IGF vs IFRA: returns, Sharpe ratio and drawdown

Over the past year, IFRA returned +11.90% against +11.23% for IGF. Over five years, IFRA averaged +11.04% a year, compared with +9.75% for IGF. IGF had the higher Sharpe ratio over the past year (0.67 vs 0.56), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.38% for IGF and -13.72% for IFRA. Dividends over the past year came to 2.90% of IGF's price, against 1.76% for IFRA. Their daily returns had a correlation of 0.74 over the past year, which is high.

IGF charges 0.37% a year and IFRA 0.30%. Over five years, reinvested dividends added 3.20 points a year to IGF's return and 2.10 to IFRA's.