GLIF vs. BN
Compare and contrast key facts about AGFiQ Global Infrastructure ETF (GLIF) and Brookfield Corp (BN).
GLIF is an actively managed fund by AGF. It was launched on May 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLIF or BN.
Key characteristics
| GLIF | BN | |
|---|---|---|
| YTD Return | -2.22% | 4.01% |
| 1Y Return | -0.01% | 36.04% |
| 3Y Return (Ann) | 1.26% | 5.08% |
| Sharpe Ratio | -0.13 | 1.25 |
| Daily Std Dev | 13.03% | 29.21% |
| Max Drawdown | -36.75% | -72.35% |
| Current Drawdown | -9.68% | -14.66% |
Correlation
The correlation between GLIF and BN is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GLIF vs. BN - Performance Comparison
In the year-to-date period, GLIF achieves a -2.22% return, which is significantly lower than BN's 4.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GLIF vs. BN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AGFiQ Global Infrastructure ETF (GLIF) and Brookfield Corp (BN). 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.
Dividends
GLIF vs. BN - Dividend Comparison
GLIF's dividend yield for the trailing twelve months is around 2.60%, more than BN's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLIF AGFiQ Global Infrastructure ETF | 2.60% | 2.79% | 3.56% | 2.49% | 2.73% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BN Brookfield Corp | 0.70% | 0.87% | 1.89% | 0.86% | 1.16% | 1.45% | 1.57% | 1.69% | 1.58% | 1.98% | 1.76% | 1.89% |
Drawdowns
GLIF vs. BN - Drawdown Comparison
The maximum GLIF drawdown since its inception was -36.75%, smaller than the maximum BN drawdown of -72.35%. Use the drawdown chart below to compare losses from any high point for GLIF and BN. For additional features, visit the drawdowns tool.
Volatility
GLIF vs. BN - Volatility Comparison
The current volatility for AGFiQ Global Infrastructure ETF (GLIF) is 2.24%, while Brookfield Corp (BN) has a volatility of 7.76%. This indicates that GLIF experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.