BGLYX vs. STIP
Compare and contrast key facts about Brookfield Global Listed Infrastructure Fund (BGLYX) and iShares 0-5 Year TIPS Bond ETF (STIP).
BGLYX is managed by Brookfield Investment Funds. It was launched on Nov 29, 2011. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010.
Performance
BGLYX vs. STIP - Performance Comparison
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BGLYX vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Returns By Period
In the year-to-date period, BGLYX achieves a 8.53% return, which is significantly higher than STIP's 1.02% return. Over the past 10 years, BGLYX has outperformed STIP with an annualized return of 7.28%, while STIP has yielded a comparatively lower 3.11% 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%
STIP
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 1.02%
- 6M
- 1.38%
- 1Y
- 3.99%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.11%
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BGLYX vs. STIP - Expense Ratio Comparison
BGLYX has a 1.00% expense ratio, which is higher than STIP's 0.06% expense ratio.
Return for Risk
BGLYX vs. STIP — Risk / Return Rank
BGLYX
STIP
BGLYX vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brookfield Global Listed Infrastructure Fund (BGLYX) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.
| BGLYX | STIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 2.19 | -0.67 |
Sortino ratioReturn per unit of downside risk | 2.04 | 3.34 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.47 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 4.30 | -1.85 |
Martin ratioReturn relative to average drawdown | 9.89 | 14.63 | -4.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGLYX | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 2.19 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 1.27 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 1.27 | -0.81 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.05 | -0.57 |
Correlation
The correlation between BGLYX and STIP is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BGLYX vs. STIP - Dividend Comparison
BGLYX's dividend yield for the trailing twelve months is around 28.55%, more than STIP's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.93% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Drawdowns
BGLYX vs. STIP - Drawdown Comparison
The maximum BGLYX drawdown since its inception was -36.54%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for BGLYX and STIP.
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Drawdown Indicators
| BGLYX | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.54% | -5.50% | -31.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.55% | -0.95% | -6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -20.94% | -5.50% | -15.44% |
Max Drawdown (10Y)Largest decline over 10 years | -36.54% | -5.50% | -31.04% |
Current DrawdownCurrent decline from peak | -4.56% | -0.24% | -4.32% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -1.00% | -6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 0.28% | +1.59% |
Volatility
BGLYX vs. STIP - Volatility Comparison
Brookfield Global Listed Infrastructure Fund (BGLYX) has a higher volatility of 3.90% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that BGLYX's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGLYX | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 0.59% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 0.97% | +6.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 1.83% | +10.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.46% | 2.76% | +10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 2.45% | +13.17% |