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FGIAX vs. GIDGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGIAX vs. GIDGX - Performance Comparison

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

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FGIAX vs. GIDGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGIAX
Nuveen Global Infrastructure Fund Class A
10.36%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%
GIDGX
Goldman Sachs Enhanced Dividend Global Equity Portfolio
-0.77%15.74%20.59%17.92%-12.75%18.46%8.41%19.97%-8.26%15.18%

Returns By Period

In the year-to-date period, FGIAX achieves a 10.36% return, which is significantly higher than GIDGX's -0.77% return. Over the past 10 years, FGIAX has underperformed GIDGX with an annualized return of 8.78%, while GIDGX has yielded a comparatively higher 9.89% annualized return.


FGIAX

1D
0.76%
1M
-2.77%
YTD
10.36%
6M
10.94%
1Y
21.22%
3Y*
14.32%
5Y*
10.46%
10Y*
8.78%

GIDGX

1D
2.51%
1M
-4.19%
YTD
-0.77%
6M
2.10%
1Y
16.31%
3Y*
15.56%
5Y*
9.42%
10Y*
9.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGIAX vs. GIDGX - Expense Ratio Comparison

FGIAX has a 1.21% expense ratio, which is higher than GIDGX's 0.17% expense ratio.


Return for Risk

FGIAX vs. GIDGX — Risk / Return Rank

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

FGIAX
FGIAX Risk / Return Rank: 8787
Overall Rank
FGIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8383
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9393
Martin Ratio Rank

GIDGX
GIDGX Risk / Return Rank: 6161
Overall Rank
GIDGX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GIDGX Sortino Ratio Rank: 6262
Sortino Ratio Rank
GIDGX Omega Ratio Rank: 6767
Omega Ratio Rank
GIDGX Calmar Ratio Rank: 4646
Calmar Ratio Rank
GIDGX Martin Ratio Rank: 6363
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. GIDGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Infrastructure Fund Class A (FGIAX) and Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX). 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.


FGIAXGIDGXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.28

+0.51

Sortino ratio

Return per unit of downside risk

2.30

1.74

+0.56

Omega ratio

Gain probability vs. loss probability

1.36

1.28

+0.08

Calmar ratio

Return relative to maximum drawdown

2.73

1.37

+1.36

Martin ratio

Return relative to average drawdown

12.62

6.79

+5.83

FGIAX vs. GIDGX - Sharpe Ratio Comparison

The current FGIAX Sharpe Ratio is 1.79, which is higher than the GIDGX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FGIAX and GIDGX, 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


FGIAXGIDGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.28

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.73

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.70

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.64

-0.22

Correlation

The correlation between FGIAX and GIDGX is 0.78, 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. GIDGX - Dividend Comparison

FGIAX's dividend yield for the trailing twelve months is around 9.05%, more than GIDGX's 6.22% yield.


TTM20252024202320222021202020192018201720162015
FGIAX
Nuveen Global Infrastructure Fund Class A
9.05%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%
GIDGX
Goldman Sachs Enhanced Dividend Global Equity Portfolio
6.22%5.92%12.06%4.32%8.89%8.41%1.99%4.85%5.67%3.35%2.97%3.21%

Drawdowns

FGIAX vs. GIDGX - Drawdown Comparison

The maximum FGIAX drawdown since its inception was -49.35%, which is greater than GIDGX's maximum drawdown of -31.63%. Use the drawdown chart below to compare losses from any high point for FGIAX and GIDGX.


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Drawdown Indicators


FGIAXGIDGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.35%

-31.63%

-17.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-10.90%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-20.39%

-0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-38.02%

-31.63%

-6.39%

Current Drawdown

Current decline from peak

-3.06%

-4.81%

+1.75%

Average Drawdown

Average peak-to-trough decline

-7.22%

-3.90%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.20%

-0.41%

Volatility

FGIAX vs. GIDGX - Volatility Comparison

The current volatility for Nuveen Global Infrastructure Fund Class A (FGIAX) is 4.15%, while Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) has a volatility of 5.00%. This indicates that FGIAX experiences smaller price fluctuations and is considered to be less risky than GIDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIAXGIDGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

5.00%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.07%

7.79%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

13.14%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

12.96%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

14.16%

+1.01%