PortfoliosLab logoPortfoliosLab logo

Sortino ratio is not yet available for GLIX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Lazard Listed Infrastructure ETF's Sortino Ratio with other ETFs in the Utilities Equities category across multiple time periods, showing how GLIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
ELFYALPS Electrification Infrastructure ETF3.41
ECLNFirst Trust EIP Carbon Impact ETF2.98
ZAPGlobal X U.S. Electrification ETF2.80
POWRiShares U.S. Power Infrastructure ETF2.58
GIISPDR S&P Global Infrastructure ETF2.11
PSCUInvesco S&P SmallCap Utilities & Communication Services ETF2.01
NFRAFlexShares STOXX Global Broad Infrastructure Index Fund1.91
JXIiShares Global Utilities ETF1.84
FXUFirst Trust Utilities AlphaDEX Fund1.73
RSPUInvesco S&P 500 Equal Weight Utilities ETF1.37
GLIXLazard Listed Infrastructure ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows GLIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when GLIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


Loading charts...

Sortino Ratio Calculator

IHow does GLIX fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio