PortfoliosLab logoPortfoliosLab logo
FCGEX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCGEX vs. FGIAX - Performance Comparison

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

Loading graphics...

FCGEX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCGEX
Fiera Capital Global Equity Fund
-7.45%14.88%10.62%18.80%-18.68%25.48%18.80%33.58%-4.16%15.62%
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%7.53%

Returns By Period

In the year-to-date period, FCGEX achieves a -7.45% return, which is significantly lower than FGIAX's 9.53% return.


FCGEX

1D
0.05%
1M
-11.24%
YTD
-7.45%
6M
-5.07%
1Y
9.15%
3Y*
8.96%
5Y*
6.91%
10Y*

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCGEX vs. FGIAX - Expense Ratio Comparison

FCGEX has a 1.15% expense ratio, which is lower than FGIAX's 1.21% expense ratio.


Return for Risk

FCGEX vs. FGIAX — Risk / Return Rank

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

FCGEX
FCGEX Risk / Return Rank: 2424
Overall Rank
FCGEX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FCGEX Sortino Ratio Rank: 2525
Sortino Ratio Rank
FCGEX Omega Ratio Rank: 2222
Omega Ratio Rank
FCGEX Calmar Ratio Rank: 2222
Calmar Ratio Rank
FCGEX Martin Ratio Rank: 2525
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.

FCGEX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fiera Capital Global Equity Fund (FCGEX) 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.


FCGEXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

0.63

1.75

-1.12

Sortino ratio

Return per unit of downside risk

1.00

2.26

-1.26

Omega ratio

Gain probability vs. loss probability

1.13

1.35

-0.22

Calmar ratio

Return relative to maximum drawdown

0.66

2.61

-1.95

Martin ratio

Return relative to average drawdown

2.67

12.12

-9.45

FCGEX vs. FGIAX - Sharpe Ratio Comparison

The current FCGEX Sharpe Ratio is 0.63, which is lower than the FGIAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FCGEX 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.


Loading graphics...

Sharpe Ratios by Period


FCGEXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

1.75

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.80

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.42

+0.22

Correlation

The correlation between FCGEX and FGIAX is 0.68, 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

FCGEX vs. FGIAX - Dividend Comparison

FCGEX's dividend yield for the trailing twelve months is around 9.21%, which matches FGIAX's 9.12% yield.


TTM20252024202320222021202020192018201720162015
FCGEX
Fiera Capital Global Equity Fund
9.21%8.52%6.38%0.40%5.67%3.20%0.51%3.69%0.89%0.10%0.00%0.00%
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

FCGEX vs. FGIAX - Drawdown Comparison

The maximum FCGEX drawdown since its inception was -31.87%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for FCGEX and FGIAX.


Loading graphics...

Drawdown Indicators


FCGEXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.87%

-49.35%

+17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-8.29%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-28.30%

-21.08%

-7.22%

Max Drawdown (10Y)

Largest decline over 10 years

-38.02%

Current Drawdown

Current decline from peak

-11.24%

-3.78%

-7.46%

Average Drawdown

Average peak-to-trough decline

-5.33%

-7.22%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.78%

+1.00%

Volatility

FCGEX vs. FGIAX - Volatility Comparison

Fiera Capital Global Equity Fund (FCGEX) has a higher volatility of 4.45% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that FCGEX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCGEXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

4.05%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

7.09%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

12.28%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

13.08%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

15.17%

+1.90%