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GGINX vs. BGLYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGINX vs. BGLYX - Performance Comparison

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

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GGINX vs. BGLYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGINX
Goldman Sachs Global Infrastructure Fund
11.18%15.18%28.43%5.00%-8.51%16.49%-3.81%31.50%-8.99%11.75%
BGLYX
Brookfield Global Listed Infrastructure Fund
9.75%13.04%9.01%3.32%-5.47%16.13%-3.25%25.44%-8.06%10.15%

Returns By Period

In the year-to-date period, GGINX achieves a 11.18% return, which is significantly higher than BGLYX's 9.75% return.


GGINX

1D
0.63%
1M
-3.33%
YTD
11.18%
6M
12.24%
1Y
18.71%
3Y*
19.14%
5Y*
12.03%
10Y*

BGLYX

1D
1.12%
1M
-3.19%
YTD
9.75%
6M
10.88%
1Y
18.35%
3Y*
11.31%
5Y*
8.32%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGINX vs. BGLYX - Expense Ratio Comparison

GGINX has a 1.10% expense ratio, which is higher than BGLYX's 1.00% expense ratio.


Return for Risk

GGINX vs. BGLYX — Risk / Return Rank

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

GGINX
GGINX Risk / Return Rank: 8181
Overall Rank
GGINX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
GGINX Sortino Ratio Rank: 7676
Sortino Ratio Rank
GGINX Omega Ratio Rank: 7373
Omega Ratio Rank
GGINX Calmar Ratio Rank: 8686
Calmar Ratio Rank
GGINX Martin Ratio Rank: 9090
Martin Ratio Rank

BGLYX
BGLYX Risk / Return Rank: 8282
Overall Rank
BGLYX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BGLYX Sortino Ratio Rank: 7878
Sortino Ratio Rank
BGLYX Omega Ratio Rank: 7474
Omega Ratio Rank
BGLYX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BGLYX Martin Ratio Rank: 8989
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.

GGINX vs. BGLYX - Risk-Adjusted Trends Comparison

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


GGINXBGLYXDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.57

-0.03

Sortino ratio

Return per unit of downside risk

2.02

2.09

-0.08

Omega ratio

Gain probability vs. loss probability

1.30

1.30

-0.01

Calmar ratio

Return relative to maximum drawdown

2.35

2.60

-0.25

Martin ratio

Return relative to average drawdown

10.73

10.43

+0.29

GGINX vs. BGLYX - Sharpe Ratio Comparison

The current GGINX Sharpe Ratio is 1.54, which is comparable to the BGLYX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of GGINX and BGLYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGINXBGLYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.57

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.62

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.49

+0.03

Correlation

The correlation between GGINX and BGLYX is 0.94, 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

GGINX vs. BGLYX - Dividend Comparison

GGINX's dividend yield for the trailing twelve months is around 6.03%, less than BGLYX's 28.23% yield.


TTM20252024202320222021202020192018201720162015
GGINX
Goldman Sachs Global Infrastructure Fund
6.03%6.26%30.25%2.67%0.89%1.86%1.75%2.04%1.98%2.53%0.00%0.00%
BGLYX
Brookfield Global Listed Infrastructure Fund
28.23%30.30%1.89%1.88%7.34%4.53%3.71%3.94%4.31%4.03%4.09%4.03%

Drawdowns

GGINX vs. BGLYX - Drawdown Comparison

The maximum GGINX drawdown since its inception was -35.80%, roughly equal to the maximum BGLYX drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for GGINX and BGLYX.


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Drawdown Indicators


GGINXBGLYXDifference

Max Drawdown

Largest peak-to-trough decline

-35.80%

-36.54%

+0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-7.55%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

-20.94%

-3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-36.54%

Current Drawdown

Current decline from peak

-3.33%

-3.48%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.97%

-7.92%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.88%

0.00%

Volatility

GGINX vs. BGLYX - Volatility Comparison

The current volatility for Goldman Sachs Global Infrastructure Fund (GGINX) is 3.76%, while Brookfield Global Listed Infrastructure Fund (BGLYX) has a volatility of 4.12%. This indicates that GGINX experiences smaller price fluctuations and is considered to be less risky than BGLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGINXBGLYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

4.12%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

7.42%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

12.11%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

13.47%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

15.62%

+3.47%