trends Comparison

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


BGLYXFSTEXDifference

Sharpe ratio

Return per unit of total volatility

1.52

2.04

-0.51

Sortino ratio

Return per unit of downside risk

2.04

2.54

-0.50

Omega ratio

Gain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratio

Return relative to maximum drawdown

2.45

2.31

+0.14

Martin ratio

Return relative to average drawdown

9.89

8.35

+1.53

BGLYX vs. FSTEX - Sharpe Ratio Comparison

The current BGLYX Sharpe Ratio is 1.52, which is comparable to the FSTEX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BGLYX and FSTEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGLYXFSTEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.04

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

1.03

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.30

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.27

+0.21

Correlation

The correlation between BGLYX and FSTEX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BGLYX vs. FSTEX - Dividend Comparison

BGLYX's dividend yield for the trailing twelve months is around 28.55%, more than FSTEX's 1.60% yield.


TTM20252024202320222021202020192018201720162015
BGLYX
Brookfield Global Listed Infrastructure Fund
28.55%30.30%1.89%1.88%7.34%4.53%3.71%3.94%4.31%4.03%4.09%4.03%
FSTEX
Invesco Energy Fund
1.60%2.22%4.03%2.11%0.89%1.80%2.21%1.53%3.05%2.22%1.10%1.58%

Drawdowns

BGLYX vs. FSTEX - Drawdown Comparison

The maximum BGLYX drawdown since its inception was -36.54%, smaller than the maximum FSTEX drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for BGLYX and FSTEX.


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Drawdown Indicators


BGLYXFSTEXDifference

Max Drawdown

Largest peak-to-trough decline

-36.54%

-83.31%

+46.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-18.57%

+11.02%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

-26.88%

+5.94%

Max Drawdown (10Y)

Largest decline over 10 years

-36.54%

-73.41%

+36.87%

Current Drawdown

Current decline from peak

-4.56%

-0.55%

-4.01%

Average Drawdown

Average peak-to-trough decline

-7.92%

-25.28%

+17.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

5.13%

-3.26%

Volatility

BGLYX vs. FSTEX - Volatility Comparison

The current volatility for Brookfield Global Listed Infrastructure Fund (BGLYX) is 3.90%, while Invesco Energy Fund (FSTEX) has a volatility of 4.36%. This indicates that BGLYX experiences smaller price fluctuations and is considered to be less risky than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGLYXFSTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.36%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

12.75%

-5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

22.29%

-10.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.46%

25.29%

-11.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

29.77%

-14.15%