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MEGI vs. PIPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEGI vs. PIPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). The values are adjusted to include any dividend payments, if applicable.

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MEGI vs. PIPAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MEGI
NYLI CBRE Global Infrastructure Megatrends Term Fund
9.55%26.19%5.19%5.52%-23.32%-3.50%
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
-0.96%16.57%14.37%21.29%-9.30%1.42%

Returns By Period

In the year-to-date period, MEGI achieves a 9.55% return, which is significantly higher than PIPAX's -0.96% return.


MEGI

1D
1.66%
1M
-6.40%
YTD
9.55%
6M
5.47%
1Y
22.75%
3Y*
12.97%
5Y*
10Y*

PIPAX

1D
0.24%
1M
-9.41%
YTD
-0.96%
6M
-0.96%
1Y
11.06%
3Y*
13.66%
5Y*
9.76%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEGI vs. PIPAX - Expense Ratio Comparison

MEGI has a 0.02% expense ratio, which is lower than PIPAX's 1.15% expense ratio.


Return for Risk

MEGI vs. PIPAX — Risk / Return Rank

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

MEGI
MEGI Risk / Return Rank: 6969
Overall Rank
MEGI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MEGI Sortino Ratio Rank: 7171
Sortino Ratio Rank
MEGI Omega Ratio Rank: 6666
Omega Ratio Rank
MEGI Calmar Ratio Rank: 7474
Calmar Ratio Rank
MEGI Martin Ratio Rank: 6161
Martin Ratio Rank

PIPAX
PIPAX Risk / Return Rank: 2121
Overall Rank
PIPAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PIPAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PIPAX Omega Ratio Rank: 2323
Omega Ratio Rank
PIPAX Calmar Ratio Rank: 1919
Calmar Ratio Rank
PIPAX Martin Ratio Rank: 2121
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.

MEGI vs. PIPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) and PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX). 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.


MEGIPIPAXDifference

Sharpe ratio

Return per unit of total volatility

1.29

0.55

+0.74

Sortino ratio

Return per unit of downside risk

1.77

0.76

+1.00

Omega ratio

Gain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

1.72

0.56

+1.16

Martin ratio

Return relative to average drawdown

5.88

2.18

+3.70

MEGI vs. PIPAX - Sharpe Ratio Comparison

The current MEGI Sharpe Ratio is 1.29, which is higher than the PIPAX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of MEGI and PIPAX, 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


MEGIPIPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

0.55

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.51

-0.36

Correlation

The correlation between MEGI and PIPAX is 0.31, 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

MEGI vs. PIPAX - Dividend Comparison

MEGI's dividend yield for the trailing twelve months is around 10.21%, more than PIPAX's 5.66% yield.


TTM20252024202320222021202020192018201720162015
MEGI
NYLI CBRE Global Infrastructure Megatrends Term Fund
10.21%10.90%12.33%10.66%9.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PIPAX
PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A
5.66%5.61%12.69%10.56%10.66%7.59%1.44%11.71%8.25%7.38%0.78%8.16%

Drawdowns

MEGI vs. PIPAX - Drawdown Comparison

The maximum MEGI drawdown since its inception was -39.48%, smaller than the maximum PIPAX drawdown of -57.80%. Use the drawdown chart below to compare losses from any high point for MEGI and PIPAX.


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Drawdown Indicators


MEGIPIPAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.48%

-57.80%

+18.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-12.80%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.55%

Current Drawdown

Current decline from peak

-6.40%

-9.41%

+3.01%

Average Drawdown

Average peak-to-trough decline

-15.13%

-7.39%

-7.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.63%

+0.33%

Volatility

MEGI vs. PIPAX - Volatility Comparison

The current volatility for NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) is 5.74%, while PIMCO StocksPLUS® International Fund (U.S. Dollar-Hedged) Class A (PIPAX) has a volatility of 6.56%. This indicates that MEGI experiences smaller price fluctuations and is considered to be less risky than PIPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEGIPIPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

6.56%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.89%

11.72%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

16.65%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.08%

14.00%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.08%

14.60%

+5.48%