PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IFGL vs. STAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFGL and STAG is 0.48, 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.


-0.50.00.51.00.5

Performance

IFGL vs. STAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Real Estate ETF (IFGL) and STAG Industrial, Inc. (STAG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2025FebruaryMarch
19.68%
536.98%
IFGL
STAG

Key characteristics

Sharpe Ratio

IFGL:

0.11

STAG:

0.09

Sortino Ratio

IFGL:

0.26

STAG:

0.27

Omega Ratio

IFGL:

1.03

STAG:

1.03

Calmar Ratio

IFGL:

0.05

STAG:

0.08

Martin Ratio

IFGL:

0.19

STAG:

0.21

Ulcer Index

IFGL:

8.44%

STAG:

8.85%

Daily Std Dev

IFGL:

14.70%

STAG:

19.99%

Max Drawdown

IFGL:

-70.14%

STAG:

-45.08%

Current Drawdown

IFGL:

-28.85%

STAG:

-12.98%

Returns By Period

In the year-to-date period, IFGL achieves a 1.71% return, which is significantly lower than STAG's 8.87% return. Over the past 10 years, IFGL has underperformed STAG with an annualized return of -0.23%, while STAG has yielded a comparatively higher 10.15% annualized return.


IFGL

YTD

1.71%

1M

-0.71%

6M

-10.28%

1Y

0.77%

5Y*

-4.46%

10Y*

-0.23%

STAG

YTD

8.87%

1M

6.77%

6M

-6.50%

1Y

1.94%

5Y*

9.44%

10Y*

10.15%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IFGL vs. STAG — Risk-Adjusted Performance Rank

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

IFGL
The Risk-Adjusted Performance Rank of IFGL is 1515
Overall Rank
The Sharpe Ratio Rank of IFGL is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of IFGL is 1515
Sortino Ratio Rank
The Omega Ratio Rank of IFGL is 1515
Omega Ratio Rank
The Calmar Ratio Rank of IFGL is 1414
Calmar Ratio Rank
The Martin Ratio Rank of IFGL is 1414
Martin Ratio Rank

STAG
The Risk-Adjusted Performance Rank of STAG is 4848
Overall Rank
The Sharpe Ratio Rank of STAG is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of STAG is 4343
Sortino Ratio Rank
The Omega Ratio Rank of STAG is 4141
Omega Ratio Rank
The Calmar Ratio Rank of STAG is 5353
Calmar Ratio Rank
The Martin Ratio Rank of STAG is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IFGL vs. STAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and STAG Industrial, Inc. (STAG). 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.


Sharpe ratio
The chart of Sharpe ratio for IFGL, currently valued at 0.11, compared to the broader market0.002.004.000.110.09
The chart of Sortino ratio for IFGL, currently valued at 0.26, compared to the broader market-2.000.002.004.006.008.0010.000.260.27
The chart of Omega ratio for IFGL, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.03
The chart of Calmar ratio for IFGL, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.050.08
The chart of Martin ratio for IFGL, currently valued at 0.19, compared to the broader market0.0020.0040.0060.0080.00100.000.190.21
IFGL
STAG

The current IFGL Sharpe Ratio is 0.11, which is comparable to the STAG Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of IFGL and STAG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2025FebruaryMarch
0.11
0.09
IFGL
STAG

Dividends

IFGL vs. STAG - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 4.75%, more than STAG's 4.05% yield.


TTM20242023202220212020201920182017201620152014
IFGL
iShares International Developed Real Estate ETF
4.75%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%3.56%
STAG
STAG Industrial, Inc.
4.05%4.38%3.74%4.52%3.02%4.60%4.53%5.71%5.14%5.82%7.40%5.27%

Drawdowns

IFGL vs. STAG - Drawdown Comparison

The maximum IFGL drawdown since its inception was -70.14%, which is greater than STAG's maximum drawdown of -45.08%. Use the drawdown chart below to compare losses from any high point for IFGL and STAG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2025FebruaryMarch
-28.85%
-12.98%
IFGL
STAG

Volatility

IFGL vs. STAG - Volatility Comparison

The current volatility for iShares International Developed Real Estate ETF (IFGL) is 3.87%, while STAG Industrial, Inc. (STAG) has a volatility of 4.21%. This indicates that IFGL experiences smaller price fluctuations and is considered to be less risky than STAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2025FebruaryMarch
3.87%
4.21%
IFGL
STAG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab