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IGF vs. GGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IGF vs. GGINX - Performance Comparison

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

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IGF vs. GGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF
9.19%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%18.85%
GGINX
Goldman Sachs Global Infrastructure Fund
10.48%15.18%28.43%5.00%-8.51%16.49%-3.81%31.50%-8.99%11.75%

Returns By Period

In the year-to-date period, IGF achieves a 9.19% return, which is significantly lower than GGINX's 10.48% return.


IGF

1D
0.80%
1M
-3.42%
YTD
9.19%
6M
11.40%
1Y
26.64%
3Y*
15.76%
5Y*
11.38%
10Y*
8.80%

GGINX

1D
0.38%
1M
-3.88%
YTD
10.48%
6M
11.37%
1Y
18.80%
3Y*
18.89%
5Y*
12.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IGF vs. GGINX - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is lower than GGINX's 1.10% expense ratio.


Return for Risk

IGF vs. GGINX — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 9393
Overall Rank
IGF Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 9393
Sortino Ratio Rank
IGF Omega Ratio Rank: 9494
Omega Ratio Rank
IGF Calmar Ratio Rank: 9191
Calmar Ratio Rank
IGF Martin Ratio Rank: 9595
Martin Ratio Rank

GGINX
GGINX Risk / Return Rank: 8383
Overall Rank
GGINX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
GGINX Sortino Ratio Rank: 7979
Sortino Ratio Rank
GGINX Omega Ratio Rank: 7676
Omega Ratio Rank
GGINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
GGINX Martin Ratio Rank: 9191
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.

IGF vs. GGINX - Risk-Adjusted Trends Comparison

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


IGFGGINXDifference

Sharpe ratio

Return per unit of total volatility

2.10

1.51

+0.59

Sortino ratio

Return per unit of downside risk

2.77

1.98

+0.79

Omega ratio

Gain probability vs. loss probability

1.42

1.29

+0.13

Calmar ratio

Return relative to maximum drawdown

3.10

2.27

+0.83

Martin ratio

Return relative to average drawdown

15.62

10.44

+5.18

IGF vs. GGINX - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 2.10, which is higher than the GGINX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IGF and GGINX, 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


IGFGGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.51

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.62

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.51

-0.27

Correlation

The correlation between IGF and GGINX is 0.88, 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

IGF vs. GGINX - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.95%, less than GGINX's 6.07% yield.


TTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
2.95%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
GGINX
Goldman Sachs Global Infrastructure Fund
6.07%6.26%30.25%2.67%0.89%1.86%1.75%2.04%1.98%2.53%0.00%0.00%

Drawdowns

IGF vs. GGINX - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than GGINX's maximum drawdown of -35.80%. Use the drawdown chart below to compare losses from any high point for IGF and GGINX.


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Drawdown Indicators


IGFGGINXDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-35.80%

-22.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-8.55%

-0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-24.21%

+3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

Current Drawdown

Current decline from peak

-3.42%

-3.94%

+0.52%

Average Drawdown

Average peak-to-trough decline

-11.96%

-5.97%

-5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.86%

-0.12%

Volatility

IGF vs. GGINX - Volatility Comparison

iShares Global Infrastructure ETF (IGF) has a higher volatility of 4.25% compared to Goldman Sachs Global Infrastructure Fund (GGINX) at 3.67%. This indicates that IGF's price experiences larger fluctuations and is considered to be riskier than GGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGFGGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

3.67%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

7.34%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.73%

12.83%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

19.61%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

19.09%

-2.28%