CGFIX vs. FARYX

Last updated Apr 1, 2026

Compare and contrast key facts about abrdn Global Absolute Return Strategies Fund (CGFIX) and Fulcrum Diversified Absolute Return Fund (FARYX).

CGFIX is managed by Aberdeen. It was launched on Oct 31, 1990. FARYX is managed by Fulcrum. It was launched on Jul 30, 2015.

Performance

CGFIX vs. FARYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Absolute Return Strategies Fund (CGFIX) and Fulcrum Diversified Absolute Return Fund (FARYX). The values are adjusted to include any dividend payments, if applicable.

CGFIX vs. FARYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CGFIX abrdn Global Absolute Return Strategies Fund	-0.35%	5.79%	4.85%	-2.54%	-9.99%	1.39%	6.37%	7.26%	0.97%	1.62%
FARYX Fulcrum Diversified Absolute Return Fund	6.28%	13.34%	7.19%	0.79%	2.19%	4.30%	9.81%	7.62%	-1.91%	1.90%

Returns By Period

In the year-to-date period, CGFIX achieves a -0.35% return, which is significantly lower than FARYX's 6.28% return. Over the past 10 years, CGFIX has underperformed FARYX with an annualized return of 1.91%, while FARYX has yielded a comparatively higher 5.29% annualized return.

CGFIX

• 1D: 0.36%
• 1M: -2.43%
• YTD: -0.35%
• 6M: 0.47%
• 1Y: 4.99%
• 3Y*: 3.59%
• 5Y*: -0.04%
• 10Y*: 1.91%

FARYX

• 1D: 0.48%
• 1M: -1.96%
• YTD: 6.28%
• 6M: 9.76%
• 1Y: 20.33%
• 3Y*: 9.91%
• 5Y*: 5.92%
• 10Y*: 5.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CGFIX vs. FARYX - Expense Ratio Comparison

CGFIX has a 0.78% expense ratio, which is lower than FARYX's 1.04% expense ratio.

FARYX

Fulcrum Diversified Absolute Return Fund

CGFIX

abrdn Global Absolute Return Strategies Fund

Return for Risk

CGFIX vs. FARYX — Risk / Return Rank

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

CGFIX

CGFIX Risk / Return Rank: 79
CGFIX Sharpe Ratio Rank: 80
CGFIX Sortino Ratio Rank: 80
CGFIX Omega Ratio Rank: 75
CGFIX Calmar Ratio Rank: 80
CGFIX Martin Ratio Rank: 81

FARYX

FARYX Risk / Return Rank: 97
FARYX Sharpe Ratio Rank: 97
FARYX Sortino Ratio Rank: 97
FARYX Omega Ratio Rank: 94
FARYX Calmar Ratio Rank: 99
FARYX Martin Ratio Rank: 98

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.

CGFIX vs. FARYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Absolute Return Strategies Fund (CGFIX) and Fulcrum Diversified Absolute Return Fund (FARYX). 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.

	CGFIX	FARYX	Difference
Sharpe ratio Return per unit of total volatility	1.48	2.64	-1.16
Sortino ratio Return per unit of downside risk	2.04	3.76	-1.72
Omega ratio Gain probability vs. loss probability	1.29	1.48	-0.20
Calmar ratio Return relative to maximum drawdown	1.93	6.55	-4.62
Martin ratio Return relative to average drawdown	8.06	22.31	-14.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CGFIX vs. FARYX - Sharpe Ratio Comparison

The current CGFIX Sharpe Ratio is 1.48, which is lower than the FARYX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of CGFIX and FARYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CGFIX	FARYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	2.64	-1.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	0.94	-0.95
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.40	0.92	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.88	+0.01

Correlation

The correlation between CGFIX and FARYX is 0.18, 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

CGFIX vs. FARYX - Dividend Comparison

CGFIX's dividend yield for the trailing twelve months is around 6.14%, less than FARYX's 6.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CGFIX abrdn Global Absolute Return Strategies Fund	6.14%	5.51%	6.43%	2.08%	0.00%	7.49%	0.23%	3.29%	6.05%	0.33%	1.12%	0.35%
FARYX Fulcrum Diversified Absolute Return Fund	6.76%	7.18%	4.39%	0.89%	1.28%	8.96%	7.79%	0.63%	8.88%	3.39%	0.40%	0.00%

Drawdowns

CGFIX vs. FARYX - Drawdown Comparison

The maximum CGFIX drawdown since its inception was -20.28%, which is greater than FARYX's maximum drawdown of -7.41%. Use the drawdown chart below to compare losses from any high point for CGFIX and FARYX.

Drawdown Indicators

	CGFIX	FARYX	Difference
Max Drawdown Largest peak-to-trough decline	-20.28%	-7.41%	-12.87%
Max Drawdown (1Y) Largest decline over 1 year	-2.78%	-3.26%	+0.48%
Max Drawdown (5Y) Largest decline over 5 years	-20.28%	-6.87%	-13.41%
Max Drawdown (10Y) Largest decline over 10 years	-20.28%	-7.41%	-12.87%
Current Drawdown Current decline from peak	-3.32%	-2.24%	-1.08%
Average Drawdown Average peak-to-trough decline	-3.20%	-1.85%	-1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.67%	0.96%	-0.29%

Volatility

CGFIX vs. FARYX - Volatility Comparison

The current volatility for abrdn Global Absolute Return Strategies Fund (CGFIX) is 1.50%, while Fulcrum Diversified Absolute Return Fund (FARYX) has a volatility of 2.75%. This indicates that CGFIX experiences smaller price fluctuations and is considered to be less risky than FARYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGFIX	FARYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.50%	2.75%	-1.25%
Volatility (6M) Calculated over the trailing 6-month period	2.12%	6.47%	-4.35%
Volatility (1Y) Calculated over the trailing 1-year period	3.48%	7.90%	-4.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.76%	6.30%	-0.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.74%	5.75%	-1.01%