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BKGI vs. LNGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKGI vs. LNGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bny Mellon Global Infrastructure Income ETF (BKGI) and Global X U.S. Natural Gas ETF (LNGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKGI achieves a 12.20% return, which is significantly lower than LNGX's 20.47% return.


BKGI

1D
-0.43%
1M
0.13%
YTD
12.20%
6M
12.27%
1Y
21.78%
3Y*
22.14%
5Y*
10Y*

LNGX

1D
0.76%
1M
-6.84%
YTD
20.47%
6M
13.78%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKGI vs. LNGX - Yearly Performance Comparison


Correlation

The correlation between BKGI and LNGX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 30, 2025

0.06

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Return for Risk

BKGI vs. LNGX — Risk / Return Rank

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

BKGI
BKGI Risk / Return Rank: 5959
Overall Rank
BKGI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BKGI Sortino Ratio Rank: 5454
Sortino Ratio Rank
BKGI Omega Ratio Rank: 5555
Omega Ratio Rank
BKGI Calmar Ratio Rank: 7070
Calmar Ratio Rank
BKGI Martin Ratio Rank: 6464
Martin Ratio Rank

LNGX
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.

BKGI vs. LNGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bny Mellon Global Infrastructure Income ETF (BKGI) and Global X U.S. Natural Gas ETF (LNGX). 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.


BKGILNGXDifference

Sharpe ratio

Return per unit of total volatility

1.89

Sortino ratio

Return per unit of downside risk

2.63

Omega ratio

Gain probability vs. loss probability

1.34

Calmar ratio

Return relative to maximum drawdown

3.55

Martin ratio

Return relative to average drawdown

11.67

BKGI vs. LNGX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BKGILNGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

Sharpe Ratio (All Time)

Calculated using the full available price history

1.61

2.10

-0.49

Drawdowns

BKGI vs. LNGX - Drawdown Comparison

The maximum BKGI drawdown since its inception was -14.79%, roughly equal to the maximum LNGX drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for BKGI and LNGX.


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Drawdown Indicators


BKGILNGXDifference

Max Drawdown

Largest peak-to-trough decline

-14.79%

-14.31%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-14.16%

Current Drawdown

Current decline from peak

-3.14%

-11.36%

+8.22%

Average Drawdown

Average peak-to-trough decline

-2.57%

-4.37%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

BKGI vs. LNGX - Volatility Comparison


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Volatility by Period


BKGILNGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.59%

24.67%

-13.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

24.67%

-10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.07%

24.67%

-10.60%

BKGI vs. LNGX - Expense Ratio Comparison

BKGI has a 0.65% expense ratio, which is higher than LNGX's 0.45% expense ratio.


Dividends

BKGI vs. LNGX - Dividend Comparison

BKGI's dividend yield for the trailing twelve months is around 2.69%, more than LNGX's 0.22% yield.


PositionTTM2025202420232022
BKGI
Bny Mellon Global Infrastructure Income ETF
2.69%2.65%4.55%4.55%0.53%
LNGX
Global X U.S. Natural Gas ETF
0.22%0.27%0.00%0.00%0.00%

Frequently Asked Questions


BKGI and LNGX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LNGX is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LNGX is cheaper with a 0.45% expense ratio, compared with 0.65% for BKGI.

BKGI has the higher dividend yield at 2.69%, compared with 0.22% for LNGX.

They also come from different issuers: BNY Mellon and Global X. Their fees differ too: 0.65% for BKGI and 0.45% for LNGX.

Portfolio Optimizer

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