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FGIAX vs. PAXGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGIAX vs. PAXGX - Performance Comparison

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

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FGIAX vs. PAXGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGIAX
Nuveen Global Infrastructure Fund Class A
10.36%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-4.68%
PAXGX
Pax Global Opportunities Fund
-6.73%9.48%6.16%15.16%-18.86%18.71%22.76%33.52%-8.20%

Returns By Period

In the year-to-date period, FGIAX achieves a 10.36% return, which is significantly higher than PAXGX's -6.73% 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%

PAXGX

1D
2.99%
1M
-6.79%
YTD
-6.73%
6M
-7.70%
1Y
4.35%
3Y*
4.88%
5Y*
3.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGIAX vs. PAXGX - Expense Ratio Comparison

Both FGIAX and PAXGX have an expense ratio of 1.21%.


Return for Risk

FGIAX vs. PAXGX — 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

PAXGX
PAXGX Risk / Return Rank: 88
Overall Rank
PAXGX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PAXGX Sortino Ratio Rank: 88
Sortino Ratio Rank
PAXGX Omega Ratio Rank: 77
Omega Ratio Rank
PAXGX Calmar Ratio Rank: 99
Calmar Ratio Rank
PAXGX Martin Ratio Rank: 99
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. PAXGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Infrastructure Fund Class A (FGIAX) and Pax Global Opportunities Fund (PAXGX). 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.


FGIAXPAXGXDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.25

+1.54

Sortino ratio

Return per unit of downside risk

2.30

0.49

+1.81

Omega ratio

Gain probability vs. loss probability

1.36

1.07

+0.29

Calmar ratio

Return relative to maximum drawdown

2.73

0.35

+2.38

Martin ratio

Return relative to average drawdown

12.62

1.21

+11.41

FGIAX vs. PAXGX - Sharpe Ratio Comparison

The current FGIAX Sharpe Ratio is 1.79, which is higher than the PAXGX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FGIAX and PAXGX, 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


FGIAXPAXGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.25

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.20

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.43

-0.01

Correlation

The correlation between FGIAX and PAXGX 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. PAXGX - Dividend Comparison

FGIAX's dividend yield for the trailing twelve months is around 9.05%, more than PAXGX's 7.37% 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%
PAXGX
Pax Global Opportunities Fund
7.37%6.87%2.82%0.21%1.30%1.79%0.80%1.77%0.00%0.00%0.00%0.00%

Drawdowns

FGIAX vs. PAXGX - Drawdown Comparison

The maximum FGIAX drawdown since its inception was -49.35%, which is greater than PAXGX's maximum drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for FGIAX and PAXGX.


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Drawdown Indicators


FGIAXPAXGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.35%

-30.63%

-18.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-12.28%

+3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-30.37%

+9.29%

Max Drawdown (10Y)

Largest decline over 10 years

-38.02%

Current Drawdown

Current decline from peak

-3.06%

-9.66%

+6.60%

Average Drawdown

Average peak-to-trough decline

-7.22%

-6.64%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.54%

-1.75%

Volatility

FGIAX vs. PAXGX - Volatility Comparison

The current volatility for Nuveen Global Infrastructure Fund Class A (FGIAX) is 4.15%, while Pax Global Opportunities Fund (PAXGX) has a volatility of 6.44%. This indicates that FGIAX experiences smaller price fluctuations and is considered to be less risky than PAXGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIAXPAXGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

6.44%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.07%

10.32%

-3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

17.44%

-5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

16.71%

-3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

18.49%

-3.32%