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FARCX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FARCX vs. FGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Real Estate Securities Fund (FARCX) and Nuveen Global Infrastructure Fund Class A (FGIAX). The values are adjusted to include any dividend payments, if applicable.

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FARCX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FARCX
Nuveen Real Estate Securities Fund
2.69%2.56%6.04%11.55%-24.57%41.57%-6.14%25.63%-5.57%5.67%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.53%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%

Returns By Period

In the year-to-date period, FARCX achieves a 2.69% return, which is significantly lower than FGIAX's 9.53% return. Over the past 10 years, FARCX has underperformed FGIAX with an annualized return of 4.78%, while FGIAX has yielded a comparatively higher 8.70% annualized return.


FARCX

1D
0.27%
1M
-7.18%
YTD
2.69%
6M
2.07%
1Y
3.76%
3Y*
6.66%
5Y*
4.44%
10Y*
4.78%

FGIAX

1D
0.53%
1M
-3.78%
YTD
9.53%
6M
10.02%
1Y
20.91%
3Y*
14.03%
5Y*
10.45%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FARCX vs. FGIAX - Expense Ratio Comparison

FARCX has a 0.97% expense ratio, which is lower than FGIAX's 1.21% expense ratio.


Return for Risk

FARCX vs. FGIAX — Risk / Return Rank

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

FARCX
FARCX Risk / Return Rank: 1313
Overall Rank
FARCX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FARCX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FARCX Omega Ratio Rank: 1111
Omega Ratio Rank
FARCX Calmar Ratio Rank: 1313
Calmar Ratio Rank
FARCX Martin Ratio Rank: 1616
Martin Ratio Rank

FGIAX
FGIAX Risk / Return Rank: 8888
Overall Rank
FGIAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8585
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGIAX 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.

FARCX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Securities Fund (FARCX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.


FARCXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

0.30

1.75

-1.46

Sortino ratio

Return per unit of downside risk

0.52

2.26

-1.74

Omega ratio

Gain probability vs. loss probability

1.07

1.35

-0.28

Calmar ratio

Return relative to maximum drawdown

0.36

2.61

-2.25

Martin ratio

Return relative to average drawdown

1.51

12.12

-10.61

FARCX vs. FGIAX - Sharpe Ratio Comparison

The current FARCX Sharpe Ratio is 0.30, which is lower than the FGIAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FARCX and FGIAX, 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


FARCXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.75

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.80

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.58

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.42

-0.02

Correlation

The correlation between FARCX and FGIAX is 0.66, 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

FARCX vs. FGIAX - Dividend Comparison

FARCX's dividend yield for the trailing twelve months is around 4.91%, less than FGIAX's 9.12% yield.


TTM20252024202320222021202020192018201720162015
FARCX
Nuveen Real Estate Securities Fund
4.91%5.77%9.34%3.30%20.25%15.12%2.89%11.46%6.19%13.43%10.99%8.24%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.12%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

FARCX vs. FGIAX - Drawdown Comparison

The maximum FARCX drawdown since its inception was -70.62%, which is greater than FGIAX's maximum drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for FARCX and FGIAX.


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Drawdown Indicators


FARCXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-70.62%

-49.35%

-21.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-8.29%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-21.08%

-10.69%

Max Drawdown (10Y)

Largest decline over 10 years

-41.05%

-38.02%

-3.03%

Current Drawdown

Current decline from peak

-7.58%

-3.78%

-3.80%

Average Drawdown

Average peak-to-trough decline

-10.51%

-7.22%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

1.78%

+1.15%

Volatility

FARCX vs. FGIAX - Volatility Comparison

Nuveen Real Estate Securities Fund (FARCX) and Nuveen Global Infrastructure Fund Class A (FGIAX) have volatilities of 4.11% and 4.05%, 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


FARCXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.05%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

7.09%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

12.28%

+3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.36%

13.08%

+5.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

15.17%

+4.99%