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NFRA vs. IFRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NFRA and IFRA is 0.77, 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.


-0.50.00.51.00.8

Performance

NFRA vs. IFRA - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.15%
9.86%
NFRA
IFRA

Key characteristics

Sharpe Ratio

NFRA:

0.43

IFRA:

1.01

Sortino Ratio

NFRA:

0.66

IFRA:

1.52

Omega Ratio

NFRA:

1.08

IFRA:

1.18

Calmar Ratio

NFRA:

0.53

IFRA:

1.51

Martin Ratio

NFRA:

2.08

IFRA:

5.02

Ulcer Index

NFRA:

2.21%

IFRA:

3.23%

Daily Std Dev

NFRA:

10.57%

IFRA:

15.97%

Max Drawdown

NFRA:

-32.49%

IFRA:

-41.06%

Current Drawdown

NFRA:

-8.75%

IFRA:

-10.74%

Returns By Period

In the year-to-date period, NFRA achieves a 3.56% return, which is significantly lower than IFRA's 16.13% return.


NFRA

YTD

3.56%

1M

-5.69%

6M

3.15%

1Y

5.98%

5Y*

2.65%

10Y*

4.43%

IFRA

YTD

16.13%

1M

-7.61%

6M

9.86%

1Y

18.01%

5Y*

12.15%

10Y*

N/A

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NFRA vs. IFRA - Expense Ratio Comparison

NFRA has a 0.47% expense ratio, which is higher than IFRA's 0.40% expense ratio.


NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
Expense ratio chart for NFRA: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for IFRA: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

NFRA vs. IFRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and iShares U.S. Infrastructure ETF (IFRA). 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.


Sharpe ratio
The chart of Sharpe ratio for NFRA, currently valued at 0.43, compared to the broader market0.002.004.000.431.01
The chart of Sortino ratio for NFRA, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.000.661.52
The chart of Omega ratio for NFRA, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.18
The chart of Calmar ratio for NFRA, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.531.51
The chart of Martin ratio for NFRA, currently valued at 2.08, compared to the broader market0.0020.0040.0060.0080.00100.002.085.02
NFRA
IFRA

The current NFRA Sharpe Ratio is 0.43, which is lower than the IFRA Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of NFRA and IFRA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.43
1.01
NFRA
IFRA

Dividends

NFRA vs. IFRA - Dividend Comparison

NFRA's dividend yield for the trailing twelve months is around 1.89%, more than IFRA's 1.76% yield.


TTM20232022202120202019201820172016201520142013
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
1.89%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%3.01%0.14%
IFRA
iShares U.S. Infrastructure ETF
1.76%1.98%1.98%1.63%2.07%1.68%2.50%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NFRA vs. IFRA - Drawdown Comparison

The maximum NFRA drawdown since its inception was -32.49%, smaller than the maximum IFRA drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for NFRA and IFRA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.75%
-10.74%
NFRA
IFRA

Volatility

NFRA vs. IFRA - Volatility Comparison

The current volatility for FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) is 3.39%, while iShares U.S. Infrastructure ETF (IFRA) has a volatility of 4.61%. This indicates that NFRA experiences smaller price fluctuations and is considered to be less risky than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.39%
4.61%
NFRA
IFRA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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