ESGYX vs. GLIFX
Compare and contrast key facts about Mirova Global Sustainable Equity Fund (ESGYX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX).
ESGYX is managed by Natixis. It was launched on Mar 30, 2016. GLIFX is managed by Lazard.
Performance
ESGYX vs. GLIFX - Performance Comparison
Loading graphics...
ESGYX vs. GLIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | -9.28% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
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% | 20.00% |
Returns By Period
In the year-to-date period, ESGYX achieves a -9.28% return, which is significantly lower than GLIFX's 5.89% return.
ESGYX
- 1D
- 0.15%
- 1M
- -9.36%
- YTD
- -9.28%
- 6M
- -6.61%
- 1Y
- 5.48%
- 3Y*
- 9.61%
- 5Y*
- 4.90%
- 10Y*
- —
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESGYX vs. GLIFX - Expense Ratio Comparison
ESGYX has a 0.95% expense ratio, which is lower than GLIFX's 0.97% expense ratio.
Return for Risk
ESGYX vs. GLIFX — Risk / Return Rank
ESGYX
GLIFX
ESGYX vs. GLIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) 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.
| ESGYX | GLIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 2.23 | -1.92 |
Sortino ratioReturn per unit of downside risk | 0.61 | 2.83 | -2.22 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 2.74 | -2.63 |
Martin ratioReturn relative to average drawdown | 0.44 | 11.44 | -11.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ESGYX | GLIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 2.23 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 1.14 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.85 | -0.18 |
Correlation
The correlation between ESGYX and GLIFX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESGYX vs. GLIFX - Dividend Comparison
ESGYX's dividend yield for the trailing twelve months is around 4.89%, less than GLIFX's 6.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.89% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
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
ESGYX vs. GLIFX - Drawdown Comparison
The maximum ESGYX drawdown since its inception was -34.88%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for ESGYX and GLIFX.
Loading graphics...
Drawdown Indicators
| ESGYX | GLIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.88% | -29.65% | -5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -9.00% | -2.49% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -17.15% | -17.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.65% | — |
Current DrawdownCurrent decline from peak | -11.36% | -7.05% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -3.35% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 2.16% | +2.13% |
Volatility
ESGYX vs. GLIFX - Volatility Comparison
The current volatility for Mirova Global Sustainable Equity Fund (ESGYX) is 3.82%, while Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) has a volatility of 4.58%. This indicates that ESGYX experiences smaller price fluctuations and is considered to be less risky than GLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ESGYX | GLIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 4.58% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 7.35% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.15% | 10.71% | +7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 10.70% | +6.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 13.25% | +4.48% |