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FGIYX vs. NFLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGIYX vs. NFLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Global Infrastructure Fund (FGIYX) and YieldMax NFLX Option Income Strategy ETF (NFLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FGIYX achieves a 11.24% return, which is significantly higher than NFLY's -16.72% return.


FGIYX

1D
0.32%
1M
-1.01%
YTD
11.24%
6M
12.00%
1Y
17.91%
3Y*
14.30%
5Y*
9.96%
10Y*
9.30%

NFLY

1D
-5.28%
1M
-14.54%
YTD
-16.72%
6M
-16.07%
1Y
-34.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGIYX vs. NFLY - Yearly Performance Comparison


2026 (YTD)202520242023
FGIYX
Nuveen Global Infrastructure Fund
11.24%18.08%10.91%4.91%
NFLY
YieldMax NFLX Option Income Strategy ETF
-16.72%1.66%66.37%3.80%

Correlation

The correlation between FGIYX and NFLY is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2023

0.13

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Return for Risk

FGIYX vs. NFLY — Risk / Return Rank

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

FGIYX
FGIYX Risk / Return Rank: 4747
Overall Rank
FGIYX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FGIYX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FGIYX Omega Ratio Rank: 3939
Omega Ratio Rank
FGIYX Calmar Ratio Rank: 6767
Calmar Ratio Rank
FGIYX Martin Ratio Rank: 4949
Martin Ratio Rank

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

This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Infrastructure Fund (FGIYX) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FGIYXNFLYDifference
Sharpe ratioReturn per unit of total volatility

+2.96

Sortino ratioReturn per unit of downside risk

+4.20

Omega ratioGain probability vs. loss probability

1.31

0.77

+0.54

Calmar ratioReturn relative to maximum drawdown

3.01

-0.90

+3.92

Martin ratioReturn relative to average drawdown

9.56

-1.58

+11.14

FGIYX vs. NFLY - Sharpe Ratio Comparison

The current FGIYX Sharpe Ratio is 1.74, which is higher than the NFLY Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of FGIYX and NFLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FGIYX vs. NFLY - Drawdown Comparison

The maximum FGIYX drawdown since its inception was -49.18%, which is greater than NFLY's maximum drawdown of -38.15%. Use the drawdown chart below to compare losses from any high point for FGIYX and NFLY.


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Drawdown Indicators


FGIYXNFLYDifference

Max Drawdown

Largest peak-to-trough decline

-49.18%

-38.15%

-11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.99%

-38.15%

+32.16%

Max Drawdown (3Y)

Largest decline over 3 years

-12.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

Max Drawdown (10Y)

Largest decline over 10 years

-38.06%

Current Drawdown

Current decline from peak

-2.82%

-38.15%

+35.33%

Average Drawdown

Average peak-to-trough decline

-7.02%

-8.91%

+1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

21.78%

-19.90%

Volatility

FGIYX vs. NFLY - Volatility Comparison

The current volatility for Nuveen Global Infrastructure Fund (FGIYX) is 3.38%, while YieldMax NFLX Option Income Strategy ETF (NFLY) has a volatility of 7.16%. This indicates that FGIYX experiences smaller price fluctuations and is considered to be less risky than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIYXNFLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

7.16%

-3.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

21.19%

-12.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.41%

28.36%

-17.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

28.35%

-15.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

28.35%

-12.99%

FGIYX vs. NFLY - Expense Ratio Comparison

FGIYX has a 0.97% expense ratio, which is lower than NFLY's 0.99% expense ratio.


Dividends

FGIYX vs. NFLY - Dividend Comparison

FGIYX's dividend yield for the trailing twelve months is around 14.94%, less than NFLY's 66.99% yield.


PositionTTM20252024202320222021202020192018201720162015
FGIYX
Nuveen Global Infrastructure Fund
14.94%10.28%7.74%2.51%6.41%7.48%1.62%12.32%6.62%6.10%8.64%3.31%
NFLY
YieldMax NFLX Option Income Strategy ETF
66.99%61.53%49.91%11.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FGIYX and NFLY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFLY has higher volatility (7.16%) compared to FGIYX (3.38%). In terms of maximum drawdown, FGIYX dropped -49.18% vs NFLY's -38.15%.

FGIYX currently has the higher Sharpe Ratio (1.74 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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