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FEIG vs. NFRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FEIG vs. NFRA

Last updated Apr 1, 2026

Compare and contrast key facts about FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA).

FEIG and NFRA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEIG is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Investment Grade U.S. Corporate Core TR. It was launched on Sep 20, 2021. NFRA is a passively managed fund by FlexShares that tracks the performance of the STOXX Global Broad Infrastructure Index. It was launched on Oct 8, 2013. Both FEIG and NFRA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FEIG vs. NFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). The values are adjusted to include any dividend payments, if applicable.

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FEIG vs. NFRA - Yearly Performance Comparison

2026 (YTD)20252024202320222021
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund		-0.26%7.31%1.75%8.57%-15.91%-1.46%
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund		5.94%18.42%4.76%8.96%-10.11%1.89%

Returns By Period

In the year-to-date period, FEIG achieves a -0.26% return, which is significantly lower than NFRA's 5.94% return.

FEIG

1D
0.63%
1M
-1.70%
YTD
-0.26%
6M
0.40%
1Y
4.83%
3Y*
4.39%
5Y*
—
10Y*
—

NFRA

1D
1.51%
1M
-4.83%
YTD
5.94%
6M
6.34%
1Y
17.73%
3Y*
11.49%
5Y*
6.00%
10Y*
7.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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FlexShares ESG & Climate Investment Grade Corporate Core Index Fund

FlexShares STOXX Global Broad Infrastructure Index Fund

Often compared with FEIG:
FEIG vs. GABFFEIG vs. QDEFFEIG vs. RAVIFEIG vs. QDFFEIG vs. FEUS
Often compared with NFRA:
NFRA vs. IGFNFRA vs. IFRANFRA vs. PAVENFRA vs. GIINFRA vs. ENFRNFRA vs. ASETNFRA vs. GRID

FEIG vs. NFRA - Expense Ratio Comparison

FEIG has a 0.12% expense ratio, which is lower than NFRA's 0.47% expense ratio.

NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund

Return for Risk

FEIG vs. NFRA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FEIG
FEIG Risk / Return Rank: 5050
Overall Rank
FEIG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FEIG Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEIG Omega Ratio Rank: 4141
Omega Ratio Rank
FEIG Calmar Ratio Rank: 6666
Calmar Ratio Rank
FEIG Martin Ratio Rank: 5252
Martin Ratio Rank
NFRA
NFRA Risk / Return Rank: 7979
Overall Rank
NFRA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 7878
Sortino Ratio Rank
NFRA Omega Ratio Rank: 7777
Omega Ratio Rank
NFRA Calmar Ratio Rank: 8282
Calmar Ratio Rank
NFRA Martin Ratio Rank: 8080
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.

FEIG vs. NFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). 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.

FEIGNFRADifference

Sharpe ratio

Return per unit of total volatility

0.90

1.42

-0.52

Sortino ratio

Return per unit of downside risk

1.26

1.98

-0.72

Omega ratio

Gain probability vs. loss probability

1.17

1.28

-0.11

Calmar ratio

Return relative to maximum drawdown

1.74

2.31

-0.57

Martin ratio

Return relative to average drawdown

5.18

8.54

-3.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEIG vs. NFRA - Sharpe Ratio Comparison

The current FEIG Sharpe Ratio is 0.90, which is lower than the NFRA Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of FEIG and NFRA, 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

FEIGNFRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.42

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.47

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.48

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.47

-0.53

Correlation

The correlation between FEIG and NFRA is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FEIG vs. NFRA - Dividend Comparison

FEIG's dividend yield for the trailing twelve months is around 4.80%, less than NFRA's 5.69% yield.

TTM20252024202320222021202020192018201720162015
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund		4.80%4.84%4.65%4.21%2.99%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund		5.69%6.00%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%

Drawdowns

FEIG vs. NFRA - Drawdown Comparison

The maximum FEIG drawdown since its inception was -22.26%, smaller than the maximum NFRA drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for FEIG and NFRA.

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Drawdown Indicators

FEIGNFRADifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-32.49%

+10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-7.84%

+4.96%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.75%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.49%

—

Current Drawdown

Current decline from peak

-2.28%

-4.83%

+2.55%

Average Drawdown

Average peak-to-trough decline

-9.81%

-4.56%

-5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

2.12%

-1.15%

Volatility

FEIG vs. NFRA - Volatility Comparison

The current volatility for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) is 2.22%, while FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) has a volatility of 4.51%. This indicates that FEIG experiences smaller price fluctuations and is considered to be less risky than NFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FEIGNFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

4.51%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

7.58%

-4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

5.36%

12.55%

-7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.49%

12.90%

-5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.49%

14.96%

-7.47%