IGF vs. NFRA
Compare and contrast key facts about iShares Global Infrastructure ETF (IGF) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA).
IGF and NFRA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGF is a passively managed fund by iShares that tracks the performance of the S&P Global Infrastructure Index. It was launched on Dec 10, 2007. 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 IGF 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IGF or NFRA.
Performance
IGF vs. NFRA - Performance Comparison
Returns By Period
In the year-to-date period, IGF achieves a 19.62% return, which is significantly higher than NFRA's 10.26% return. Over the past 10 years, IGF has outperformed NFRA with an annualized return of 5.60%, while NFRA has yielded a comparatively lower 4.97% annualized return.
IGF
19.62%
1.37%
13.42%
26.13%
6.33%
5.60%
NFRA
10.26%
-1.09%
9.69%
16.78%
4.59%
4.97%
Key characteristics
| IGF | NFRA | |
|---|---|---|
| Sharpe Ratio | 2.25 | 1.63 |
| Sortino Ratio | 3.07 | 2.30 |
| Omega Ratio | 1.39 | 1.29 |
| Calmar Ratio | 2.64 | 1.76 |
| Martin Ratio | 11.91 | 9.02 |
| Ulcer Index | 2.22% | 1.88% |
| Daily Std Dev | 11.76% | 10.42% |
| Max Drawdown | -58.33% | -32.49% |
| Current Drawdown | 0.00% | -2.85% |
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IGF vs. NFRA - Expense Ratio Comparison
IGF has a 0.46% expense ratio, which is lower than NFRA's 0.47% expense ratio.
Correlation
The correlation between IGF and NFRA 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.
Risk-Adjusted Performance
IGF vs. NFRA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) 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.
Dividends
IGF vs. NFRA - Dividend Comparison
IGF's dividend yield for the trailing twelve months is around 3.14%, more than NFRA's 2.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 3.14% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.99% | 3.24% | 3.00% | 3.45% |
NFRA FlexShares STOXX Global Broad Infrastructure Index Fund | 2.43% | 2.57% | 2.28% | 2.71% | 2.22% | 2.27% | 3.06% | 2.81% | 2.98% | 2.47% | 3.01% | 0.14% |
Drawdowns
IGF vs. NFRA - Drawdown Comparison
The maximum IGF drawdown since its inception was -58.33%, which is greater than NFRA's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for IGF and NFRA. For additional features, visit the drawdowns tool.
Volatility
IGF vs. NFRA - Volatility Comparison
iShares Global Infrastructure ETF (IGF) has a higher volatility of 3.98% compared to FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) at 2.41%. This indicates that IGF's price experiences larger fluctuations and is considered to be riskier than NFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.