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TOLIX vs. FMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TOLIX vs. FMGIX - Performance Comparison

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

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TOLIX vs. FMGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TOLIX
DWS RREEF Global Infrastructure Fund
9.00%12.73%11.98%1.93%-9.26%20.37%-1.90%29.21%-11.05%13.61%
FMGIX
Frontier MFG Core Infrastructure Fund
6.75%22.67%34.26%4.86%-9.46%13.84%-1.36%28.00%-6.62%20.25%

Returns By Period

In the year-to-date period, TOLIX achieves a 9.00% return, which is significantly higher than FMGIX's 6.75% return. Over the past 10 years, TOLIX has underperformed FMGIX with an annualized return of 7.12%, while FMGIX has yielded a comparatively higher 10.03% annualized return.


TOLIX

1D
0.42%
1M
-4.57%
YTD
9.00%
6M
8.46%
1Y
14.76%
3Y*
11.49%
5Y*
7.92%
10Y*
7.12%

FMGIX

1D
0.80%
1M
-5.22%
YTD
6.75%
6M
8.05%
1Y
20.40%
3Y*
20.79%
5Y*
13.22%
10Y*
10.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TOLIX vs. FMGIX - Expense Ratio Comparison

TOLIX has a 1.03% expense ratio, which is higher than FMGIX's 0.50% expense ratio.


Return for Risk

TOLIX vs. FMGIX — Risk / Return Rank

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

TOLIX
TOLIX Risk / Return Rank: 6868
Overall Rank
TOLIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TOLIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
TOLIX Omega Ratio Rank: 5858
Omega Ratio Rank
TOLIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
TOLIX Martin Ratio Rank: 7979
Martin Ratio Rank

FMGIX
FMGIX Risk / Return Rank: 8888
Overall Rank
FMGIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FMGIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FMGIX Omega Ratio Rank: 8383
Omega Ratio Rank
FMGIX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FMGIX Martin Ratio Rank: 9191
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.

TOLIX vs. FMGIX - Risk-Adjusted Trends Comparison

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


TOLIXFMGIXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.75

-0.59

Sortino ratio

Return per unit of downside risk

1.57

2.26

-0.69

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.81

2.81

-1.00

Martin ratio

Return relative to average drawdown

7.72

10.65

-2.93

TOLIX vs. FMGIX - Sharpe Ratio Comparison

The current TOLIX Sharpe Ratio is 1.16, which is lower than the FMGIX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of TOLIX and FMGIX, 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


TOLIXFMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.75

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.47

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.19

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.24

+0.21

Correlation

The correlation between TOLIX and FMGIX is 0.89, 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

TOLIX vs. FMGIX - Dividend Comparison

TOLIX's dividend yield for the trailing twelve months is around 10.04%, less than FMGIX's 31.50% yield.


TTM20252024202320222021202020192018201720162015
TOLIX
DWS RREEF Global Infrastructure Fund
10.04%10.99%9.47%2.67%8.92%6.06%1.68%2.00%2.57%2.10%1.34%1.86%
FMGIX
Frontier MFG Core Infrastructure Fund
31.50%33.65%48.77%4.79%3.98%2.63%2.38%2.63%3.09%3.15%2.83%2.79%

Drawdowns

TOLIX vs. FMGIX - Drawdown Comparison

The maximum TOLIX drawdown since its inception was -42.68%, smaller than the maximum FMGIX drawdown of -57.57%. Use the drawdown chart below to compare losses from any high point for TOLIX and FMGIX.


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Drawdown Indicators


TOLIXFMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.68%

-57.57%

+14.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-7.74%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

-26.61%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

-57.57%

+22.38%

Current Drawdown

Current decline from peak

-4.68%

-5.22%

+0.54%

Average Drawdown

Average peak-to-trough decline

-7.15%

-5.37%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.04%

+0.01%

Volatility

TOLIX vs. FMGIX - Volatility Comparison

The current volatility for DWS RREEF Global Infrastructure Fund (TOLIX) is 3.72%, while Frontier MFG Core Infrastructure Fund (FMGIX) has a volatility of 3.97%. This indicates that TOLIX experiences smaller price fluctuations and is considered to be less risky than FMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TOLIXFMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.97%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

6.97%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

11.91%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

28.44%

-14.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

52.56%

-36.69%