TOLIX vs. BGLYX

Last updated Jun 4, 2026

TOLIX (DWS RREEF Global Infrastructure Fund) and BGLYX (Brookfield Global Listed Infrastructure Fund) are both Energy Equities funds. Over the past 10 years, TOLIX returned 6.64%/yr vs 6.39%/yr for BGLYX. Their correlation of 0.94 suggests significant overlap in exposure. TOLIX charges 1.03%/yr vs 1.00%/yr for BGLYX.

Performance

TOLIX vs. BGLYX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with TOLIX having a 8.74% return and BGLYX slightly lower at 8.61%. Both investments have delivered pretty close results over the past 10 years, with TOLIX having a 6.64% annualized return and BGLYX not far behind at 6.39%.

TOLIX

• 1D: 0.85%
• 1M: -2.23%
• YTD: 8.74%
• 6M: 9.17%
• 1Y: 10.18%
• 3Y*: 12.07%
• 5Y*: 6.17%
• 10Y*: 6.64%

BGLYX

• 1D: 1.30%
• 1M: -3.33%
• YTD: 8.61%
• 6M: 8.20%
• 1Y: 14.02%
• 3Y*: 11.28%
• 5Y*: 6.97%
• 10Y*: 6.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TOLIX vs. BGLYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TOLIX DWS RREEF Global Infrastructure Fund	8.74%	12.73%	11.98%	1.93%	-9.26%	20.37%	-1.90%	29.21%	-11.05%	13.61%
BGLYX Brookfield Global Listed Infrastructure Fund	8.61%	13.04%	9.01%	3.32%	-5.47%	16.13%	-3.25%	25.44%	-8.06%	10.79%

Correlation

The correlation between TOLIX and BGLYX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Dec 2, 2011	0.94

The correlation between TOLIX and BGLYX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

Return for Risk

TOLIX vs. BGLYX — Risk / Return Rank

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

TOLIX

TOLIX Risk / Return Rank: 14
TOLIX Sharpe Ratio Rank: 12
TOLIX Sortino Ratio Rank: 12
TOLIX Omega Ratio Rank: 11
TOLIX Calmar Ratio Rank: 19
TOLIX Martin Ratio Rank: 15

BGLYX

BGLYX Risk / Return Rank: 26
BGLYX Sharpe Ratio Rank: 21
BGLYX Sortino Ratio Rank: 20
BGLYX Omega Ratio Rank: 20
BGLYX Calmar Ratio Rank: 34
BGLYX Martin Ratio Rank: 32

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.

TOLIX vs. BGLYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS RREEF Global Infrastructure Fund (TOLIX) 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.

	TOLIX	BGLYX	Difference
Sharpe ratio: Return per unit of total volatility	0.90	1.31	-0.42
Sortino ratio: Return per unit of downside risk	1.33	1.88	-0.56
Omega ratio: Gain probability vs. loss probability	1.16	1.23	-0.08
Calmar ratio: Return relative to maximum drawdown	1.61	2.19	-0.58
Martin ratio: Return relative to average drawdown	4.28	7.21	-2.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TOLIX vs. BGLYX - Sharpe Ratio Comparison

The current TOLIX Sharpe Ratio is 0.90, which is lower than the BGLYX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TOLIX and BGLYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TOLIX	BGLYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.31	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.51	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.41	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.48	-0.04

Drawdowns

TOLIX vs. BGLYX - Drawdown Comparison

The maximum TOLIX drawdown since its inception was -42.68%, which is greater than BGLYX's maximum drawdown of -36.54%. Use the drawdown chart below to compare losses from any high point for TOLIX and BGLYX.

Drawdown Indicators

	TOLIX	BGLYX	Difference
Max Drawdown Largest peak-to-trough decline	-42.68%	-36.54%	-6.14%
Max Drawdown (1Y) Largest decline over 1 year	-6.05%	-6.32%	+0.27%
Max Drawdown (3Y) Largest decline over 3 years	-14.51%	-14.56%	+0.05%
Max Drawdown (5Y) Largest decline over 5 years	-25.01%	-20.94%	-4.07%
Max Drawdown (10Y) Largest decline over 10 years	-35.19%	-36.54%	+1.35%
Current Drawdown Current decline from peak	-4.91%	-4.48%	-0.43%
Average Drawdown Average peak-to-trough decline	-7.12%	-7.85%	+0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	1.92%	+0.37%

Volatility

TOLIX vs. BGLYX - Volatility Comparison

DWS RREEF Global Infrastructure Fund (TOLIX) and Brookfield Global Listed Infrastructure Fund (BGLYX) have volatilities of 3.59% and 3.58%, 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.

Volatility by Period

	TOLIX	BGLYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	3.58%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	8.66%	8.55%	+0.11%
Volatility (1Y) Calculated over the trailing 1-year period	10.88%	10.54%	+0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.18%	13.60%	+0.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.91%	15.64%	+0.27%

TOLIX vs. BGLYX - Expense Ratio Comparison

TOLIX has a 1.03% expense ratio, which is higher than BGLYX's 1.00% expense ratio.

Dividends

TOLIX vs. BGLYX - Dividend Comparison

TOLIX's dividend yield for the trailing twelve months is around 10.07%, less than BGLYX's 28.53% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGLYX Brookfield Global Listed Infrastructure Fund	28.53%	30.30%	1.89%	1.88%	7.34%	4.53%	3.71%	3.94%	4.31%	4.03%	4.09%	4.03%
TOLIX DWS RREEF Global Infrastructure Fund	10.07%	10.99%	9.47%	2.67%	8.92%	6.06%	1.68%	2.00%	2.57%	2.10%	1.34%	1.86%

Frequently Asked Questions

Can I hold both TOLIX and BGLYX in my portfolio?

With a correlation of 0.91, TOLIX and BGLYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TOLIX or BGLYX?

TOLIX has higher volatility (3.59%) compared to BGLYX (3.58%). In terms of maximum drawdown, TOLIX dropped -42.68% vs BGLYX's -36.54%.

Which has better risk-adjusted returns?

BGLYX currently has the higher Sharpe Ratio (1.31 vs 0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.