Correlation
The correlation between NFRA and ASET is 0.63, 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.
NFRA vs. ASET
Compare and contrast key facts about FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and FlexShares Real Assets Allocation Index Fund (ASET).
NFRA and ASET are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ASET is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Real Assets Allocation Total Return. It was launched on Nov 23, 2015. Both NFRA and ASET 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: NFRA or ASET.
Performance
NFRA vs. ASET - Performance Comparison
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Key characteristics
NFRA:
1.40
ASET:
0.67
NFRA:
1.93
ASET:
1.00
NFRA:
1.27
ASET:
1.13
NFRA:
1.93
ASET:
0.69
NFRA:
5.37
ASET:
2.29
NFRA:
3.29%
ASET:
3.96%
NFRA:
12.95%
ASET:
13.86%
NFRA:
-32.49%
ASET:
-36.50%
NFRA:
-0.15%
ASET:
-0.44%
Returns By Period
In the year-to-date period, NFRA achieves a 13.21% return, which is significantly higher than ASET's 9.25% return.
NFRA
13.21%
3.94%
5.53%
15.83%
6.07%
7.70%
5.76%
ASET
9.25%
3.29%
2.06%
7.60%
2.04%
7.69%
N/A
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NFRA vs. ASET - Expense Ratio Comparison
NFRA has a 0.47% expense ratio, which is lower than ASET's 0.57% expense ratio.
Risk-Adjusted Performance
NFRA vs. ASET — Risk-Adjusted Performance Rank
NFRA
ASET
NFRA vs. ASET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and FlexShares Real Assets Allocation Index Fund (ASET). 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.
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Dividends
NFRA vs. ASET - Dividend Comparison
NFRA's dividend yield for the trailing twelve months is around 2.97%, less than ASET's 3.40% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFRA FlexShares STOXX Global Broad Infrastructure Index Fund | 2.97% | 3.33% | 2.57% | 2.28% | 2.71% | 2.22% | 2.27% | 3.06% | 2.81% | 2.98% | 2.47% | 3.01% |
ASET FlexShares Real Assets Allocation Index Fund | 3.40% | 3.71% | 2.88% | 2.70% | 2.49% | 2.08% | 3.08% | 3.04% | 2.26% | 3.29% | 1.11% | 0.00% |
Drawdowns
NFRA vs. ASET - Drawdown Comparison
The maximum NFRA drawdown since its inception was -32.49%, smaller than the maximum ASET drawdown of -36.50%. Use the drawdown chart below to compare losses from any high point for NFRA and ASET.
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Volatility
NFRA vs. ASET - Volatility Comparison
FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and FlexShares Real Assets Allocation Index Fund (ASET) have volatilities of 3.29% and 3.20%, 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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