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FGIAX vs. LPEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGIAX vs. LPEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Global Infrastructure Fund Class A (FGIAX) and ALPS/Red Rocks Global Opportunity Fund (LPEFX). The values are adjusted to include any dividend payments, if applicable.

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FGIAX vs. LPEFX - 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%
LPEFX
ALPS/Red Rocks Global Opportunity Fund
-17.57%1.25%17.78%28.31%-28.82%23.70%9.35%49.57%-12.60%27.02%

Returns By Period

In the year-to-date period, FGIAX achieves a 9.53% return, which is significantly higher than LPEFX's -17.57% return. Over the past 10 years, FGIAX has outperformed LPEFX with an annualized return of 8.70%, while LPEFX has yielded a comparatively lower 8.14% 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%

LPEFX

1D
0.64%
1M
-8.58%
YTD
-17.57%
6M
-18.30%
1Y
-13.21%
3Y*
6.58%
5Y*
1.43%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGIAX vs. LPEFX - Expense Ratio Comparison

FGIAX has a 1.21% expense ratio, which is lower than LPEFX's 1.46% expense ratio.


Return for Risk

FGIAX vs. LPEFX — 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

LPEFX
LPEFX Risk / Return Rank: 11
Overall Rank
LPEFX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LPEFX Sortino Ratio Rank: 11
Sortino Ratio Rank
LPEFX Omega Ratio Rank: 11
Omega Ratio Rank
LPEFX Calmar Ratio Rank: 11
Calmar Ratio Rank
LPEFX Martin Ratio Rank: 00
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. LPEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Infrastructure Fund Class A (FGIAX) and ALPS/Red Rocks Global Opportunity Fund (LPEFX). 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.


FGIAXLPEFXDifference

Sharpe ratio

Return per unit of total volatility

1.75

-0.66

+2.42

Sortino ratio

Return per unit of downside risk

2.26

-0.80

+3.06

Omega ratio

Gain probability vs. loss probability

1.35

0.89

+0.46

Calmar ratio

Return relative to maximum drawdown

2.61

-0.68

+3.29

Martin ratio

Return relative to average drawdown

12.12

-2.03

+14.15

FGIAX vs. LPEFX - Sharpe Ratio Comparison

The current FGIAX Sharpe Ratio is 1.75, which is higher than the LPEFX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of FGIAX and LPEFX, 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


FGIAXLPEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

-0.66

+2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.06

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.36

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.16

+0.26

Correlation

The correlation between FGIAX and LPEFX is 0.70, 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. LPEFX - Dividend Comparison

FGIAX's dividend yield for the trailing twelve months is around 9.12%, less than LPEFX's 18.65% 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%
LPEFX
ALPS/Red Rocks Global Opportunity Fund
18.65%15.38%15.95%5.56%0.00%26.79%3.96%21.96%4.58%13.29%1.55%8.21%

Drawdowns

FGIAX vs. LPEFX - Drawdown Comparison

The maximum FGIAX drawdown since its inception was -49.35%, smaller than the maximum LPEFX drawdown of -77.00%. Use the drawdown chart below to compare losses from any high point for FGIAX and LPEFX.


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Drawdown Indicators


FGIAXLPEFXDifference

Max Drawdown

Largest peak-to-trough decline

-49.35%

-77.00%

+27.65%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-22.00%

+13.71%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-49.19%

+28.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.02%

-49.19%

+11.17%

Current Drawdown

Current decline from peak

-3.78%

-27.97%

+24.19%

Average Drawdown

Average peak-to-trough decline

-7.22%

-22.78%

+15.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

7.38%

-5.60%

Volatility

FGIAX vs. LPEFX - Volatility Comparison

The current volatility for Nuveen Global Infrastructure Fund Class A (FGIAX) is 4.05%, while ALPS/Red Rocks Global Opportunity Fund (LPEFX) has a volatility of 6.04%. This indicates that FGIAX experiences smaller price fluctuations and is considered to be less risky than LPEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIAXLPEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

6.04%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

13.47%

-6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

20.66%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

24.37%

-11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

22.76%

-7.59%