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IGF vs. NFRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

IGF vs. NFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). The values are adjusted to include any dividend payments, if applicable.

75.00%80.00%85.00%90.00%95.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
87.69%
80.67%
IGF
NFRA

Key characteristics

Sharpe Ratio

IGF:

1.10

NFRA:

0.53

Sortino Ratio

IGF:

1.54

NFRA:

0.78

Omega Ratio

IGF:

1.19

NFRA:

1.10

Calmar Ratio

IGF:

1.30

NFRA:

0.65

Martin Ratio

IGF:

5.55

NFRA:

2.59

Ulcer Index

IGF:

2.36%

NFRA:

2.14%

Daily Std Dev

IGF:

11.85%

NFRA:

10.59%

Max Drawdown

IGF:

-58.33%

NFRA:

-32.49%

Current Drawdown

IGF:

-6.97%

NFRA:

-8.50%

Returns By Period

In the year-to-date period, IGF achieves a 12.00% return, which is significantly higher than NFRA's 3.85% return. Over the past 10 years, IGF has outperformed NFRA with an annualized return of 4.96%, while NFRA has yielded a comparatively lower 4.51% annualized return.


IGF

YTD

12.00%

1M

-4.77%

6M

7.77%

1Y

11.90%

5Y*

4.12%

10Y*

4.96%

NFRA

YTD

3.85%

1M

-5.33%

6M

3.84%

1Y

4.89%

5Y*

2.71%

10Y*

4.51%

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


IGF vs. NFRA - Expense Ratio Comparison

IGF has a 0.46% expense ratio, which is lower than NFRA's 0.47% expense ratio.


NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
Expense ratio chart for NFRA: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for IGF: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

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.


Sharpe ratio
The chart of Sharpe ratio for IGF, currently valued at 1.10, compared to the broader market0.002.004.001.100.53
The chart of Sortino ratio for IGF, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.540.78
The chart of Omega ratio for IGF, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.10
The chart of Calmar ratio for IGF, currently valued at 1.30, compared to the broader market0.005.0010.0015.001.300.65
The chart of Martin ratio for IGF, currently valued at 5.55, compared to the broader market0.0020.0040.0060.0080.00100.005.552.59
IGF
NFRA

The current IGF Sharpe Ratio is 1.10, which is higher than the NFRA Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of IGF 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.10
0.53
IGF
NFRA

Dividends

IGF vs. NFRA - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 5.07%, more than NFRA's 1.89% yield.


TTM20232022202120202019201820172016201520142013
IGF
iShares Global Infrastructure ETF
5.07%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
1.89%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.97%
-8.50%
IGF
NFRA

Volatility

IGF vs. NFRA - Volatility Comparison

iShares Global Infrastructure ETF (IGF) has a higher volatility of 4.00% compared to FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) at 3.41%. 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.


2.00%2.50%3.00%3.50%4.00%JulyAugustSeptemberOctoberNovemberDecember
4.00%
3.41%
IGF
NFRA
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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.

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