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TMLPX vs. BGLYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMLPX vs. BGLYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Transamerica Energy Infrastructure (TMLPX) and Brookfield Global Listed Infrastructure Fund (BGLYX). The values are adjusted to include any dividend payments, if applicable.

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TMLPX vs. BGLYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMLPX
Transamerica Energy Infrastructure
22.91%3.87%38.51%5.07%9.12%23.54%-11.25%15.66%-15.29%-0.19%
BGLYX
Brookfield Global Listed Infrastructure Fund
8.53%13.04%9.01%3.32%-5.47%16.13%-3.25%25.44%-8.06%10.79%

Returns By Period

In the year-to-date period, TMLPX achieves a 22.91% return, which is significantly higher than BGLYX's 8.53% return. Over the past 10 years, TMLPX has outperformed BGLYX with an annualized return of 11.05%, while BGLYX has yielded a comparatively lower 7.28% annualized return.


TMLPX

1D
-0.75%
1M
4.09%
YTD
22.91%
6M
21.45%
1Y
20.55%
3Y*
22.91%
5Y*
17.80%
10Y*
11.05%

BGLYX

1D
0.48%
1M
-4.56%
YTD
8.53%
6M
9.80%
1Y
17.54%
3Y*
10.89%
5Y*
8.15%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMLPX vs. BGLYX - Expense Ratio Comparison

TMLPX has a 1.26% expense ratio, which is higher than BGLYX's 1.00% expense ratio.


Return for Risk

TMLPX vs. BGLYX — Risk / Return Rank

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

TMLPX
TMLPX Risk / Return Rank: 5858
Overall Rank
TMLPX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TMLPX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TMLPX Omega Ratio Rank: 6464
Omega Ratio Rank
TMLPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
TMLPX Martin Ratio Rank: 3838
Martin Ratio Rank

BGLYX
BGLYX Risk / Return Rank: 8484
Overall Rank
BGLYX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BGLYX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BGLYX Omega Ratio Rank: 7777
Omega Ratio Rank
BGLYX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BGLYX Martin Ratio Rank: 8989
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.

TMLPX vs. BGLYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Transamerica Energy Infrastructure (TMLPX) and Brookfield Global Listed Infrastructure Fund (BGLYX). 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.


TMLPXBGLYXDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.52

-0.34

Sortino ratio

Return per unit of downside risk

1.53

2.04

-0.51

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.41

2.45

-1.04

Martin ratio

Return relative to average drawdown

4.02

9.89

-5.86

TMLPX vs. BGLYX - Sharpe Ratio Comparison

The current TMLPX Sharpe Ratio is 1.18, which is comparable to the BGLYX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of TMLPX and BGLYX, 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


TMLPXBGLYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.52

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.61

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.47

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.48

-0.25

Correlation

The correlation between TMLPX and BGLYX 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

TMLPX vs. BGLYX - Dividend Comparison

TMLPX's dividend yield for the trailing twelve months is around 3.68%, less than BGLYX's 28.55% yield.


TTM20252024202320222021202020192018201720162015
TMLPX
Transamerica Energy Infrastructure
3.68%4.33%3.71%7.34%4.83%4.33%6.09%5.65%6.10%5.51%3.95%5.58%
BGLYX
Brookfield Global Listed Infrastructure Fund
28.55%30.30%1.89%1.88%7.34%4.53%3.71%3.94%4.31%4.03%4.09%4.03%

Drawdowns

TMLPX vs. BGLYX - Drawdown Comparison

The maximum TMLPX drawdown since its inception was -67.18%, which is greater than BGLYX's maximum drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for TMLPX and BGLYX.


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Drawdown Indicators


TMLPXBGLYXDifference

Max Drawdown

Largest peak-to-trough decline

-67.18%

-36.54%

-30.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.74%

-7.55%

-7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-20.94%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-55.61%

-36.54%

-19.07%

Current Drawdown

Current decline from peak

-0.75%

-4.56%

+3.81%

Average Drawdown

Average peak-to-trough decline

-22.87%

-7.92%

-14.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.17%

1.87%

+3.30%

Volatility

TMLPX vs. BGLYX - Volatility Comparison

Transamerica Energy Infrastructure (TMLPX) has a higher volatility of 4.12% compared to Brookfield Global Listed Infrastructure Fund (BGLYX) at 3.90%. This indicates that TMLPX's price experiences larger fluctuations and is considered to be riskier than BGLYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMLPXBGLYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

3.90%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

7.35%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

17.80%

12.09%

+5.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

13.46%

+3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

15.62%

+6.17%