FLIAX vs. BGLYX
FLIAX (First Sentier American Listed Infrastructure Fund) and BGLYX (Brookfield Global Listed Infrastructure Fund) are both Infrastructure Equities funds. Over the past 5 years, FLIAX returned 6.69%/yr vs 7.35%/yr for BGLYX. Their correlation of 0.87 means they have usually moved in the same direction. FLIAX charges 0.75%/yr vs 1.00%/yr for BGLYX.
Performance
FLIAX vs. BGLYX - Performance Comparison
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Returns By Period
In the year-to-date period, FLIAX achieves a 17.87% return, which is significantly higher than BGLYX's 10.40% return.
FLIAX
- 1D
- -0.17%
- 1M
- 2.20%
- 6M
- 13.82%
- YTD
- 17.87%
- 1Y
- 9.22%
- 3Y*
- 10.57%
- 5Y*
- 6.69%
- 10Y*
- —
- ALL TIME*
- 8.31%
BGLYX
- 1D
- -0.79%
- 1M
- -0.24%
- 6M
- 5.40%
- YTD
- 10.40%
- 1Y
- 15.60%
- 3Y*
- 10.91%
- 5Y*
- 7.35%
- 10Y*
- 6.12%
- ALL TIME*
- 7.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FLIAX vs. BGLYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FLIAX First Sentier American Listed Infrastructure Fund | 17.87% | -0.20% | 12.21% | 0.59% | -5.85% | 24.12% |
BGLYX Brookfield Global Listed Infrastructure Fund | 10.40% | 13.04% | 9.01% | 3.32% | -5.47% | 16.49% |
Correlation
The correlation between FLIAX and BGLYX is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 25, 2021 | 0.87 |
The correlation between FLIAX and BGLYX shifts across timeframes, from 0.76 (1 year) to 0.87 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FLIAX vs. BGLYX — Risk / Return Rank
FLIAX
BGLYX
FLIAX vs. BGLYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Sentier American Listed Infrastructure Fund (FLIAX) and Brookfield Global Listed Infrastructure Fund (BGLYX). 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.
| FLIAX | BGLYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 2.44 | -1.62 |
| Martin ratioReturn relative to average drawdown | 2.69 | 7.26 | -4.57 |
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Drawdowns
FLIAX vs. BGLYX - Drawdown Comparison
The maximum FLIAX drawdown since its inception was -23.23%, smaller than the maximum BGLYX drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for FLIAX and BGLYX.
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Drawdown Indicators
| FLIAX | BGLYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.23% | -36.54% | +13.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -6.32% | -6.18% |
Max Drawdown (3Y)Largest decline over 3 years | -12.50% | -12.65% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.23% | -20.94% | -2.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.54% | — |
Current DrawdownCurrent decline from peak | -2.52% | -2.91% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -7.79% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.12% | +1.47% |
Volatility
FLIAX vs. BGLYX - Volatility Comparison
First Sentier American Listed Infrastructure Fund (FLIAX) has a higher volatility of 4.30% compared to Brookfield Global Listed Infrastructure Fund (BGLYX) at 3.52%. This indicates that FLIAX's price experiences larger fluctuations and is considered to be riskier than BGLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLIAX | BGLYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 3.52% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 9.08% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 10.96% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 13.59% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 15.57% | +0.21% |
FLIAX vs. BGLYX - Expense Ratio Comparison
FLIAX has a 0.75% expense ratio, which is lower than BGLYX's 1.00% expense ratio.
Dividends
FLIAX vs. BGLYX - Dividend Comparison
FLIAX has not paid dividends to shareholders, while BGLYX's dividend yield for the trailing twelve months is around 28.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGLYX Brookfield Global Listed Infrastructure Fund | 28.09% | 30.30% | 1.89% | 1.88% | 7.34% | 4.53% | 3.71% | 3.94% | 4.31% | 4.03% | 4.09% | 4.03% |
FLIAX First Sentier American Listed Infrastructure Fund | 0.00% | 0.00% | 6.21% | 2.90% | 19.90% | 5.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FLIAX and BGLYX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLIAX has higher volatility (4.30%) compared to BGLYX (3.52%). In terms of maximum drawdown, FLIAX dropped -23.23% vs BGLYX's -36.54%.
BGLYX currently has the higher Sharpe Ratio (1.41 vs 0.64), 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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