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FGIYX vs. FMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGIYX vs. FMGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Global Infrastructure Fund (FGIYX) and Frontier MFG Core Infrastructure Fund (FMGIX). The values are adjusted to include any dividend payments, if applicable.

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FGIYX vs. FMGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGIYX
Nuveen Global Infrastructure Fund
9.48%18.08%10.91%8.90%-6.10%14.85%-2.55%36.57%-7.70%19.64%
FMGIX
Frontier MFG Core Infrastructure Fund
6.75%22.67%34.26%4.86%-9.46%13.84%-1.36%28.00%-6.62%20.25%

Returns By Period

In the year-to-date period, FGIYX achieves a 9.48% return, which is significantly higher than FMGIX's 6.75% return. Over the past 10 years, FGIYX has underperformed FMGIX with an annualized return of 9.53%, while FMGIX has yielded a comparatively higher 10.03% annualized return.


FGIYX

1D
0.46%
1M
-3.80%
YTD
9.48%
6M
10.07%
1Y
21.18%
3Y*
14.29%
5Y*
10.70%
10Y*
9.53%

FMGIX

1D
0.80%
1M
-5.22%
YTD
6.75%
6M
8.05%
1Y
20.40%
3Y*
20.79%
5Y*
13.22%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGIYX vs. FMGIX - Expense Ratio Comparison

FGIYX has a 0.97% expense ratio, which is higher than FMGIX's 0.50% expense ratio.


Return for Risk

FGIYX vs. FMGIX — Risk / Return Rank

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

FGIYX
FGIYX Risk / Return Rank: 8989
Overall Rank
FGIYX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FGIYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FGIYX Omega Ratio Rank: 8686
Omega Ratio Rank
FGIYX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGIYX Martin Ratio Rank: 9494
Martin Ratio Rank

FMGIX
FMGIX Risk / Return Rank: 8888
Overall Rank
FMGIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FMGIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FMGIX Omega Ratio Rank: 8383
Omega Ratio Rank
FMGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMGIX Martin Ratio Rank: 9191
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.

FGIYX vs. FMGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Infrastructure Fund (FGIYX) and Frontier MFG Core Infrastructure Fund (FMGIX). 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.


FGIYXFMGIXDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.75

+0.03

Sortino ratio

Return per unit of downside risk

2.29

2.26

+0.04

Omega ratio

Gain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratio

Return relative to maximum drawdown

2.66

2.81

-0.15

Martin ratio

Return relative to average drawdown

12.33

10.65

+1.68

FGIYX vs. FMGIX - Sharpe Ratio Comparison

The current FGIYX Sharpe Ratio is 1.78, which is comparable to the FMGIX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FGIYX and FMGIX, 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


FGIYXFMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.75

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.47

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.19

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.24

+0.21

Correlation

The correlation between FGIYX and FMGIX is 0.91, 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

FGIYX vs. FMGIX - Dividend Comparison

FGIYX's dividend yield for the trailing twelve months is around 9.39%, less than FMGIX's 31.50% yield.


TTM20252024202320222021202020192018201720162015
FGIYX
Nuveen Global Infrastructure Fund
9.39%10.28%7.74%2.51%6.41%7.48%1.62%12.32%6.62%6.10%8.64%3.31%
FMGIX
Frontier MFG Core Infrastructure Fund
31.50%33.65%48.77%4.79%3.98%2.63%2.38%2.63%3.09%3.15%2.83%2.79%

Drawdowns

FGIYX vs. FMGIX - Drawdown Comparison

The maximum FGIYX drawdown since its inception was -49.18%, smaller than the maximum FMGIX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for FGIYX and FMGIX.


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Drawdown Indicators


FGIYXFMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.18%

-57.57%

+8.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.24%

-7.74%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-26.61%

+5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-38.06%

-57.57%

+19.51%

Current Drawdown

Current decline from peak

-3.80%

-5.22%

+1.42%

Average Drawdown

Average peak-to-trough decline

-7.08%

-5.37%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

2.04%

-0.26%

Volatility

FGIYX vs. FMGIX - Volatility Comparison

Nuveen Global Infrastructure Fund (FGIYX) and Frontier MFG Core Infrastructure Fund (FMGIX) have volatilities of 4.01% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIYXFMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

3.97%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

6.97%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

11.91%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.07%

28.44%

-15.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.31%

52.56%

-37.25%