GLLSX vs. ASGI

Last updated Apr 1, 2026

Compare and contrast key facts about abrdn Emerging Markets ex-China Fund (GLLSX) and Abrdn Global Infrastructure Income Fund (ASGI).

GLLSX is managed by Aberdeen. It was launched on Aug 29, 2000. ASGI is managed by Aberdeen. It was launched on Jul 29, 2020.

Performance

GLLSX vs. ASGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Emerging Markets ex-China Fund (GLLSX) and Abrdn Global Infrastructure Income Fund (ASGI). The values are adjusted to include any dividend payments, if applicable.

GLLSX vs. ASGI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GLLSX abrdn Emerging Markets ex-China Fund	5.47%	34.81%	0.73%	21.35%	-23.04%	36.50%	16.19%
ASGI Abrdn Global Infrastructure Income Fund	2.90%	44.20%	10.26%	14.48%	-10.50%	18.17%	-0.47%

Returns By Period

In the year-to-date period, GLLSX achieves a 5.47% return, which is significantly higher than ASGI's 2.90% return.

GLLSX

• 1D: -1.45%
• 1M: -13.34%
• YTD: 5.47%
• 6M: 15.81%
• 1Y: 48.29%
• 3Y*: 17.69%
• 5Y*: 12.22%
• 10Y*: 11.57%

ASGI

• 1D: 3.61%
• 1M: -10.72%
• YTD: 2.90%
• 6M: 12.12%
• 1Y: 36.99%
• 3Y*: 20.27%
• 5Y*: 12.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GLLSX vs. ASGI - Expense Ratio Comparison

GLLSX has a 1.23% expense ratio, which is lower than ASGI's 1.65% expense ratio.

ASGI

Abrdn Global Infrastructure Income Fund

GLLSX

abrdn Emerging Markets ex-China Fund

Return for Risk

GLLSX vs. ASGI — Risk / Return Rank

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

GLLSX

GLLSX Risk / Return Rank: 95
GLLSX Sharpe Ratio Rank: 96
GLLSX Sortino Ratio Rank: 94
GLLSX Omega Ratio Rank: 93
GLLSX Calmar Ratio Rank: 94
GLLSX Martin Ratio Rank: 95

ASGI

ASGI Risk / Return Rank: 89
ASGI Sharpe Ratio Rank: 92
ASGI Sortino Ratio Rank: 90
ASGI Omega Ratio Rank: 87
ASGI Calmar Ratio Rank: 89
ASGI Martin Ratio Rank: 88

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.

GLLSX vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets ex-China Fund (GLLSX) and Abrdn Global Infrastructure Income Fund (ASGI). 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.

	GLLSX	ASGI	Difference
Sharpe ratio Return per unit of total volatility	2.46	1.95	+0.51
Sortino ratio Return per unit of downside risk	3.02	2.50	+0.52
Omega ratio Gain probability vs. loss probability	1.46	1.37	+0.09
Calmar ratio Return relative to maximum drawdown	3.15	2.39	+0.76
Martin ratio Return relative to average drawdown	13.47	9.49	+3.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLLSX vs. ASGI - Sharpe Ratio Comparison

The current GLLSX Sharpe Ratio is 2.46, which is comparable to the ASGI Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of GLLSX and ASGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GLLSX	ASGI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.46	1.95	+0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.75	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.74	-0.19

Correlation

The correlation between GLLSX and ASGI is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GLLSX vs. ASGI - Dividend Comparison

GLLSX's dividend yield for the trailing twelve months is around 1.78%, less than ASGI's 11.31% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLLSX abrdn Emerging Markets ex-China Fund	1.78%	1.88%	0.74%	0.77%	29.32%	22.85%	0.00%	3.38%	9.47%	8.40%	1.09%	0.94%
ASGI Abrdn Global Infrastructure Income Fund	11.31%	10.96%	12.84%	8.03%	8.25%	6.33%	1.76%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GLLSX vs. ASGI - Drawdown Comparison

The maximum GLLSX drawdown since its inception was -32.59%, which is greater than ASGI's maximum drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for GLLSX and ASGI.

Drawdown Indicators

	GLLSX	ASGI	Difference
Max Drawdown Largest peak-to-trough decline	-32.59%	-23.71%	-8.88%
Max Drawdown (1Y) Largest decline over 1 year	-14.39%	-15.15%	+0.76%
Max Drawdown (5Y) Largest decline over 5 years	-30.02%	-23.71%	-6.31%
Max Drawdown (10Y) Largest decline over 10 years	-32.59%	—	—
Current Drawdown Current decline from peak	-14.39%	-11.09%	-3.30%
Average Drawdown Average peak-to-trough decline	-7.99%	-5.95%	-2.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	3.82%	-0.46%

Volatility

GLLSX vs. ASGI - Volatility Comparison

abrdn Emerging Markets ex-China Fund (GLLSX) has a higher volatility of 10.78% compared to Abrdn Global Infrastructure Income Fund (ASGI) at 9.35%. This indicates that GLLSX's price experiences larger fluctuations and is considered to be riskier than ASGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLLSX	ASGI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.78%	9.35%	+1.43%
Volatility (6M) Calculated over the trailing 6-month period	15.60%	15.50%	+0.10%
Volatility (1Y) Calculated over the trailing 1-year period	19.51%	19.10%	+0.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	16.88%	+0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.34%	17.35%	-0.01%