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IGF vs. RIFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGF vs. RIFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Infrastructure ETF (IGF) and Russell Investments Global Infrastructure ETF (RIFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGF achieves a 9.67% return, which is significantly lower than RIFR's 10.16% return.


IGF

1D
-0.03%
1M
-0.16%
YTD
9.67%
6M
8.98%
1Y
17.62%
3Y*
16.78%
5Y*
10.70%
10Y*
8.79%

RIFR

1D
0.35%
1M
-0.61%
YTD
10.16%
6M
10.36%
1Y
15.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. RIFR - Yearly Performance Comparison


Correlation

The correlation between IGF and RIFR is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.82

The correlation between IGF and RIFR has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

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Return for Risk

IGF vs. RIFR — Risk / Return Rank

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

IGF
IGF Risk / Return Rank: 5353
Overall Rank
IGF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5151
Sortino Ratio Rank
IGF Omega Ratio Rank: 4949
Omega Ratio Rank
IGF Calmar Ratio Rank: 6464
Calmar Ratio Rank
IGF Martin Ratio Rank: 5151
Martin Ratio Rank

RIFR
RIFR Risk / Return Rank: 4545
Overall Rank
RIFR Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RIFR Sortino Ratio Rank: 4242
Sortino Ratio Rank
RIFR Omega Ratio Rank: 4242
Omega Ratio Rank
RIFR Calmar Ratio Rank: 4949
Calmar Ratio Rank
RIFR Martin Ratio Rank: 4545
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.

IGF vs. RIFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and Russell Investments Global Infrastructure ETF (RIFR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGFRIFRDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

3.02

2.22

+0.79

Martin ratioReturn relative to average drawdown

8.52

6.82

+1.70

IGF vs. RIFR - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.68, which is comparable to the RIFR Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IGF and RIFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGF vs. RIFR - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than RIFR's maximum drawdown of -6.80%. Use the drawdown chart below to compare losses from any high point for IGF and RIFR.


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Drawdown Indicators


IGFRIFRDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-6.80%

-51.53%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-6.80%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

Current Drawdown

Current decline from peak

-2.99%

-2.82%

-0.17%

Average Drawdown

Average peak-to-trough decline

-11.84%

-1.66%

-10.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.21%

-0.14%

Volatility

IGF vs. RIFR - Volatility Comparison

iShares Global Infrastructure ETF (IGF) and Russell Investments Global Infrastructure ETF (RIFR) have volatilities of 3.35% and 3.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGFRIFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.31%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

8.69%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

10.56%

10.64%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

10.67%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

10.67%

+6.06%

IGF vs. RIFR - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is lower than RIFR's 0.59% expense ratio.


Dividends

IGF vs. RIFR - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.91%, more than RIFR's 0.89% yield.


PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF
2.91%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
RIFR
Russell Investments Global Infrastructure ETF
0.89%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IGF and RIFR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGF has higher volatility (3.35%) compared to RIFR (3.31%). In terms of maximum drawdown, IGF dropped -58.33% vs RIFR's -6.80%.

On 1-year performance, IGF leads with 17.62% vs 15.06% for RIFR. On fees, IGF is cheaper at 0.39% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IGF has performed better with a 17.62% return vs 15.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGF is cheaper with a 0.39% expense ratio, compared with 0.59% for RIFR.

IGF has the higher dividend yield at 2.91%, compared with 0.89% for RIFR.

They also come from different issuers: iShares and Russell. Their fees differ too: 0.39% for IGF and 0.59% for RIFR.

IGF currently has the higher Sharpe Ratio (1.68 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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