IGF vs. VFINX
IGF (iShares Global Infrastructure ETF) and VFINX (Vanguard 500 Index Fund Investor Shares) are both funds - IGF is a Industrials Equities fund tracking the S&P Global Infrastructure Index, while VFINX is a Large Cap Blend Equities fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IGF returned 8.53%/yr vs 15.00%/yr for VFINX. A 0.73 correlation means they provide meaningful diversification when combined. IGF charges 0.39%/yr vs 0.14%/yr for VFINX.
Performance
IGF vs. VFINX - Performance Comparison
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Returns By Period
In the year-to-date period, IGF achieves a 8.95% return, which is significantly higher than VFINX's 6.66% return. Over the past 10 years, IGF has underperformed VFINX with an annualized return of 8.53%, while VFINX has yielded a comparatively higher 15.00% annualized return.
IGF
- 1D
- 1.21%
- 1M
- -0.77%
- YTD
- 8.95%
- 6M
- 9.24%
- 1Y
- 16.47%
- 3Y*
- 16.15%
- 5Y*
- 10.07%
- 10Y*
- 8.53%
VFINX
- 1D
- -1.62%
- 1M
- -1.70%
- YTD
- 6.66%
- 6M
- 5.86%
- 1Y
- 21.97%
- 3Y*
- 20.58%
- 5Y*
- 12.79%
- 10Y*
- 15.00%
IGF vs. VFINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 8.95% | 21.31% | 14.81% | 6.14% | -1.26% | 11.57% | -6.50% | 25.82% | -9.95% | 19.31% |
VFINX Vanguard 500 Index Fund Investor Shares | 6.66% | 17.71% | 24.84% | 26.12% | -18.24% | 28.53% | 18.20% | 31.33% | -4.55% | 21.66% |
Correlation
The correlation between IGF and VFINX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2007 | 0.73 |
Over the past year, the correlation between IGF and VFINX has dropped to 0.46 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
IGF vs. VFINX — Risk / Return Rank
IGF
VFINX
IGF vs. VFINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.
| IGF | VFINX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.44 | +0.38 |
| Martin ratioReturn relative to average drawdown | 8.14 | 11.11 | -2.97 |
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Drawdowns
IGF vs. VFINX - Drawdown Comparison
The maximum IGF drawdown since its inception was -58.33%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IGF and VFINX.
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Drawdown Indicators
| IGF | VFINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.33% | -55.25% | -3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -8.92% | +3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.28% | -18.76% | +4.48% |
Max Drawdown (5Y)Largest decline over 5 years | -20.83% | -24.59% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -42.11% | -33.83% | -8.28% |
Current DrawdownCurrent decline from peak | -3.63% | -4.46% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -11.86% | -8.28% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.95% | +0.08% |
Volatility
IGF vs. VFINX - Volatility Comparison
The current volatility for iShares Global Infrastructure ETF (IGF) is 3.81%, while Vanguard 500 Index Fund Investor Shares (VFINX) has a volatility of 4.04%. This indicates that IGF experiences smaller price fluctuations and is considered to be less risky than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGF | VFINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 4.04% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.71% | 9.56% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.57% | 12.26% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 16.96% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.83% | 18.09% | -1.26% |
IGF vs. VFINX - Expense Ratio Comparison
IGF has a 0.39% expense ratio, which is higher than VFINX's 0.14% expense ratio.
Dividends
IGF vs. VFINX - Dividend Comparison
IGF's dividend yield for the trailing twelve months is around 2.96%, more than VFINX's 0.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 2.96% | 3.23% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% |
VFINX Vanguard 500 Index Fund Investor Shares | 0.97% | 1.02% | 1.14% | 1.36% | 1.57% | 1.15% | 1.45% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% |
Frequently Asked Questions
IGF and VFINX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFINX has higher volatility (4.04%) compared to IGF (3.81%). In terms of maximum drawdown, IGF dropped -58.33% vs VFINX's -55.25%.
VFINX currently has the higher Sharpe Ratio (1.77 vs 1.57), 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.
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