FGIYX vs. TMLPX
FGIYX (Nuveen Global Infrastructure Fund) and TMLPX (Transamerica Energy Infrastructure) are both Energy Equities funds. Over the past 10 years, FGIYX returned 9.32%/yr vs 9.40%/yr for TMLPX. A 0.68 correlation means they provide meaningful diversification when combined. FGIYX charges 0.97%/yr vs 1.26%/yr for TMLPX.
Performance
FGIYX vs. TMLPX - Performance Comparison
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Returns By Period
In the year-to-date period, FGIYX achieves a 14.31% return, which is significantly lower than TMLPX's 26.79% return. Both investments have delivered pretty close results over the past 10 years, with FGIYX having a 9.32% annualized return and TMLPX not far ahead at 9.40%.
FGIYX
- 1D
- 0.31%
- 1M
- 2.19%
- 6M
- 13.74%
- YTD
- 14.31%
- 1Y
- 19.16%
- 3Y*
- 15.13%
- 5Y*
- 10.34%
- 10Y*
- 9.32%
TMLPX
- 1D
- 1.59%
- 1M
- 3.06%
- 6M
- 25.64%
- YTD
- 26.79%
- 1Y
- 28.79%
- 3Y*
- 23.80%
- 5Y*
- 16.86%
- 10Y*
- 9.40%
FGIYX vs. TMLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGIYX Nuveen Global Infrastructure Fund | 14.31% | 18.08% | 10.91% | 8.90% | -6.10% | 14.85% | -2.55% | 36.57% | -7.70% | 19.64% |
TMLPX Transamerica Energy Infrastructure | 26.79% | 3.87% | 38.51% | 5.07% | 9.12% | 23.54% | -11.25% | 15.66% | -15.29% | -0.19% |
Correlation
The correlation between FGIYX and TMLPX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.68 |
The correlation between FGIYX and TMLPX shifts across timeframes, from 0.55 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FGIYX vs. TMLPX — Risk / Return Rank
FGIYX
TMLPX
FGIYX vs. TMLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Global Infrastructure Fund (FGIYX) and Transamerica Energy Infrastructure (TMLPX). 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.
| FGIYX | TMLPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 4.27 | -0.93 |
| Martin ratioReturn relative to average drawdown | 10.50 | 10.90 | -0.40 |
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Drawdowns
FGIYX vs. TMLPX - Drawdown Comparison
The maximum FGIYX drawdown since its inception was -49.18%, smaller than the maximum TMLPX drawdown of -67.18%. Use the drawdown chart below to compare losses from any high point for FGIYX and TMLPX.
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Drawdown Indicators
| FGIYX | TMLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.18% | -67.18% | +18.00% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -7.12% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.49% | -16.60% | +4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -20.92% | -16.60% | -4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -38.06% | -55.61% | +17.55% |
Current DrawdownCurrent decline from peak | -0.61% | -1.12% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -22.42% | +15.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.78% | -0.88% |
Volatility
FGIYX vs. TMLPX - Volatility Comparison
The current volatility for Nuveen Global Infrastructure Fund (FGIYX) is 3.35%, while Transamerica Energy Infrastructure (TMLPX) has a volatility of 5.35%. This indicates that FGIYX experiences smaller price fluctuations and is considered to be less risky than TMLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGIYX | TMLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 5.35% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 11.28% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.63% | 14.38% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 17.28% | -4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.29% | 21.78% | -6.49% |
FGIYX vs. TMLPX - Expense Ratio Comparison
FGIYX has a 0.97% expense ratio, which is lower than TMLPX's 1.26% expense ratio.
Dividends
FGIYX vs. TMLPX - Dividend Comparison
FGIYX's dividend yield for the trailing twelve months is around 14.54%, more than TMLPX's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGIYX Nuveen Global Infrastructure Fund | 14.54% | 10.28% | 7.74% | 2.51% | 6.41% | 7.48% | 1.62% | 12.32% | 6.62% | 6.10% | 8.64% | 3.31% |
TMLPX Transamerica Energy Infrastructure | 3.76% | 4.33% | 3.71% | 7.34% | 4.83% | 4.33% | 6.09% | 5.65% | 6.10% | 5.51% | 3.95% | 5.58% |
Frequently Asked Questions
FGIYX and TMLPX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMLPX has higher volatility (5.35%) compared to FGIYX (3.35%). In terms of maximum drawdown, FGIYX dropped -49.18% vs TMLPX's -67.18%.
TMLPX currently has the higher Sharpe Ratio (2.12 vs 1.88), 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.
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