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FLIAX vs. FMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLIAX vs. FMGIX - Performance Comparison

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

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FLIAX vs. FMGIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FLIAX
First Sentier American Listed Infrastructure Fund
11.47%-0.20%12.21%0.59%-5.85%24.12%
FMGIX
Frontier MFG Core Infrastructure Fund
6.75%22.67%34.26%4.86%-9.46%15.02%

Returns By Period

In the year-to-date period, FLIAX achieves a 11.47% return, which is significantly higher than FMGIX's 6.75% return.


FLIAX

1D
0.73%
1M
-1.52%
YTD
11.47%
6M
1.10%
1Y
4.67%
3Y*
9.04%
5Y*
6.96%
10Y*

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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FLIAX vs. FMGIX - Expense Ratio Comparison

FLIAX has a 0.75% expense ratio, which is higher than FMGIX's 0.50% expense ratio.


Return for Risk

FLIAX vs. FMGIX — Risk / Return Rank

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

FLIAX
FLIAX Risk / Return Rank: 1515
Overall Rank
FLIAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FLIAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FLIAX Omega Ratio Rank: 1414
Omega Ratio Rank
FLIAX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FLIAX Martin Ratio Rank: 1616
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.

FLIAX vs. FMGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Sentier American Listed Infrastructure Fund (FLIAX) 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.


FLIAXFMGIXDifference

Sharpe ratio

Return per unit of total volatility

0.40

1.75

-1.35

Sortino ratio

Return per unit of downside risk

0.59

2.26

-1.67

Omega ratio

Gain probability vs. loss probability

1.10

1.34

-0.24

Calmar ratio

Return relative to maximum drawdown

0.53

2.81

-2.28

Martin ratio

Return relative to average drawdown

1.68

10.65

-8.96

FLIAX vs. FMGIX - Sharpe Ratio Comparison

The current FLIAX Sharpe Ratio is 0.40, which is lower than the FMGIX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of FLIAX 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


FLIAXFMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.75

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.47

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.24

+0.26

Correlation

The correlation between FLIAX and FMGIX is 0.81, 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

FLIAX vs. FMGIX - Dividend Comparison

FLIAX has not paid dividends to shareholders, while FMGIX's dividend yield for the trailing twelve months is around 31.50%.


TTM20252024202320222021202020192018201720162015
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%
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

FLIAX vs. FMGIX - Drawdown Comparison

The maximum FLIAX drawdown since its inception was -23.23%, smaller than the maximum FMGIX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for FLIAX and FMGIX.


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Drawdown Indicators


FLIAXFMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.23%

-57.57%

+34.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-7.74%

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-23.23%

-26.61%

+3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-57.57%

Current Drawdown

Current decline from peak

-3.09%

-5.22%

+2.13%

Average Drawdown

Average peak-to-trough decline

-6.60%

-5.37%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

2.04%

+1.88%

Volatility

FLIAX vs. FMGIX - Volatility Comparison

The current volatility for First Sentier American Listed Infrastructure Fund (FLIAX) is 3.45%, while Frontier MFG Core Infrastructure Fund (FMGIX) has a volatility of 3.97%. This indicates that FLIAX experiences smaller price fluctuations and is considered to be less risky than FMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLIAXFMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.97%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

6.97%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

11.91%

+5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

28.44%

-12.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.83%

52.56%

-36.73%