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MDST vs. ASGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDST vs. ASGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Westwood Salient Enhanced Midstream Income ETF (MDST) and Abrdn Global Infrastructure Income Fund (ASGI). The values are adjusted to include any dividend payments, if applicable.

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MDST vs. ASGI - Yearly Performance Comparison


2026 (YTD)20252024
MDST
Westwood Salient Enhanced Midstream Income ETF
11.06%7.09%17.29%
ASGI
Abrdn Global Infrastructure Income Fund
4.33%44.20%9.97%

Returns By Period

In the year-to-date period, MDST achieves a 11.06% return, which is significantly higher than ASGI's 4.33% return.


MDST

1D
-0.66%
1M
-0.59%
YTD
11.06%
6M
11.92%
1Y
12.46%
3Y*
5Y*
10Y*

ASGI

1D
1.39%
1M
-9.01%
YTD
4.33%
6M
15.09%
1Y
38.59%
3Y*
20.82%
5Y*
12.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDST vs. ASGI - Expense Ratio Comparison

MDST has a 0.80% expense ratio, which is lower than ASGI's 1.65% expense ratio.


Return for Risk

MDST vs. ASGI — Risk / Return Rank

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

MDST
MDST Risk / Return Rank: 3535
Overall Rank
MDST Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MDST Sortino Ratio Rank: 3232
Sortino Ratio Rank
MDST Omega Ratio Rank: 4141
Omega Ratio Rank
MDST Calmar Ratio Rank: 3333
Calmar Ratio Rank
MDST Martin Ratio Rank: 3636
Martin Ratio Rank

ASGI
ASGI Risk / Return Rank: 9090
Overall Rank
ASGI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ASGI Sortino Ratio Rank: 9090
Sortino Ratio Rank
ASGI Omega Ratio Rank: 8888
Omega Ratio Rank
ASGI Calmar Ratio Rank: 9090
Calmar Ratio Rank
ASGI 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.

MDST vs. ASGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Westwood Salient Enhanced Midstream Income ETF (MDST) 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.


MDSTASGIDifference

Sharpe ratio

Return per unit of total volatility

0.72

2.03

-1.31

Sortino ratio

Return per unit of downside risk

0.99

2.59

-1.60

Omega ratio

Gain probability vs. loss probability

1.17

1.38

-0.21

Calmar ratio

Return relative to maximum drawdown

0.91

2.57

-1.66

Martin ratio

Return relative to average drawdown

3.50

10.05

-6.55

MDST vs. ASGI - Sharpe Ratio Comparison

The current MDST Sharpe Ratio is 0.72, which is lower than the ASGI Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of MDST 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.


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Sharpe Ratios by Period


MDSTASGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

2.03

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.14

0.75

+0.39

Correlation

The correlation between MDST and ASGI is 0.34, 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

MDST vs. ASGI - Dividend Comparison

MDST's dividend yield for the trailing twelve months is around 9.50%, less than ASGI's 11.16% yield.


TTM202520242023202220212020
MDST
Westwood Salient Enhanced Midstream Income ETF
9.50%10.22%6.60%0.00%0.00%0.00%0.00%
ASGI
Abrdn Global Infrastructure Income Fund
11.16%10.96%12.84%8.03%8.25%6.33%1.76%

Drawdowns

MDST vs. ASGI - Drawdown Comparison

The maximum MDST drawdown since its inception was -14.19%, smaller than the maximum ASGI drawdown of -23.71%. Use the drawdown chart below to compare losses from any high point for MDST and ASGI.


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Drawdown Indicators


MDSTASGIDifference

Max Drawdown

Largest peak-to-trough decline

-14.19%

-23.71%

+9.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.19%

-15.15%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-23.71%

Current Drawdown

Current decline from peak

-2.49%

-9.86%

+7.37%

Average Drawdown

Average peak-to-trough decline

-2.18%

-5.95%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.87%

-0.19%

Volatility

MDST vs. ASGI - Volatility Comparison

The current volatility for Westwood Salient Enhanced Midstream Income ETF (MDST) is 2.22%, while Abrdn Global Infrastructure Income Fund (ASGI) has a volatility of 9.49%. This indicates that MDST experiences smaller price fluctuations and is considered to be less risky than ASGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDSTASGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

9.49%

-7.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

15.54%

-7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

19.12%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

16.89%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

17.36%

-1.13%