PortfoliosLab logoPortfoliosLab logo
NFRA vs. FEIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFRA vs. FEIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NFRA achieves a 8.93% return, which is significantly higher than FEIG's 0.48% return.


NFRA

1D
-1.08%
1M
0.27%
YTD
8.93%
6M
9.67%
1Y
13.59%
3Y*
12.91%
5Y*
5.56%
10Y*
7.17%

FEIG

1D
-0.22%
1M
0.74%
YTD
0.48%
6M
0.30%
1Y
5.75%
3Y*
4.94%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFRA vs. FEIG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
8.93%18.42%4.76%8.96%-10.11%1.89%
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
0.48%7.31%1.75%8.57%-15.91%-1.46%

Correlation

The correlation between NFRA and FEIG is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2021

0.43

Compare stocks, funds, or ETFs

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


Return for Risk

NFRA vs. FEIG — Risk / Return Rank

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

NFRA
NFRA Risk / Return Rank: 3737
Overall Rank
NFRA Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 3636
Sortino Ratio Rank
NFRA Omega Ratio Rank: 3535
Omega Ratio Rank
NFRA Calmar Ratio Rank: 3838
Calmar Ratio Rank
NFRA Martin Ratio Rank: 3838
Martin Ratio Rank

FEIG
FEIG Risk / Return Rank: 3838
Overall Rank
FEIG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FEIG Sortino Ratio Rank: 3838
Sortino Ratio Rank
FEIG Omega Ratio Rank: 3535
Omega Ratio Rank
FEIG Calmar Ratio Rank: 4242
Calmar Ratio Rank
FEIG Martin Ratio Rank: 4040
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. FEIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG). 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.


NFRAFEIGDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.31

+0.01

Sortino ratio

Return per unit of downside risk

1.89

1.94

-0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.87

2.05

-0.18

Martin ratio

Return relative to average drawdown

6.01

6.26

-0.25

NFRA vs. FEIG - Sharpe Ratio Comparison

The current NFRA Sharpe Ratio is 1.32, which is comparable to the FEIG Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of NFRA and FEIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


NFRAFEIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.31

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

-0.04

+0.52

Drawdowns

NFRA vs. FEIG - Drawdown Comparison

The maximum NFRA drawdown since its inception was -32.49%, which is greater than FEIG's maximum drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for NFRA and FEIG.


Loading charts...

Drawdown Indicators


NFRAFEIGDifference

Max Drawdown

Largest peak-to-trough decline

-32.49%

-22.26%

-10.23%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-2.81%

-4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-11.15%

-6.67%

-4.48%

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

-2.15%

-1.56%

-0.59%

Average Drawdown

Average peak-to-trough decline

-4.53%

-9.52%

+4.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

0.92%

+1.35%

Volatility

NFRA vs. FEIG - Volatility Comparison

FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) has a higher volatility of 3.35% compared to FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) at 1.48%. This indicates that NFRA's price experiences larger fluctuations and is considered to be riskier than FEIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NFRAFEIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

1.48%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

3.24%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

10.37%

4.40%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

7.40%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

7.40%

+7.57%

NFRA vs. FEIG - Expense Ratio Comparison

NFRA has a 0.47% expense ratio, which is higher than FEIG's 0.12% expense ratio.


Dividends

NFRA vs. FEIG - Dividend Comparison

NFRA's dividend yield for the trailing twelve months is around 5.54%, more than FEIG's 4.75% yield.


PositionTTM20252024202320222021202020192018201720162015
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
4.75%4.84%4.65%4.21%2.99%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.54%6.00%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%

Frequently Asked Questions


NFRA and FEIG have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFRA has higher volatility (3.35%) compared to FEIG (1.48%). In terms of maximum drawdown, NFRA dropped -32.49% vs FEIG's -22.26%.

On 3-year performance, NFRA leads with 12.91% vs 4.94% for FEIG. On fees, FEIG is cheaper at 0.12% per year. On volatility, FEIG has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NFRA has performed better with a 12.91% return vs 4.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEIG is cheaper with a 0.12% expense ratio, compared with 0.47% for NFRA.

NFRA has the higher dividend yield at 5.54%, compared with 4.75% for FEIG.

NFRA is categorized as Utilities Equities, while FEIG is Corporate Bonds. NFRA tracks STOXX Global Broad Infrastructure Index, while FEIG tracks Northern Trust ESG & Climate Investment Grade U.S. Corporate Core TR. Their fees differ too: 0.47% for NFRA and 0.12% for FEIG.

NFRA currently has the higher Sharpe Ratio (1.32 vs 1.31), 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

Find the right allocation for NFRA and FEIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer