RIIN.TO vs. BGIE.TO
RIIN.TO (Russell Investments Global Infrastructure Pool) and BGIE.TO (Brompton Global Infrastructure ETF) are both Infrastructure Equities funds. Both are actively managed. Over the past 5 years, RIIN.TO returned 12.56%/yr vs 13.72%/yr for BGIE.TO. At a 0.28 correlation, their price movements are largely independent.
Performance
RIIN.TO vs. BGIE.TO - Performance Comparison
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Returns By Period
In the year-to-date period, RIIN.TO achieves a 14.75% return, which is significantly higher than BGIE.TO's 12.99% return.
RIIN.TO
- 1D
- 0.70%
- 1M
- 0.75%
- 6M
- 12.04%
- YTD
- 14.75%
- 1Y
- 19.41%
- 3Y*
- 16.20%
- 5Y*
- 12.56%
- 10Y*
- —
- ALL TIME*
- 8.74%
BGIE.TO
- 1D
- -0.23%
- 1M
- -0.24%
- 6M
- 7.79%
- YTD
- 12.99%
- 1Y
- 16.87%
- 3Y*
- 20.70%
- 5Y*
- 13.72%
- 10Y*
- —
- ALL TIME*
- 14.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| CA$114.47K | CA$174.88K | CA$184.44K | |
| CA$83.70K | CA$81.11K | CA$107.94K |
RIIN.TO vs. BGIE.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
RIIN.TO Russell Investments Global Infrastructure Pool | 14.75% | 11.43% | 21.76% | 3.17% | 4.20% | 14.23% | 7.42% |
BGIE.TO Brompton Global Infrastructure ETF | 12.99% | 21.56% | 24.37% | 5.45% | -2.37% | 18.61% | 10.30% |
Correlation
The correlation between RIIN.TO and BGIE.TO is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 5, 2020 | 0.28 |
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Return for Risk
RIIN.TO vs. BGIE.TO — Risk / Return Rank
RIIN.TO
BGIE.TO
RIIN.TO vs. BGIE.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure Pool (RIIN.TO) and Brompton Global Infrastructure ETF (BGIE.TO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RIIN.TO | BGIE.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.20 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.03 | +1.67 |
| Martin ratioReturn relative to average drawdown | 8.38 | 6.11 | +2.27 |
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Drawdowns
RIIN.TO vs. BGIE.TO - Drawdown Comparison
The maximum RIIN.TO drawdown since its inception was -34.62%, which is greater than BGIE.TO's maximum drawdown of -18.24%. Use the drawdown chart below to compare losses from any high point for RIIN.TO and BGIE.TO.
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Drawdown Indicators
| RIIN.TO | BGIE.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.62% | -18.24% | -16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.27% | -8.35% | +3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -10.21% | -17.02% | +6.81% |
Max Drawdown (5Y)Largest decline over 5 years | -13.40% | -18.24% | +4.84% |
Current DrawdownCurrent decline from peak | -0.75% | -3.72% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -4.42% | -1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.77% | -0.45% |
Volatility
RIIN.TO vs. BGIE.TO - Volatility Comparison
Russell Investments Global Infrastructure Pool (RIIN.TO) has a higher volatility of 2.81% compared to Brompton Global Infrastructure ETF (BGIE.TO) at 2.63%. This indicates that RIIN.TO's price experiences larger fluctuations and is considered to be riskier than BGIE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIIN.TO | BGIE.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.63% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 11.66% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.33% | 15.07% | -4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.76% | 15.88% | -3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 15.22% | +0.45% |
Dividends
RIIN.TO vs. BGIE.TO - Dividend Comparison
RIIN.TO's dividend yield for the trailing twelve months is around 6.39%, more than BGIE.TO's 5.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BGIE.TO Brompton Global Infrastructure ETF | 5.03% | 4.95% | 4.89% | 5.19% | 4.79% | 4.10% | 3.07% |
RIIN.TO Russell Investments Global Infrastructure Pool | 6.39% | 7.00% | 6.34% | 4.52% | 4.46% | 4.12% | 4.77% |
Frequently Asked Questions
RIIN.TO and BGIE.TO have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Russell Investments Canada Limited and Brompton.
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