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RIFR vs. NFRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIFR vs. NFRA - Performance Comparison

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

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Returns By Period

In the year-to-date period, RIFR achieves a 11.99% return, which is significantly higher than NFRA's 8.91% return.


RIFR

1D
-0.25%
1M
0.17%
6M
7.94%
YTD
11.99%
1Y
14.73%
3Y*
5Y*
10Y*
ALL TIME*
16.30%

NFRA

1D
-0.33%
1M
1.08%
6M
5.98%
YTD
8.91%
1Y
13.70%
3Y*
11.88%
5Y*
5.93%
10Y*
6.83%
ALL TIME*
6.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.34M$2.60M$4.28M
$131.11K$117.29K$147.83K

RIFR vs. NFRA - Yearly Performance Comparison


Correlation

The correlation between RIFR and NFRA is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.78

The correlation between RIFR and NFRA has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

RIFR vs. NFRA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RIFR
RIFR Risk / Return Rank: 6060
Overall Rank
RIFR Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
RIFR Sortino Ratio Rank: 5959
Sortino Ratio Rank
RIFR Omega Ratio Rank: 5757
Omega Ratio Rank
RIFR Calmar Ratio Rank: 6464
Calmar Ratio Rank
RIFR Martin Ratio Rank: 5757
Martin Ratio Rank

NFRA
NFRA Risk / Return Rank: 5555
Overall Rank
NFRA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 5757
Sortino Ratio Rank
NFRA Omega Ratio Rank: 5656
Omega Ratio Rank
NFRA Calmar Ratio Rank: 5555
Calmar Ratio Rank
NFRA Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RIFR vs. NFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Infrastructure ETF (RIFR) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). 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.


RIFRNFRADifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.25

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.28

1.94

+0.34

Martin ratioReturn relative to average drawdown

6.92

5.78

+1.13

RIFR vs. NFRA - Sharpe Ratio Comparison

The current RIFR Sharpe Ratio is 1.43, which is comparable to the NFRA Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of RIFR and NFRA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RIFR vs. NFRA - Drawdown Comparison

The maximum RIFR drawdown since its inception was -6.80%, smaller than the maximum NFRA drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for RIFR and NFRA.


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Drawdown Indicators


RIFRNFRADifference

Max Drawdown

Largest peak-to-trough decline

-6.80%

-32.49%

+25.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.80%

-7.28%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-9.16%

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

-1.21%

-2.16%

+0.95%

Average Drawdown

Average peak-to-trough decline

-1.62%

-4.50%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.44%

-0.20%

Volatility

RIFR vs. NFRA - Volatility Comparison

Russell Investments Global Infrastructure ETF (RIFR) has a higher volatility of 3.04% compared to FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) at 2.42%. This indicates that RIFR's price experiences larger fluctuations and is considered to be riskier than NFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIFRNFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

2.42%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.91%

8.44%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

10.81%

10.38%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.69%

12.95%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

14.87%

-4.18%

RIFR vs. NFRA - Expense Ratio Comparison

RIFR has a 0.59% expense ratio, which is higher than NFRA's 0.47% expense ratio.


Dividends

RIFR vs. NFRA - Dividend Comparison

RIFR's dividend yield for the trailing twelve months is around 0.87%, less than NFRA's 5.68% yield.


PositionTTM20252024202320222021202020192018201720162015
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.68%6.00%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%
RIFR
Russell Investments Global Infrastructure ETF
0.87%0.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RIFR and NFRA have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIFR has higher volatility (3.04%) compared to NFRA (2.42%). In terms of maximum drawdown, RIFR dropped -6.80% vs NFRA's -32.49%.

On 1-year performance, RIFR leads with 14.73% vs 13.70% for NFRA. On fees, NFRA is cheaper at 0.47% per year. On volatility, NFRA has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RIFR has performed better with a 14.73% return vs 13.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NFRA is cheaper with a 0.47% expense ratio, compared with 0.59% for RIFR.

NFRA has the higher dividend yield at 5.68%, compared with 0.87% for RIFR.

They also come from different issuers: Russell and FlexShares. Their fees differ too: 0.59% for RIFR and 0.47% for NFRA.

RIFR currently has the higher Sharpe Ratio (1.43 vs 1.36), 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.

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