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RWIGX vs. FGIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWIGX vs. FGIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital World Growth and Income Fund Class R-6 (RWIGX) and Nuveen Global Infrastructure Fund Class A (FGIAX). The values are adjusted to include any dividend payments, if applicable.

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RWIGX vs. FGIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWIGX
Capital World Growth and Income Fund Class R-6
-1.24%25.09%14.21%20.87%-17.02%15.11%15.71%25.94%-10.32%24.95%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.53%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, RWIGX achieves a -1.24% return, which is significantly lower than FGIAX's 9.53% return. Over the past 10 years, RWIGX has outperformed FGIAX with an annualized return of 11.00%, while FGIAX has yielded a comparatively lower 8.70% annualized return.


RWIGX

1D
3.00%
1M
-6.54%
YTD
-1.24%
6M
2.54%
1Y
22.83%
3Y*
17.06%
5Y*
9.02%
10Y*
11.00%

FGIAX

1D
0.53%
1M
-3.50%
YTD
9.53%
6M
10.11%
1Y
20.31%
3Y*
14.03%
5Y*
10.45%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RWIGX vs. FGIAX - Expense Ratio Comparison

RWIGX has a 0.41% expense ratio, which is lower than FGIAX's 1.21% expense ratio.


Return for Risk

RWIGX vs. FGIAX — Risk / Return Rank

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

RWIGX
RWIGX Risk / Return Rank: 7979
Overall Rank
RWIGX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RWIGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
RWIGX Omega Ratio Rank: 7575
Omega Ratio Rank
RWIGX Calmar Ratio Rank: 8181
Calmar Ratio Rank
RWIGX Martin Ratio Rank: 8383
Martin Ratio Rank

FGIAX
FGIAX Risk / Return Rank: 8888
Overall Rank
FGIAX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGIAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FGIAX Omega Ratio Rank: 8585
Omega Ratio Rank
FGIAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGIAX Martin Ratio Rank: 9494
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.

RWIGX vs. FGIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital World Growth and Income Fund Class R-6 (RWIGX) 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.


RWIGXFGIAXDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.75

-0.27

Sortino ratio

Return per unit of downside risk

2.12

2.26

-0.14

Omega ratio

Gain probability vs. loss probability

1.30

1.35

-0.05

Calmar ratio

Return relative to maximum drawdown

2.10

2.61

-0.51

Martin ratio

Return relative to average drawdown

8.87

12.12

-3.25

RWIGX vs. FGIAX - Sharpe Ratio Comparison

The current RWIGX Sharpe Ratio is 1.48, which is comparable to the FGIAX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of RWIGX 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


RWIGXFGIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.75

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.80

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.58

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.42

+0.17

Correlation

The correlation between RWIGX and FGIAX is 0.78, 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

RWIGX vs. FGIAX - Dividend Comparison

RWIGX's dividend yield for the trailing twelve months is around 11.04%, more than FGIAX's 9.12% yield.


TTM20252024202320222021202020192018201720162015
RWIGX
Capital World Growth and Income Fund Class R-6
11.04%10.86%8.23%3.44%2.45%7.16%1.53%2.90%7.37%6.94%5.60%4.04%
FGIAX
Nuveen Global Infrastructure Fund Class A
9.12%9.99%7.46%2.27%6.11%7.20%1.38%7.06%6.32%5.83%8.23%3.05%

Drawdowns

RWIGX vs. FGIAX - Drawdown Comparison

The maximum RWIGX drawdown since its inception was -31.98%, smaller than the maximum FGIAX drawdown of -49.35%. Use the drawdown chart below to compare losses from any high point for RWIGX and FGIAX.


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Drawdown Indicators


RWIGXFGIAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.98%

-49.35%

+17.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-8.29%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.03%

-21.08%

-5.95%

Max Drawdown (10Y)

Largest decline over 10 years

-31.98%

-38.02%

+6.04%

Current Drawdown

Current decline from peak

-7.81%

-3.78%

-4.03%

Average Drawdown

Average peak-to-trough decline

-5.19%

-7.22%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.78%

+0.85%

Volatility

RWIGX vs. FGIAX - Volatility Comparison

Capital World Growth and Income Fund Class R-6 (RWIGX) has a higher volatility of 6.25% compared to Nuveen Global Infrastructure Fund Class A (FGIAX) at 4.05%. This indicates that RWIGX'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


RWIGXFGIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

4.05%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

7.09%

+3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

12.28%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

13.08%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

15.17%

+0.80%