GAOAX vs. FGIAX
Compare and contrast key facts about JPMorgan Global Allocation Fund A (GAOAX) and Nuveen Global Infrastructure Fund Class A (FGIAX).
GAOAX is managed by JPMorgan. It was launched on May 31, 2011. FGIAX is a passively managed fund by Nuveen that tracks the performance of the S&P Global Infrastructure Index NR. It was launched on Dec 17, 2007.
Performance
GAOAX vs. FGIAX - Performance Comparison
Loading graphics...
GAOAX vs. FGIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
FGIAX Nuveen Global Infrastructure Fund Class A | 10.36% | 17.73% | 10.70% | 8.51% | -6.23% | 14.51% | -2.76% | 29.32% | -7.91% | 19.40% |
Returns By Period
In the year-to-date period, GAOAX achieves a -3.89% return, which is significantly lower than FGIAX's 10.36% return. Over the past 10 years, GAOAX has underperformed FGIAX with an annualized return of 5.74%, while FGIAX has yielded a comparatively higher 8.78% annualized return.
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
FGIAX
- 1D
- 0.76%
- 1M
- -2.77%
- YTD
- 10.36%
- 6M
- 10.94%
- 1Y
- 21.22%
- 3Y*
- 14.32%
- 5Y*
- 10.46%
- 10Y*
- 8.78%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GAOAX vs. FGIAX - Expense Ratio Comparison
GAOAX has a 1.04% expense ratio, which is lower than FGIAX's 1.21% expense ratio.
Return for Risk
GAOAX vs. FGIAX — Risk / Return Rank
GAOAX
FGIAX
GAOAX vs. FGIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund A (GAOAX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.
| GAOAX | FGIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.79 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.24 | 2.30 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.73 | -1.63 |
Martin ratioReturn relative to average drawdown | 4.47 | 12.62 | -8.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GAOAX | FGIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.79 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.80 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.58 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.42 | +0.12 |
Correlation
The correlation between GAOAX and FGIAX is 0.74, 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
GAOAX vs. FGIAX - Dividend Comparison
GAOAX's dividend yield for the trailing twelve months is around 10.04%, more than FGIAX's 9.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
FGIAX Nuveen Global Infrastructure Fund Class A | 9.05% | 9.99% | 7.46% | 2.27% | 6.11% | 7.20% | 1.38% | 7.06% | 6.32% | 5.83% | 8.23% | 3.05% |
Drawdowns
GAOAX vs. FGIAX - Drawdown Comparison
The maximum GAOAX drawdown since its inception was -29.02%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for GAOAX and FGIAX.
Loading graphics...
Drawdown Indicators
| GAOAX | FGIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.02% | -49.35% | +20.33% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -8.29% | -0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -21.08% | -7.94% |
Max Drawdown (10Y)Largest decline over 10 years | -29.02% | -38.02% | +9.00% |
Current DrawdownCurrent decline from peak | -7.61% | -3.06% | -4.55% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -7.22% | +1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.79% | +0.41% |
Volatility
GAOAX vs. FGIAX - Volatility Comparison
JPMorgan Global Allocation Fund A (GAOAX) has a higher volatility of 4.98% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.15%. This indicates that GAOAX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GAOAX | FGIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 4.15% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 7.07% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 12.28% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.03% | 13.08% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.81% | 15.17% | -4.36% |