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PGVFX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGVFX vs. FGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polaris Global Value Fund (PGVFX) and Nuveen Global Infrastructure Fund Class A (FGIAX). The values are adjusted to include any dividend payments, if applicable.

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PGVFX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGVFX
Polaris Global Value Fund
5.74%27.01%5.33%14.76%-12.00%15.38%6.65%22.83%-12.64%20.60%
FGIAX
Nuveen Global Infrastructure Fund Class A
10.36%17.73%10.70%8.51%-6.23%14.51%-2.76%29.32%-7.91%19.40%

Returns By Period

In the year-to-date period, PGVFX achieves a 5.74% return, which is significantly lower than FGIAX's 10.36% return. Over the past 10 years, PGVFX has outperformed FGIAX with an annualized return of 9.74%, while FGIAX has yielded a comparatively lower 8.78% annualized return.


PGVFX

1D
0.77%
1M
-6.45%
YTD
5.74%
6M
12.43%
1Y
28.67%
3Y*
16.45%
5Y*
8.02%
10Y*
9.74%

FGIAX

1D
0.76%
1M
-2.77%
YTD
10.36%
6M
10.94%
1Y
21.22%
3Y*
14.32%
5Y*
10.46%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGVFX vs. FGIAX - Expense Ratio Comparison

PGVFX has a 0.99% expense ratio, which is lower than FGIAX's 1.21% expense ratio.


Return for Risk

PGVFX vs. FGIAX — Risk / Return Rank

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

PGVFX
PGVFX Risk / Return Rank: 9191
Overall Rank
PGVFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
PGVFX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PGVFX Omega Ratio Rank: 9191
Omega Ratio Rank
PGVFX Calmar Ratio Rank: 9090
Calmar Ratio Rank
PGVFX Martin Ratio Rank: 8888
Martin Ratio Rank

FGIAX
FGIAX Risk / Return Rank: 8787
Overall Rank
FGIAX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8383
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9393
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.

PGVFX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polaris Global Value Fund (PGVFX) and Nuveen Global Infrastructure Fund Class A (FGIAX). 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.


PGVFXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

2.28

1.79

+0.49

Sortino ratio

Return per unit of downside risk

2.82

2.30

+0.52

Omega ratio

Gain probability vs. loss probability

1.44

1.36

+0.08

Calmar ratio

Return relative to maximum drawdown

2.66

2.73

-0.08

Martin ratio

Return relative to average drawdown

10.21

12.62

-2.41

PGVFX vs. FGIAX - Sharpe Ratio Comparison

The current PGVFX Sharpe Ratio is 2.28, which is comparable to the FGIAX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of PGVFX and FGIAX, 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


PGVFXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.79

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.80

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.58

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.42

+0.04

Correlation

The correlation between PGVFX and FGIAX is 0.74, 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

PGVFX vs. FGIAX - Dividend Comparison

PGVFX's dividend yield for the trailing twelve months is around 4.89%, less than FGIAX's 9.05% yield.


TTM20252024202320222021202020192018201720162015
PGVFX
Polaris Global Value Fund
4.89%5.17%5.65%1.68%3.55%4.05%1.55%3.69%3.39%1.50%1.32%1.26%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.05%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

PGVFX vs. FGIAX - Drawdown Comparison

The maximum PGVFX drawdown since its inception was -68.09%, which is greater than FGIAX's maximum drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for PGVFX and FGIAX.


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Drawdown Indicators


PGVFXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.09%

-49.35%

-18.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-8.29%

-2.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-21.08%

-6.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.26%

-38.02%

-3.24%

Current Drawdown

Current decline from peak

-7.68%

-3.06%

-4.62%

Average Drawdown

Average peak-to-trough decline

-11.36%

-7.22%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.79%

+0.98%

Volatility

PGVFX vs. FGIAX - Volatility Comparison

Polaris Global Value Fund (PGVFX) has a higher volatility of 5.37% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.15%. This indicates that PGVFX's price experiences larger fluctuations and is considered to be riskier than FGIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGVFXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

4.15%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

7.07%

+1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

12.28%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

13.08%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

15.17%

+0.65%