MEGI vs. IE00BFPM9N11.EUFUND

Last updated Jun 3, 2026

MEGI (NYLI CBRE Global Infrastructure Megatrends Term Fund) and IE00BFPM9N11.EUFUND (Vanguard Global Stock Index Fund Institutional Plus EUR Acc) are both Global Equities funds. Over the past 3 years, MEGI returned 14.51%/yr vs 20.92%/yr for IE00BFPM9N11.EUFUND. At a 0.48 correlation, their price movements are largely independent. MEGI charges 0.02%/yr vs 0.11%/yr for IE00BFPM9N11.EUFUND.

Performance

MEGI vs. IE00BFPM9N11.EUFUND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) and Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MEGI is traded in USD, while IE00BFPM9N11.EUFUND is traded in EUR. To make them comparable, the IE00BFPM9N11.EUFUND values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MEGI achieves a 15.16% return, which is significantly higher than IE00BFPM9N11.EUFUND's 10.56% return.

MEGI

• 1D: 1.06%
• 1M: -1.57%
• YTD: 15.16%
• 6M: 14.64%
• 1Y: 18.86%
• 3Y*: 14.51%
• 5Y*: —
• 10Y*: —

IE00BFPM9N11.EUFUND

• 1D: 0.13%
• 1M: 4.74%
• YTD: 10.56%
• 6M: 11.58%
• 1Y: 26.89%
• 3Y*: 20.92%
• 5Y*: 11.89%
• 10Y*: 13.02%

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

MEGI vs. IE00BFPM9N11.EUFUND - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
MEGI NYLI CBRE Global Infrastructure Megatrends Term Fund	15.16%	26.19%	5.19%	5.52%	-23.32%	-3.50%
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc	10.56%	21.06%	18.76%	23.41%	-18.03%	2.78%

Correlation

The correlation between MEGI and IE00BFPM9N11.EUFUND is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021	0.48

The correlation between MEGI and IE00BFPM9N11.EUFUND shifts across timeframes, from 0.35 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MEGI vs. IE00BFPM9N11.EUFUND — Risk / Return Rank

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

MEGI

MEGI Risk / Return Rank: 22
MEGI Sharpe Ratio Rank: 21
MEGI Sortino Ratio Rank: 21
MEGI Omega Ratio Rank: 20
MEGI Calmar Ratio Rank: 29
MEGI Martin Ratio Rank: 18

IE00BFPM9N11.EUFUND

IE00BFPM9N11.EUFUND Risk / Return Rank: 67
IE00BFPM9N11.EUFUND Sharpe Ratio Rank: 65
IE00BFPM9N11.EUFUND Sortino Ratio Rank: 55
IE00BFPM9N11.EUFUND Omega Ratio Rank: 62
IE00BFPM9N11.EUFUND Calmar Ratio Rank: 77
IE00BFPM9N11.EUFUND Martin Ratio Rank: 77

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.

MEGI vs. IE00BFPM9N11.EUFUND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) and Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND). 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.

	MEGI	IE00BFPM9N11.EUFUND	Difference
Sharpe ratio Return per unit of total volatility	1.35	2.40	-1.04
Sortino ratio Return per unit of downside risk	1.99	3.33	-1.33
Omega ratio Gain probability vs. loss probability	1.24	1.43	-0.18
Calmar ratio Return relative to maximum drawdown	2.07	2.82	-0.74
Martin ratio Return relative to average drawdown	5.15	12.55	-7.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEGI vs. IE00BFPM9N11.EUFUND - Sharpe Ratio Comparison

The current MEGI Sharpe Ratio is 1.35, which is lower than the IE00BFPM9N11.EUFUND Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of MEGI and IE00BFPM9N11.EUFUND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MEGI	IE00BFPM9N11.EUFUND	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	2.40	-1.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.80	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.71	-0.51

Drawdowns

MEGI vs. IE00BFPM9N11.EUFUND - Drawdown Comparison

The maximum MEGI drawdown since its inception was -39.48%, which is greater than IE00BFPM9N11.EUFUND's maximum drawdown of -34.23%. Use the drawdown chart below to compare losses from any high point for MEGI and IE00BFPM9N11.EUFUND.

Drawdown Indicators

	MEGI	IE00BFPM9N11.EUFUND	Difference
Max Drawdown Largest peak-to-trough decline	-39.48%	-34.23%	-5.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.52%	-9.16%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-22.53%	-16.28%	-6.25%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.23%	—
Current Drawdown Current decline from peak	-1.60%	0.00%	-1.60%
Average Drawdown Average peak-to-trough decline	-14.67%	-4.56%	-10.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.83%	2.06%	+1.77%

Volatility

MEGI vs. IE00BFPM9N11.EUFUND - Volatility Comparison

NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) has a higher volatility of 3.84% compared to Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) at 2.90%. This indicates that MEGI's price experiences larger fluctuations and is considered to be riskier than IE00BFPM9N11.EUFUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MEGI	IE00BFPM9N11.EUFUND	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	2.90%	+0.94%
Volatility (6M) Calculated over the trailing 6-month period	10.41%	8.86%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	14.03%	11.29%	+2.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.87%	15.36%	+4.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.87%	15.89%	+3.98%

MEGI vs. IE00BFPM9N11.EUFUND - Expense Ratio Comparison

MEGI has a 0.02% expense ratio, which is lower than IE00BFPM9N11.EUFUND's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

MEGI vs. IE00BFPM9N11.EUFUND - Dividend Comparison

MEGI's dividend yield for the trailing twelve months is around 9.87%, while IE00BFPM9N11.EUFUND has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc	0.00%	0.00%	0.00%	0.00%	0.00%
MEGI NYLI CBRE Global Infrastructure Megatrends Term Fund	9.87%	10.90%	12.33%	10.66%	9.52%

Frequently Asked Questions

Can I hold both MEGI and IE00BFPM9N11.EUFUND in my portfolio?

MEGI and IE00BFPM9N11.EUFUND have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.