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NMFIX vs. FMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMFIX vs. FMGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) and Frontier MFG Core Infrastructure Fund (FMGIX). The values are adjusted to include any dividend payments, if applicable.

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NMFIX vs. FMGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
6.79%23.11%1.74%6.62%-7.21%13.68%-2.59%24.34%-10.26%22.17%
FMGIX
Frontier MFG Core Infrastructure Fund
6.75%22.67%34.26%4.86%-9.46%13.84%-1.36%28.00%-6.62%20.25%

Returns By Period

The year-to-date returns for both stocks are quite close, with NMFIX having a 6.79% return and FMGIX slightly lower at 6.75%. Over the past 10 years, NMFIX has underperformed FMGIX with an annualized return of 7.52%, while FMGIX has yielded a comparatively higher 10.03% annualized return.


NMFIX

1D
0.49%
1M
-5.75%
YTD
6.79%
6M
9.53%
1Y
22.79%
3Y*
11.15%
5Y*
7.90%
10Y*
7.52%

FMGIX

1D
0.80%
1M
-5.22%
YTD
6.75%
6M
8.05%
1Y
20.40%
3Y*
20.79%
5Y*
13.22%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMFIX vs. FMGIX - Expense Ratio Comparison

NMFIX has a 0.96% expense ratio, which is higher than FMGIX's 0.50% expense ratio.


Return for Risk

NMFIX vs. FMGIX — Risk / Return Rank

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

NMFIX
NMFIX Risk / Return Rank: 8989
Overall Rank
NMFIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
NMFIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
NMFIX Omega Ratio Rank: 8787
Omega Ratio Rank
NMFIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
NMFIX Martin Ratio Rank: 9494
Martin Ratio Rank

FMGIX
FMGIX Risk / Return Rank: 8888
Overall Rank
FMGIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FMGIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FMGIX Omega Ratio Rank: 8383
Omega Ratio Rank
FMGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMGIX Martin Ratio Rank: 9191
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.

NMFIX vs. FMGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) and Frontier MFG Core Infrastructure Fund (FMGIX). 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.


NMFIXFMGIXDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.75

-0.14

Sortino ratio

Return per unit of downside risk

2.28

2.26

+0.03

Omega ratio

Gain probability vs. loss probability

1.37

1.34

+0.04

Calmar ratio

Return relative to maximum drawdown

3.01

2.81

+0.20

Martin ratio

Return relative to average drawdown

12.07

10.65

+1.42

NMFIX vs. FMGIX - Sharpe Ratio Comparison

The current NMFIX Sharpe Ratio is 1.61, which is comparable to the FMGIX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of NMFIX and FMGIX, 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


NMFIXFMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.75

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.47

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.19

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.24

+0.28

Correlation

The correlation between NMFIX and FMGIX is 0.89, 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

NMFIX vs. FMGIX - Dividend Comparison

NMFIX's dividend yield for the trailing twelve months is around 5.68%, less than FMGIX's 31.50% yield.


TTM20252024202320222021202020192018201720162015
NMFIX
Northern Multi-Manager Global Listed Infrastructure Fund
5.68%6.03%3.82%2.78%3.98%10.13%2.11%2.47%10.33%7.71%2.53%2.01%
FMGIX
Frontier MFG Core Infrastructure Fund
31.50%33.65%48.77%4.79%3.98%2.63%2.38%2.63%3.09%3.15%2.83%2.79%

Drawdowns

NMFIX vs. FMGIX - Drawdown Comparison

The maximum NMFIX drawdown since its inception was -34.93%, smaller than the maximum FMGIX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for NMFIX and FMGIX.


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Drawdown Indicators


NMFIXFMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.93%

-57.57%

+22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-7.74%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-26.61%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-34.93%

-57.57%

+22.64%

Current Drawdown

Current decline from peak

-5.75%

-5.22%

-0.53%

Average Drawdown

Average peak-to-trough decline

-5.34%

-5.37%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.04%

-0.10%

Volatility

NMFIX vs. FMGIX - Volatility Comparison

Northern Multi-Manager Global Listed Infrastructure Fund (NMFIX) and Frontier MFG Core Infrastructure Fund (FMGIX) have volatilities of 3.83% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMFIXFMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

3.97%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

6.97%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

11.91%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.72%

28.44%

-14.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

52.56%

-37.13%