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FNSTX vs. FLIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNSTX vs. FLIAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FNSTX achieves a 5.53% return, which is significantly lower than FLIAX's 17.06% return.


FNSTX

1D
2.14%
1M
-3.30%
6M
2.35%
YTD
5.53%
1Y
12.66%
3Y*
15.95%
5Y*
9.84%
10Y*
ALL TIME*
10.63%

FLIAX

1D
-0.69%
1M
-0.26%
6M
13.04%
YTD
17.06%
1Y
8.36%
3Y*
10.28%
5Y*
6.55%
10Y*
ALL TIME*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FNSTX vs. FLIAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FNSTX
Fidelity Infrastructure Fund
5.53%27.42%14.43%8.44%-7.59%6.68%
FLIAX
First Sentier American Listed Infrastructure Fund
17.06%-0.20%12.21%0.59%-5.85%24.12%

Correlation

The correlation between FNSTX and FLIAX is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.59

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2021

0.68

Over the past year, the correlation between FNSTX and FLIAX has dropped to 0.24 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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Return for Risk

FNSTX vs. FLIAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FNSTX
FNSTX Risk / Return Rank: 2424
Overall Rank
FNSTX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FNSTX Sortino Ratio Rank: 2020
Sortino Ratio Rank
FNSTX Omega Ratio Rank: 2121
Omega Ratio Rank
FNSTX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FNSTX Martin Ratio Rank: 2828
Martin Ratio Rank

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: 1717
Omega Ratio Rank
FLIAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FLIAX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FNSTX vs. FLIAX - Risk-Adjusted Trends Comparison

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


FNSTXFLIAXDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

1.39

0.77

+0.62

Martin ratioReturn relative to average drawdown

4.03

2.52

+1.51

FNSTX vs. FLIAX - Sharpe Ratio Comparison

The current FNSTX Sharpe Ratio is 0.73, which is comparable to the FLIAX Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of FNSTX and FLIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FNSTX vs. FLIAX - Drawdown Comparison

The maximum FNSTX drawdown since its inception was -35.82%, which is greater than FLIAX's maximum drawdown of -23.23%. Use the drawdown chart below to compare losses from any high point for FNSTX and FLIAX.


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Drawdown Indicators


FNSTXFLIAXDifference

Max Drawdown

Largest peak-to-trough decline

-35.82%

-23.23%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-12.50%

+3.69%

Max Drawdown (3Y)

Largest decline over 3 years

-10.94%

-12.50%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

-23.23%

+1.26%

Current Drawdown

Current decline from peak

-6.86%

-3.19%

-3.67%

Average Drawdown

Average peak-to-trough decline

-5.14%

-6.31%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.60%

-0.57%

Volatility

FNSTX vs. FLIAX - Volatility Comparison

Fidelity Infrastructure Fund (FNSTX) has a higher volatility of 5.37% compared to First Sentier American Listed Infrastructure Fund (FLIAX) at 4.19%. This indicates that FNSTX's price experiences larger fluctuations and is considered to be riskier than FLIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNSTXFLIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

4.19%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

10.32%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

15.99%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.35%

16.14%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

15.78%

+2.98%

FNSTX vs. FLIAX - Expense Ratio Comparison

FNSTX has a 1.00% expense ratio, which is higher than FLIAX's 0.75% expense ratio.


Dividends

FNSTX vs. FLIAX - Dividend Comparison

FNSTX's dividend yield for the trailing twelve months is around 3.79%, while FLIAX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
FLIAX
First Sentier American Listed Infrastructure Fund
0.00%0.00%6.21%2.90%19.90%5.77%0.00%0.00%
FNSTX
Fidelity Infrastructure Fund
3.79%4.16%1.59%1.85%1.35%0.63%0.80%0.36%

Frequently Asked Questions


FNSTX and FLIAX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNSTX has higher volatility (5.37%) compared to FLIAX (4.19%). In terms of maximum drawdown, FNSTX dropped -35.82% vs FLIAX's -23.23%.

FNSTX currently has the higher Sharpe Ratio (0.73 vs 0.60), 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.

Portfolio Optimizer

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