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LVAFX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LVAFX vs. FGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Global Managed Volatility Fund (LVAFX) and Nuveen Global Infrastructure Fund Class A (FGIAX). The values are adjusted to include any dividend payments, if applicable.

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LVAFX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LVAFX
LSV Global Managed Volatility Fund
4.47%22.33%16.10%9.81%-4.04%17.36%-5.16%17.54%-6.47%18.68%
FGIAX
Nuveen Global Infrastructure Fund Class A
10.36%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%

Returns By Period

In the year-to-date period, LVAFX achieves a 4.47% return, which is significantly lower than FGIAX's 10.36% return. Both investments have delivered pretty close results over the past 10 years, with LVAFX having a 9.05% annualized return and FGIAX not far behind at 8.78%.


LVAFX

1D
1.48%
1M
-3.23%
YTD
4.47%
6M
8.98%
1Y
19.38%
3Y*
16.96%
5Y*
11.06%
10Y*
9.05%

FGIAX

1D
0.76%
1M
-2.77%
YTD
10.36%
6M
10.94%
1Y
21.22%
3Y*
14.32%
5Y*
10.46%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LVAFX vs. FGIAX - Expense Ratio Comparison

LVAFX has a 1.00% expense ratio, which is lower than FGIAX's 1.21% expense ratio.


Return for Risk

LVAFX vs. FGIAX — Risk / Return Rank

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

LVAFX
LVAFX Risk / Return Rank: 8383
Overall Rank
LVAFX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LVAFX Sortino Ratio Rank: 8383
Sortino Ratio Rank
LVAFX Omega Ratio Rank: 8383
Omega Ratio Rank
LVAFX Calmar Ratio Rank: 7777
Calmar Ratio Rank
LVAFX Martin Ratio Rank: 8787
Martin Ratio Rank

FGIAX
FGIAX Risk / Return Rank: 8787
Overall Rank
FGIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8383
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9393
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.

LVAFX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Global Managed Volatility Fund (LVAFX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.


LVAFXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.79

-0.05

Sortino ratio

Return per unit of downside risk

2.35

2.30

+0.04

Omega ratio

Gain probability vs. loss probability

1.36

1.36

0.00

Calmar ratio

Return relative to maximum drawdown

2.08

2.73

-0.65

Martin ratio

Return relative to average drawdown

10.16

12.62

-2.46

LVAFX vs. FGIAX - Sharpe Ratio Comparison

The current LVAFX Sharpe Ratio is 1.74, which is comparable to the FGIAX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of LVAFX and FGIAX, 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


LVAFXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.79

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.80

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.58

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.42

+0.19

Correlation

The correlation between LVAFX and FGIAX is 0.78, 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

LVAFX vs. FGIAX - Dividend Comparison

LVAFX's dividend yield for the trailing twelve months is around 9.74%, more than FGIAX's 9.05% yield.


TTM20252024202320222021202020192018201720162015
LVAFX
LSV Global Managed Volatility Fund
9.74%10.17%18.36%15.64%2.90%2.90%2.14%7.62%3.59%7.10%1.66%1.74%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.05%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

LVAFX vs. FGIAX - Drawdown Comparison

The maximum LVAFX drawdown since its inception was -33.69%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for LVAFX and FGIAX.


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Drawdown Indicators


LVAFXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.69%

-49.35%

+15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-8.29%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-18.34%

-21.08%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

-38.02%

+4.33%

Current Drawdown

Current decline from peak

-3.87%

-3.06%

-0.81%

Average Drawdown

Average peak-to-trough decline

-4.35%

-7.22%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.79%

+0.14%

Volatility

LVAFX vs. FGIAX - Volatility Comparison

The current volatility for LSV Global Managed Volatility Fund (LVAFX) is 3.42%, while Nuveen Global Infrastructure Fund Class A (FGIAX) has a volatility of 4.15%. This indicates that LVAFX experiences smaller price fluctuations and is considered to be less risky than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LVAFXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

4.15%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

6.26%

7.07%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

12.28%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.73%

13.08%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.33%

15.17%

-1.84%