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GGINX vs. AIFRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGINX vs. AIFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Global Infrastructure Fund (GGINX) and abrdn Global Infrastructure Fund (AIFRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGINX achieves a 11.09% return, which is significantly lower than AIFRX's 13.24% return.


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%

AIFRX

1D
0.87%
1M
-0.07%
6M
6.90%
YTD
13.24%
1Y
20.19%
3Y*
14.97%
5Y*
9.98%
10Y*
9.96%
ALL TIME*
11.22%
*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

GGINX vs. AIFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGINX
Goldman Sachs Global Infrastructure Fund
11.09%15.18%28.43%5.00%-8.51%16.49%-3.81%31.50%-8.99%11.75%
AIFRX
abrdn Global Infrastructure Fund
13.24%26.92%2.88%13.10%-7.95%15.61%1.87%28.41%-9.31%25.24%

Correlation

The correlation between GGINX and AIFRX is 0.81, meaning they have usually moved in the same direction, including during past declines.


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

0.81

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

0.83

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.85

The correlation between GGINX and AIFRX has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

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Return for Risk

GGINX vs. AIFRX — Risk / Return Rank

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

GGINX
GGINX Risk / Return Rank: 5959
Overall Rank
GGINX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
GGINX Sortino Ratio Rank: 5454
Sortino Ratio Rank
GGINX Omega Ratio Rank: 5050
Omega Ratio Rank
GGINX Calmar Ratio Rank: 8383
Calmar Ratio Rank
GGINX Martin Ratio Rank: 5353
Martin Ratio Rank

AIFRX
AIFRX Risk / Return Rank: 8282
Overall Rank
AIFRX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AIFRX Sortino Ratio Rank: 7979
Sortino Ratio Rank
AIFRX Omega Ratio Rank: 7777
Omega Ratio Rank
AIFRX Calmar Ratio Rank: 8888
Calmar Ratio Rank
AIFRX Martin Ratio Rank: 8484
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.

GGINX vs. AIFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Global Infrastructure Fund (GGINX) and abrdn Global Infrastructure Fund (AIFRX). 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.


GGINXAIFRXDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

2.84

3.16

-0.32

Martin ratioReturn relative to average drawdown

7.30

10.65

-3.34

GGINX vs. AIFRX - Sharpe Ratio Comparison

The current GGINX Sharpe Ratio is 1.43, which is comparable to the AIFRX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of GGINX and AIFRX, 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

GGINX vs. AIFRX - Drawdown Comparison

The maximum GGINX drawdown since its inception was -35.80%, smaller than the maximum AIFRX drawdown of -38.38%. Use the drawdown chart below to compare losses from any high point for GGINX and AIFRX.


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Drawdown Indicators


GGINXAIFRXDifference

Max Drawdown

Largest peak-to-trough decline

-35.80%

-38.38%

+2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

-6.42%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-12.40%

-2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-22.75%

-1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.38%

Current Drawdown

Current decline from peak

-3.41%

-1.85%

-1.56%

Average Drawdown

Average peak-to-trough decline

-5.85%

-5.43%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

1.90%

+0.27%

Volatility

GGINX vs. AIFRX - Volatility Comparison

Goldman Sachs Global Infrastructure Fund (GGINX) has a higher volatility of 3.64% compared to abrdn Global Infrastructure Fund (AIFRX) at 2.89%. This indicates that GGINX's price experiences larger fluctuations and is considered to be riskier than AIFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGINXAIFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

2.89%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

8.49%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

11.12%

10.38%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

14.00%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

15.76%

+3.15%

GGINX vs. AIFRX - Expense Ratio Comparison

GGINX has a 1.10% expense ratio, which is higher than AIFRX's 0.99% expense ratio.


Dividends

GGINX vs. AIFRX - Dividend Comparison

GGINX's dividend yield for the trailing twelve months is around 6.16%, less than AIFRX's 6.98% yield.


PositionTTM20252024202320222021202020192018201720162015
AIFRX
abrdn Global Infrastructure Fund
6.98%7.80%8.13%3.46%4.86%5.31%3.45%4.01%3.96%3.80%4.37%4.55%
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%0.00%0.00%

Frequently Asked Questions


GGINX and AIFRX have a correlation of 0.81, 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 AIFRX (2.89%). In terms of maximum drawdown, GGINX dropped -35.80% vs AIFRX's -38.38%.

AIFRX currently has the higher Sharpe Ratio (1.96 vs 1.43), 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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