FMGIX vs. FSTEX
Compare and contrast key facts about Frontier MFG Core Infrastructure Fund (FMGIX) and Invesco Energy Fund (FSTEX).
FMGIX is managed by Frontier Funds. It was launched on Jan 17, 2012. FSTEX is managed by Invesco. It was launched on Jan 18, 1984.
Performance
FMGIX vs. FSTEX - Performance Comparison
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FMGIX vs. FSTEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSTEX Invesco Energy Fund | 38.85% | 12.31% | 6.00% | 0.28% | 52.85% | 55.99% | -32.13% | 4.78% | -26.82% | -8.26% |
Returns By Period
In the year-to-date period, FMGIX achieves a 6.75% return, which is significantly lower than FSTEX's 38.85% return. Over the past 10 years, FMGIX has outperformed FSTEX with an annualized return of 10.03%, while FSTEX has yielded a comparatively lower 8.77% 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%
FSTEX
- 1D
- -0.55%
- 1M
- 13.19%
- YTD
- 38.85%
- 6M
- 42.88%
- 1Y
- 43.71%
- 3Y*
- 20.07%
- 5Y*
- 25.80%
- 10Y*
- 8.77%
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FMGIX vs. FSTEX - Expense Ratio Comparison
FMGIX has a 0.50% expense ratio, which is lower than FSTEX's 1.36% expense ratio.
Return for Risk
FMGIX vs. FSTEX — Risk / Return Rank
FMGIX
FSTEX
FMGIX vs. FSTEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frontier MFG Core Infrastructure Fund (FMGIX) and Invesco Energy Fund (FSTEX). 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.
| FMGIX | FSTEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 2.04 | -0.29 |
Sortino ratioReturn per unit of downside risk | 2.26 | 2.54 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.81 | 2.31 | +0.50 |
Martin ratioReturn relative to average drawdown | 10.65 | 8.35 | +2.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMGIX | FSTEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.04 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 1.03 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.30 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.27 | -0.03 |
Correlation
The correlation between FMGIX and FSTEX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FMGIX vs. FSTEX - Dividend Comparison
FMGIX's dividend yield for the trailing twelve months is around 31.50%, more than FSTEX's 1.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSTEX Invesco Energy Fund | 1.60% | 2.22% | 4.03% | 2.11% | 0.89% | 1.80% | 2.21% | 1.53% | 3.05% | 2.22% | 1.10% | 1.58% |
Drawdowns
FMGIX vs. FSTEX - Drawdown Comparison
The maximum FMGIX drawdown since its inception was -57.57%, smaller than the maximum FSTEX drawdown of -83.31%. Use the drawdown chart below to compare losses from any high point for FMGIX and FSTEX.
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Drawdown Indicators
| FMGIX | FSTEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.57% | -83.31% | +25.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -18.57% | +10.83% |
Max Drawdown (5Y)Largest decline over 5 years | -26.61% | -26.88% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -57.57% | -73.41% | +15.84% |
Current DrawdownCurrent decline from peak | -5.22% | -0.55% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -5.37% | -25.28% | +19.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 5.13% | -3.09% |
Volatility
FMGIX vs. FSTEX - Volatility Comparison
The current volatility for Frontier MFG Core Infrastructure Fund (FMGIX) is 3.97%, while Invesco Energy Fund (FSTEX) has a volatility of 4.36%. This indicates that FMGIX experiences smaller price fluctuations and is considered to be less risky than FSTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMGIX | FSTEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.97% | 4.36% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 6.97% | 12.75% | -5.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 22.29% | -10.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.44% | 25.29% | +3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.56% | 29.77% | +22.79% |