FLIIX vs. GGINX
FLIIX (First Sentier Global Listed Infrastructure Fund) and GGINX (Goldman Sachs Global Infrastructure Fund) are both Infrastructure Equities funds. Over the past 5 years, FLIIX returned 5.73%/yr vs 10.55%/yr for GGINX. Their correlation of 0.91 means they have usually moved in the same direction. FLIIX charges 0.95%/yr vs 1.10%/yr for GGINX.
Performance
FLIIX vs. GGINX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FLIIX having a 11.47% return and GGINX slightly lower at 11.09%.
FLIIX
- 1D
- 0.23%
- 1M
- 0.85%
- 6M
- 6.63%
- YTD
- 11.47%
- 1Y
- 6.81%
- 3Y*
- 8.67%
- 5Y*
- 5.73%
- 10Y*
- —
- ALL TIME*
- 7.45%
GGINX
- 1D
- 0.35%
- 1M
- -0.07%
- 6M
- 6.55%
- YTD
- 11.09%
- 1Y
- 14.87%
- 3Y*
- 18.97%
- 5Y*
- 10.55%
- 10Y*
- —
- ALL TIME*
- 9.42%
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 |
FLIIX vs. GGINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLIIX First Sentier Global Listed Infrastructure Fund | 11.47% | 9.16% | 5.55% | 3.21% | -4.06% | 12.94% | -0.16% | 31.02% | -6.06% | 11.43% |
GGINX Goldman Sachs Global Infrastructure Fund | 11.09% | 15.18% | 28.43% | 5.00% | -8.51% | 16.49% | -3.81% | 31.50% | -8.99% | 8.27% |
Correlation
The correlation between FLIIX and GGINX is 0.75, 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. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2017 | 0.91 |
The correlation between FLIIX and GGINX shifts across timeframes, from 0.75 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FLIIX vs. GGINX — Risk / Return Rank
FLIIX
GGINX
FLIIX vs. GGINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Sentier Global Listed Infrastructure Fund (FLIIX) and Goldman Sachs Global Infrastructure Fund (GGINX). 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.
| FLIIX | GGINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 2.84 | -2.02 |
| Martin ratioReturn relative to average drawdown | 2.42 | 7.30 | -4.89 |
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Drawdowns
FLIIX vs. GGINX - Drawdown Comparison
The maximum FLIIX drawdown since its inception was -35.85%, roughly equal to the maximum GGINX drawdown of -35.80%. Use the drawdown chart below to compare losses from any high point for FLIIX and GGINX.
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Drawdown Indicators
| FLIIX | GGINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.85% | -35.80% | -0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -5.59% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -10.71% | -15.39% | +4.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.61% | -24.21% | +3.60% |
Current DrawdownCurrent decline from peak | -1.06% | -3.41% | +2.35% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -5.85% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.17% | +0.93% |
Volatility
FLIIX vs. GGINX - Volatility Comparison
The current volatility for First Sentier Global Listed Infrastructure Fund (FLIIX) is 2.89%, while Goldman Sachs Global Infrastructure Fund (GGINX) has a volatility of 3.64%. This indicates that FLIIX experiences smaller price fluctuations and is considered to be less risky than GGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLIIX | GGINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 3.64% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 9.26% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.53% | 11.12% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 19.76% | -5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 18.91% | -3.31% |
FLIIX vs. GGINX - Expense Ratio Comparison
FLIIX has a 0.95% expense ratio, which is lower than GGINX's 1.10% expense ratio.
Dividends
FLIIX vs. GGINX - Dividend Comparison
FLIIX has not paid dividends to shareholders, while GGINX's dividend yield for the trailing twelve months is around 6.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FLIIX First Sentier Global Listed Infrastructure Fund | 0.00% | 0.00% | 5.37% | 2.46% | 4.79% | 6.31% | 5.71% | 6.32% | 4.13% | 6.91% |
GGINX Goldman Sachs Global Infrastructure Fund | 6.16% | 6.26% | 30.25% | 2.67% | 0.89% | 1.86% | 1.75% | 2.04% | 1.98% | 2.53% |
Frequently Asked Questions
FLIIX and GGINX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGINX has higher volatility (3.64%) compared to FLIIX (2.89%). In terms of maximum drawdown, FLIIX dropped -35.85% vs GGINX's -35.80%.
GGINX currently has the higher Sharpe Ratio (1.43 vs 0.59), 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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