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NFRX vs. JXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NFRX vs. JXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harrison Street Infrastructure Active ETF (NFRX) and iShares Global Utilities ETF (JXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


NFRX

1D
0.75%
1M
-1.04%
YTD
6M
1Y
3Y*
5Y*
10Y*

JXI

1D
0.44%
1M
-1.14%
YTD
7.74%
6M
8.86%
1Y
18.92%
3Y*
15.69%
5Y*
10.25%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NFRX vs. JXI - Yearly Performance Comparison


Correlation

The correlation between NFRX and JXI is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 30, 2026

0.86

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Return for Risk

NFRX vs. JXI — Risk / Return Rank

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

NFRX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JXI
JXI Risk / Return Rank: 4343
Overall Rank
JXI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 3939
Sortino Ratio Rank
JXI Omega Ratio Rank: 4040
Omega Ratio Rank
JXI Calmar Ratio Rank: 4949
Calmar Ratio Rank
JXI Martin Ratio Rank: 4343
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.

NFRX vs. JXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harrison Street Infrastructure Active ETF (NFRX) and iShares Global Utilities ETF (JXI). 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.


NFRXJXIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.35

Martin ratioReturn relative to average drawdown

6.80

NFRX vs. JXI - Sharpe Ratio Comparison


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Drawdowns

NFRX vs. JXI - Drawdown Comparison

The maximum NFRX drawdown since its inception was -7.26%, smaller than the maximum JXI drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for NFRX and JXI.


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Drawdown Indicators


NFRXJXIDifference

Max Drawdown

Largest peak-to-trough decline

-7.26%

-50.23%

+42.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

Max Drawdown (3Y)

Largest decline over 3 years

-16.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.45%

Max Drawdown (10Y)

Largest decline over 10 years

-34.20%

Current Drawdown

Current decline from peak

-3.51%

-5.21%

+1.70%

Average Drawdown

Average peak-to-trough decline

-2.69%

-12.80%

+10.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

Volatility

NFRX vs. JXI - Volatility Comparison


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Volatility by Period


NFRXJXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

13.01%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

15.39%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

17.02%

-3.11%

NFRX vs. JXI - Expense Ratio Comparison

NFRX has a 0.80% expense ratio, which is higher than JXI's 0.46% expense ratio.


Dividends

NFRX vs. JXI - Dividend Comparison

NFRX's dividend yield for the trailing twelve months is around 0.22%, less than JXI's 2.45% yield.


PositionTTM20252024202320222021202020192018201720162015
JXI
iShares Global Utilities ETF
2.45%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%
NFRX
Harrison Street Infrastructure Active ETF
0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NFRX and JXI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JXI is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JXI is cheaper with a 0.46% expense ratio, compared with 0.80% for NFRX.

JXI has the higher dividend yield at 2.45%, compared with 0.22% for NFRX.

They also come from different issuers: Harrison Street and iShares. Their fees differ too: 0.80% for NFRX and 0.46% for JXI.

Portfolio Optimizer

Find the right allocation for NFRX and JXI

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

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