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BGAIX vs. GLIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGAIX vs. GLIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Global Advantage Fund (BGAIX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX). The values are adjusted to include any dividend payments, if applicable.

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BGAIX vs. GLIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGAIX
Baron Global Advantage Fund
-7.87%27.53%26.42%25.56%-51.56%0.90%79.46%45.45%-3.66%49.82%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
5.89%23.85%6.71%10.89%-1.33%19.91%-4.51%22.27%-3.82%20.77%

Returns By Period

In the year-to-date period, BGAIX achieves a -7.87% return, which is significantly lower than GLIFX's 5.89% return. Over the past 10 years, BGAIX has outperformed GLIFX with an annualized return of 13.55%, while GLIFX has yielded a comparatively lower 9.87% annualized return.


BGAIX

1D
-0.66%
1M
-6.21%
YTD
-7.87%
6M
-1.87%
1Y
29.67%
3Y*
19.45%
5Y*
-1.47%
10Y*
13.55%

GLIFX

1D
1.38%
1M
-7.05%
YTD
5.89%
6M
11.15%
1Y
23.17%
3Y*
14.09%
5Y*
12.14%
10Y*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGAIX vs. GLIFX - Expense Ratio Comparison

BGAIX has a 0.90% expense ratio, which is lower than GLIFX's 0.97% expense ratio.


Return for Risk

BGAIX vs. GLIFX — Risk / Return Rank

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

BGAIX
BGAIX Risk / Return Rank: 7171
Overall Rank
BGAIX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BGAIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BGAIX Omega Ratio Rank: 6363
Omega Ratio Rank
BGAIX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BGAIX Martin Ratio Rank: 7474
Martin Ratio Rank

GLIFX
GLIFX Risk / Return Rank: 9393
Overall Rank
GLIFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GLIFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GLIFX Omega Ratio Rank: 9191
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 9393
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.

BGAIX vs. GLIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Global Advantage Fund (BGAIX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX). 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.


BGAIXGLIFXDifference

Sharpe ratio

Return per unit of total volatility

1.10

2.23

-1.13

Sortino ratio

Return per unit of downside risk

1.81

2.83

-1.02

Omega ratio

Gain probability vs. loss probability

1.24

1.43

-0.19

Calmar ratio

Return relative to maximum drawdown

2.12

2.74

-0.62

Martin ratio

Return relative to average drawdown

7.09

11.44

-4.35

BGAIX vs. GLIFX - Sharpe Ratio Comparison

The current BGAIX Sharpe Ratio is 1.10, which is lower than the GLIFX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of BGAIX and GLIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BGAIXGLIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.23

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

1.14

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.75

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.85

-0.35

Correlation

The correlation between BGAIX and GLIFX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BGAIX vs. GLIFX - Dividend Comparison

BGAIX's dividend yield for the trailing twelve months is around 0.21%, less than GLIFX's 6.37% yield.


TTM20252024202320222021202020192018201720162015
BGAIX
Baron Global Advantage Fund
0.21%0.19%0.00%0.00%1.98%0.00%0.00%0.00%0.00%0.00%0.00%0.42%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
6.37%6.22%4.26%2.95%14.81%6.21%2.59%4.44%14.29%6.94%1.91%11.33%

Drawdowns

BGAIX vs. GLIFX - Drawdown Comparison

The maximum BGAIX drawdown since its inception was -61.14%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for BGAIX and GLIFX.


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Drawdown Indicators


BGAIXGLIFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.14%

-29.65%

-31.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-9.00%

-2.50%

Max Drawdown (5Y)

Largest decline over 5 years

-61.14%

-17.15%

-43.99%

Max Drawdown (10Y)

Largest decline over 10 years

-61.14%

-29.65%

-31.49%

Current Drawdown

Current decline from peak

-25.00%

-7.05%

-17.95%

Average Drawdown

Average peak-to-trough decline

-17.04%

-3.35%

-13.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.16%

+1.27%

Volatility

BGAIX vs. GLIFX - Volatility Comparison

Baron Global Advantage Fund (BGAIX) has a higher volatility of 5.86% compared to Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) at 4.58%. This indicates that BGAIX's price experiences larger fluctuations and is considered to be riskier than GLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGAIXGLIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

4.58%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

7.35%

+9.00%

Volatility (1Y)

Calculated over the trailing 1-year period

25.25%

10.71%

+14.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.29%

10.70%

+19.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.66%

13.25%

+13.41%