PortfoliosLab logoPortfoliosLab logo
FMGIX vs. AWTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMGIX vs. AWTAX - Performance Comparison

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

Loading graphics...

FMGIX vs. AWTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMGIX
Frontier MFG Core Infrastructure Fund
6.75%22.67%34.26%4.86%-9.46%13.84%-1.36%28.00%-6.62%20.25%
AWTAX
Virtus Water Fund
-2.95%11.87%5.25%11.99%-21.01%25.39%16.68%32.78%-12.50%21.99%

Returns By Period

In the year-to-date period, FMGIX achieves a 6.75% return, which is significantly higher than AWTAX's -2.95% return. Over the past 10 years, FMGIX has outperformed AWTAX with an annualized return of 10.03%, while AWTAX has yielded a comparatively lower 7.71% annualized return.


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%

AWTAX

1D
0.77%
1M
-10.19%
YTD
-2.95%
6M
-4.73%
1Y
7.28%
3Y*
6.88%
5Y*
3.78%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FMGIX vs. AWTAX - Expense Ratio Comparison

FMGIX has a 0.50% expense ratio, which is lower than AWTAX's 1.22% expense ratio.


Return for Risk

FMGIX vs. AWTAX — Risk / Return Rank

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

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

AWTAX
AWTAX Risk / Return Rank: 1919
Overall Rank
AWTAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AWTAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
AWTAX Omega Ratio Rank: 1616
Omega Ratio Rank
AWTAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
AWTAX Martin Ratio Rank: 2020
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.

FMGIX vs. AWTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frontier MFG Core Infrastructure Fund (FMGIX) and Virtus Water Fund (AWTAX). 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.


FMGIXAWTAXDifference

Sharpe ratio

Return per unit of total volatility

1.75

0.51

+1.24

Sortino ratio

Return per unit of downside risk

2.26

0.81

+1.44

Omega ratio

Gain probability vs. loss probability

1.34

1.10

+0.23

Calmar ratio

Return relative to maximum drawdown

2.81

0.62

+2.19

Martin ratio

Return relative to average drawdown

10.65

2.11

+8.54

FMGIX vs. AWTAX - Sharpe Ratio Comparison

The current FMGIX Sharpe Ratio is 1.75, which is higher than the AWTAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FMGIX and AWTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FMGIXAWTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.51

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.22

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.45

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.31

-0.08

Correlation

The correlation between FMGIX and AWTAX is 0.71, 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

FMGIX vs. AWTAX - Dividend Comparison

FMGIX's dividend yield for the trailing twelve months is around 31.50%, more than AWTAX's 12.29% yield.


TTM20252024202320222021202020192018201720162015
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%
AWTAX
Virtus Water Fund
12.29%11.93%7.78%3.30%0.42%7.72%1.61%2.98%3.71%2.43%0.99%0.38%

Drawdowns

FMGIX vs. AWTAX - Drawdown Comparison

The maximum FMGIX drawdown since its inception was -57.57%, which is greater than AWTAX's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for FMGIX and AWTAX.


Loading graphics...

Drawdown Indicators


FMGIXAWTAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.57%

-54.12%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-10.95%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.61%

-30.85%

+4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-57.57%

-32.78%

-24.79%

Current Drawdown

Current decline from peak

-5.22%

-10.27%

+5.05%

Average Drawdown

Average peak-to-trough decline

-5.37%

-9.92%

+4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

3.23%

-1.19%

Volatility

FMGIX vs. AWTAX - Volatility Comparison

The current volatility for Frontier MFG Core Infrastructure Fund (FMGIX) is 3.97%, while Virtus Water Fund (AWTAX) has a volatility of 4.84%. This indicates that FMGIX experiences smaller price fluctuations and is considered to be less risky than AWTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FMGIXAWTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

4.84%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.97%

8.94%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

14.71%

-2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.44%

17.10%

+11.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.56%

17.26%

+35.30%