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MGIFX vs. JEEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGIFX vs. JEEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mondrian Global Listed Infrastructure Fund (MGIFX) and JHancock Infrastructure Fund (JEEIX). The values are adjusted to include any dividend payments, if applicable.

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MGIFX vs. JEEIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MGIFX
Mondrian Global Listed Infrastructure Fund
7.88%28.20%-0.47%7.88%-3.61%11.74%-0.69%31.06%
JEEIX
JHancock Infrastructure Fund
11.67%25.51%13.24%4.74%-8.48%13.97%2.53%23.46%

Returns By Period

In the year-to-date period, MGIFX achieves a 7.88% return, which is significantly lower than JEEIX's 11.67% return.


MGIFX

1D
0.54%
1M
-6.34%
YTD
7.88%
6M
11.52%
1Y
28.28%
3Y*
12.33%
5Y*
9.01%
10Y*

JEEIX

1D
0.66%
1M
-3.68%
YTD
11.67%
6M
15.45%
1Y
27.03%
3Y*
18.11%
5Y*
10.71%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGIFX vs. JEEIX - Expense Ratio Comparison

Both MGIFX and JEEIX have an expense ratio of 0.95%.


Return for Risk

MGIFX vs. JEEIX — Risk / Return Rank

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

MGIFX
MGIFX Risk / Return Rank: 9494
Overall Rank
MGIFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MGIFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
MGIFX Omega Ratio Rank: 9292
Omega Ratio Rank
MGIFX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MGIFX Martin Ratio Rank: 9595
Martin Ratio Rank

JEEIX
JEEIX Risk / Return Rank: 9595
Overall Rank
JEEIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JEEIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
JEEIX Omega Ratio Rank: 9393
Omega Ratio Rank
JEEIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
JEEIX Martin Ratio Rank: 9797
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.

MGIFX vs. JEEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mondrian Global Listed Infrastructure Fund (MGIFX) and JHancock Infrastructure Fund (JEEIX). 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.


MGIFXJEEIXDifference

Sharpe ratio

Return per unit of total volatility

2.27

2.33

-0.06

Sortino ratio

Return per unit of downside risk

2.86

3.01

-0.15

Omega ratio

Gain probability vs. loss probability

1.44

1.46

-0.02

Calmar ratio

Return relative to maximum drawdown

3.34

3.62

-0.28

Martin ratio

Return relative to average drawdown

13.61

16.58

-2.96

MGIFX vs. JEEIX - Sharpe Ratio Comparison

The current MGIFX Sharpe Ratio is 2.27, which is comparable to the JEEIX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of MGIFX and JEEIX, 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


MGIFXJEEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.33

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.84

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.64

+0.04

Correlation

The correlation between MGIFX and JEEIX is 0.86, 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

MGIFX vs. JEEIX - Dividend Comparison

MGIFX's dividend yield for the trailing twelve months is around 7.00%, more than JEEIX's 2.14% yield.


TTM20252024202320222021202020192018201720162015
MGIFX
Mondrian Global Listed Infrastructure Fund
7.00%7.56%3.17%5.41%8.60%7.13%6.18%6.74%0.00%0.00%0.00%0.00%
JEEIX
JHancock Infrastructure Fund
2.14%2.37%2.48%2.25%1.93%6.70%2.24%4.69%4.25%2.29%2.27%1.42%

Drawdowns

MGIFX vs. JEEIX - Drawdown Comparison

The maximum MGIFX drawdown since its inception was -36.75%, which is greater than JEEIX's maximum drawdown of -30.39%. Use the drawdown chart below to compare losses from any high point for MGIFX and JEEIX.


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Drawdown Indicators


MGIFXJEEIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.75%

-30.39%

-6.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-7.76%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-23.41%

-22.02%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

Current Drawdown

Current decline from peak

-6.34%

-3.68%

-2.66%

Average Drawdown

Average peak-to-trough decline

-5.25%

-4.47%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.69%

+0.42%

Volatility

MGIFX vs. JEEIX - Volatility Comparison

Mondrian Global Listed Infrastructure Fund (MGIFX) has a higher volatility of 4.26% compared to JHancock Infrastructure Fund (JEEIX) at 3.59%. This indicates that MGIFX's price experiences larger fluctuations and is considered to be riskier than JEEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGIFXJEEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

3.59%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.59%

6.93%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

11.92%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.10%

12.79%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

14.17%

+1.74%