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FGIAX vs. CWGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGIAX vs. CWGIX - Performance Comparison

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

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FGIAX vs. CWGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CWGIX
American Funds Capital World Growth and Income Fund Class A
-4.19%24.68%13.85%20.55%-17.32%14.74%15.31%25.32%-10.60%24.55%

Returns By Period

In the year-to-date period, FGIAX achieves a 9.53% return, which is significantly higher than CWGIX's -4.19% return. Over the past 10 years, FGIAX has underperformed CWGIX with an annualized return of 8.70%, while CWGIX has yielded a comparatively higher 10.27% annualized return.


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%

CWGIX

1D
-0.47%
1M
-9.84%
YTD
-4.19%
6M
-0.07%
1Y
19.60%
3Y*
15.56%
5Y*
8.31%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGIAX vs. CWGIX - Expense Ratio Comparison

FGIAX has a 1.21% expense ratio, which is higher than CWGIX's 0.75% expense ratio.


Return for Risk

FGIAX vs. CWGIX — Risk / Return Rank

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

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

CWGIX
CWGIX Risk / Return Rank: 7070
Overall Rank
CWGIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CWGIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
CWGIX Omega Ratio Rank: 6868
Omega Ratio Rank
CWGIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
CWGIX Martin Ratio Rank: 7171
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.

FGIAX vs. CWGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Infrastructure Fund Class A (FGIAX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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.


FGIAXCWGIXDifference

Sharpe ratio

Return per unit of total volatility

1.75

1.23

+0.52

Sortino ratio

Return per unit of downside risk

2.26

1.78

+0.47

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratio

Return relative to maximum drawdown

2.61

1.57

+1.03

Martin ratio

Return relative to average drawdown

12.12

6.75

+5.37

FGIAX vs. CWGIX - Sharpe Ratio Comparison

The current FGIAX Sharpe Ratio is 1.75, which is higher than the CWGIX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FGIAX and CWGIX, 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


FGIAXCWGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.23

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.56

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.65

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.65

-0.23

Correlation

The correlation between FGIAX and CWGIX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FGIAX vs. CWGIX - Dividend Comparison

FGIAX's dividend yield for the trailing twelve months is around 9.12%, less than CWGIX's 11.03% yield.


TTM20252024202320222021202020192018201720162015
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%
CWGIX
American Funds Capital World Growth and Income Fund Class A
11.03%10.54%7.88%3.20%2.09%6.82%1.23%2.44%7.00%6.63%4.96%3.78%

Drawdowns

FGIAX vs. CWGIX - Drawdown Comparison

The maximum FGIAX drawdown since its inception was -49.35%, smaller than the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for FGIAX and CWGIX.


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Drawdown Indicators


FGIAXCWGIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.35%

-54.47%

+5.12%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-11.08%

+2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-27.18%

+6.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.02%

-32.00%

-6.02%

Current Drawdown

Current decline from peak

-3.78%

-10.52%

+6.74%

Average Drawdown

Average peak-to-trough decline

-7.22%

-7.16%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.58%

-0.80%

Volatility

FGIAX vs. CWGIX - Volatility Comparison

The current volatility for Nuveen Global Infrastructure Fund Class A (FGIAX) is 4.05%, while American Funds Capital World Growth and Income Fund Class A (CWGIX) has a volatility of 5.20%. This indicates that FGIAX experiences smaller price fluctuations and is considered to be less risky than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIAXCWGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

5.20%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

10.06%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

15.77%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

14.98%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

15.94%

-0.77%