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BGLYX vs. NMFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGLYX vs. NMFIX - Performance Comparison

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

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BGLYX vs. NMFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGLYX
Brookfield Global Listed Infrastructure Fund
9.75%13.04%9.01%3.32%-5.47%16.13%-3.25%25.44%-8.06%10.79%
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
7.82%23.11%1.74%6.62%-7.21%13.68%-2.59%24.34%-10.26%22.17%

Returns By Period

In the year-to-date period, BGLYX achieves a 9.75% return, which is significantly higher than NMFIX's 7.82% return. Both investments have delivered pretty close results over the past 10 years, with BGLYX having a 7.40% annualized return and NMFIX not far ahead at 7.63%.


BGLYX

1D
1.12%
1M
-3.19%
YTD
9.75%
6M
10.88%
1Y
18.35%
3Y*
11.31%
5Y*
8.32%
10Y*
7.40%

NMFIX

1D
0.97%
1M
-4.53%
YTD
7.82%
6M
10.59%
1Y
23.48%
3Y*
11.51%
5Y*
7.99%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGLYX vs. NMFIX - Expense Ratio Comparison

BGLYX has a 1.00% expense ratio, which is higher than NMFIX's 0.96% expense ratio.


Return for Risk

BGLYX vs. NMFIX — Risk / Return Rank

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

BGLYX
BGLYX Risk / Return Rank: 8282
Overall Rank
BGLYX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BGLYX Sortino Ratio Rank: 7878
Sortino Ratio Rank
BGLYX Omega Ratio Rank: 7474
Omega Ratio Rank
BGLYX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BGLYX Martin Ratio Rank: 8989
Martin Ratio Rank

NMFIX
NMFIX Risk / Return Rank: 8888
Overall Rank
NMFIX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
NMFIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
NMFIX Omega Ratio Rank: 8787
Omega Ratio Rank
NMFIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
NMFIX Martin Ratio Rank: 9494
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. NMFIX - Risk-Adjusted Trends Comparison

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


BGLYXNMFIXDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.66

-0.10

Sortino ratio

Return per unit of downside risk

2.09

2.35

-0.26

Omega ratio

Gain probability vs. loss probability

1.30

1.38

-0.08

Calmar ratio

Return relative to maximum drawdown

2.60

3.16

-0.56

Martin ratio

Return relative to average drawdown

10.43

12.53

-2.10

BGLYX vs. NMFIX - Sharpe Ratio Comparison

The current BGLYX Sharpe Ratio is 1.57, which is comparable to the NMFIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BGLYX and NMFIX, 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


BGLYXNMFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.66

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.59

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.50

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.52

-0.04

Correlation

The correlation between BGLYX and NMFIX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BGLYX vs. NMFIX - Dividend Comparison

BGLYX's dividend yield for the trailing twelve months is around 28.23%, more than NMFIX's 5.63% yield.


TTM20252024202320222021202020192018201720162015
BGLYX
Brookfield Global Listed Infrastructure Fund
28.23%30.30%1.89%1.88%7.34%4.53%3.71%3.94%4.31%4.03%4.09%4.03%
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
5.63%6.03%3.82%2.78%3.98%10.13%2.11%2.47%10.33%7.71%2.53%2.01%

Drawdowns

BGLYX vs. NMFIX - Drawdown Comparison

The maximum BGLYX drawdown since its inception was -36.54%, roughly equal to the maximum NMFIX drawdown of -34.93%. Use the drawdown chart below to compare losses from any high point for BGLYX and NMFIX.


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Drawdown Indicators


BGLYXNMFIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.54%

-34.93%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-7.81%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

-22.76%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-36.54%

-34.93%

-1.61%

Current Drawdown

Current decline from peak

-3.48%

-4.84%

+1.36%

Average Drawdown

Average peak-to-trough decline

-7.92%

-5.34%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.97%

-0.09%

Volatility

BGLYX vs. NMFIX - Volatility Comparison

Brookfield Global Listed Infrastructure Fund (BGLYX) and Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) have volatilities of 4.12% and 4.02%, 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


BGLYXNMFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

4.02%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

10.46%

-3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

14.55%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

13.73%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

15.44%

+0.18%