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NFRA vs. BKGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NFRA vs. BKGI - Performance Comparison

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

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NFRA vs. BKGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.94%18.42%4.76%8.96%5.83%
BKGI
Bny Mellon Global Infrastructure Income ETF
10.41%37.53%12.35%9.72%8.54%

Returns By Period

In the year-to-date period, NFRA achieves a 5.94% return, which is significantly lower than BKGI's 10.41% return.


NFRA

1D
1.51%
1M
-4.83%
YTD
5.94%
6M
6.34%
1Y
17.73%
3Y*
11.49%
5Y*
6.00%
10Y*
7.17%

BKGI

1D
1.11%
1M
-3.70%
YTD
10.41%
6M
15.93%
1Y
32.81%
3Y*
21.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NFRA vs. BKGI - Expense Ratio Comparison

NFRA has a 0.47% expense ratio, which is lower than BKGI's 0.65% expense ratio.


Return for Risk

NFRA vs. BKGI — Risk / Return Rank

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

NFRA
NFRA Risk / Return Rank: 7979
Overall Rank
NFRA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 7878
Sortino Ratio Rank
NFRA Omega Ratio Rank: 7777
Omega Ratio Rank
NFRA Calmar Ratio Rank: 8282
Calmar Ratio Rank
NFRA Martin Ratio Rank: 8080
Martin Ratio Rank

BKGI
BKGI Risk / Return Rank: 9494
Overall Rank
BKGI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BKGI Sortino Ratio Rank: 9393
Sortino Ratio Rank
BKGI Omega Ratio Rank: 9595
Omega Ratio Rank
BKGI Calmar Ratio Rank: 9191
Calmar Ratio Rank
BKGI Martin Ratio Rank: 9595
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.

NFRA vs. BKGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and Bny Mellon Global Infrastructure Income ETF (BKGI). 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.


NFRABKGIDifference

Sharpe ratio

Return per unit of total volatility

1.42

2.25

-0.83

Sortino ratio

Return per unit of downside risk

1.98

2.84

-0.86

Omega ratio

Gain probability vs. loss probability

1.28

1.46

-0.18

Calmar ratio

Return relative to maximum drawdown

2.31

3.13

-0.82

Martin ratio

Return relative to average drawdown

8.54

15.90

-7.37

NFRA vs. BKGI - Sharpe Ratio Comparison

The current NFRA Sharpe Ratio is 1.42, which is lower than the BKGI Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of NFRA and BKGI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NFRABKGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.25

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.66

-1.19

Correlation

The correlation between NFRA and BKGI is 0.81, 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.


Dividends

NFRA vs. BKGI - Dividend Comparison

NFRA's dividend yield for the trailing twelve months is around 5.69%, more than BKGI's 2.40% yield.


TTM20252024202320222021202020192018201720162015
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.69%6.00%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%
BKGI
Bny Mellon Global Infrastructure Income ETF
2.40%2.65%4.55%4.55%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NFRA vs. BKGI - Drawdown Comparison

The maximum NFRA drawdown since its inception was -32.49%, which is greater than BKGI's maximum drawdown of -14.79%. Use the drawdown chart below to compare losses from any high point for NFRA and BKGI.


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Drawdown Indicators


NFRABKGIDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-14.79%

-17.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-10.35%

+2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

Current Drawdown

Current decline from peak

-4.83%

-3.76%

-1.07%

Average Drawdown

Average peak-to-trough decline

-4.56%

-2.60%

-1.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.04%

+0.08%

Volatility

NFRA vs. BKGI - Volatility Comparison

FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and Bny Mellon Global Infrastructure Income ETF (BKGI) have volatilities of 4.51% and 4.74%, 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


NFRABKGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

4.74%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

7.91%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.55%

14.67%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

14.07%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

14.07%

+0.89%