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FPF vs. LGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FPF vs. LGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Intermediate Duration Preferred and Income Fund (FPF) and Lazard Global Total Return and Income Fund (LGI). The values are adjusted to include any dividend payments, if applicable.

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FPF vs. LGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPF
First Trust Intermediate Duration Preferred and Income Fund
-4.04%13.14%20.90%5.31%-25.83%9.12%9.67%28.24%-11.97%15.99%
LGI
Lazard Global Total Return and Income Fund
-5.39%21.36%14.00%12.89%-20.57%25.28%17.04%30.25%-10.51%39.37%

Returns By Period

In the year-to-date period, FPF achieves a -4.04% return, which is significantly higher than LGI's -5.39% return. Over the past 10 years, FPF has underperformed LGI with an annualized return of 5.68%, while LGI has yielded a comparatively higher 12.55% annualized return.


FPF

1D
2.38%
1M
-7.17%
YTD
-4.04%
6M
-3.83%
1Y
4.72%
3Y*
13.45%
5Y*
1.98%
10Y*
5.68%

LGI

1D
3.81%
1M
-16.95%
YTD
-5.39%
6M
-2.20%
1Y
15.87%
3Y*
11.24%
5Y*
5.89%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FPF vs. LGI - Expense Ratio Comparison

FPF has a 0.02% expense ratio, which is lower than LGI's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FPF vs. LGI — Risk / Return Rank

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

FPF
FPF Risk / Return Rank: 1414
Overall Rank
FPF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FPF Sortino Ratio Rank: 1111
Sortino Ratio Rank
FPF Omega Ratio Rank: 1414
Omega Ratio Rank
FPF Calmar Ratio Rank: 1515
Calmar Ratio Rank
FPF Martin Ratio Rank: 1414
Martin Ratio Rank

LGI
LGI Risk / Return Rank: 3434
Overall Rank
LGI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LGI Sortino Ratio Rank: 3333
Sortino Ratio Rank
LGI Omega Ratio Rank: 3939
Omega Ratio Rank
LGI Calmar Ratio Rank: 2525
Calmar Ratio Rank
LGI Martin Ratio Rank: 3535
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.

FPF vs. LGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Intermediate Duration Preferred and Income Fund (FPF) and Lazard Global Total Return and Income Fund (LGI). 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.


FPFLGIDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.80

-0.41

Sortino ratio

Return per unit of downside risk

0.56

1.16

-0.60

Omega ratio

Gain probability vs. loss probability

1.10

1.18

-0.08

Calmar ratio

Return relative to maximum drawdown

0.44

0.74

-0.30

Martin ratio

Return relative to average drawdown

1.35

3.73

-2.38

FPF vs. LGI - Sharpe Ratio Comparison

The current FPF Sharpe Ratio is 0.39, which is lower than the LGI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FPF and LGI, 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


FPFLGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.80

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.31

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.63

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.36

-0.12

Correlation

The correlation between FPF and LGI is 0.37, 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

FPF vs. LGI - Dividend Comparison

FPF's dividend yield for the trailing twelve months is around 9.36%, less than LGI's 11.06% yield.


TTM20252024202320222021202020192018201720162015
FPF
First Trust Intermediate Duration Preferred and Income Fund
9.36%8.85%9.17%8.31%8.62%6.75%6.55%7.08%8.79%7.63%9.31%9.16%
LGI
Lazard Global Total Return and Income Fund
11.06%10.08%9.19%7.32%10.22%9.77%7.17%6.44%19.88%5.46%6.94%8.52%

Drawdowns

FPF vs. LGI - Drawdown Comparison

The maximum FPF drawdown since its inception was -53.78%, smaller than the maximum LGI drawdown of -63.34%. Use the drawdown chart below to compare losses from any high point for FPF and LGI.


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Drawdown Indicators


FPFLGIDifference

Max Drawdown

Largest peak-to-trough decline

-53.78%

-63.34%

+9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-21.25%

+11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-37.06%

-32.84%

-4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-53.78%

-42.94%

-10.84%

Current Drawdown

Current decline from peak

-7.99%

-18.25%

+10.26%

Average Drawdown

Average peak-to-trough decline

-8.49%

-10.96%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

4.21%

-0.88%

Volatility

FPF vs. LGI - Volatility Comparison

The current volatility for First Trust Intermediate Duration Preferred and Income Fund (FPF) is 5.15%, while Lazard Global Total Return and Income Fund (LGI) has a volatility of 10.00%. This indicates that FPF experiences smaller price fluctuations and is considered to be less risky than LGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPFLGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

10.00%

-4.85%

Volatility (6M)

Calculated over the trailing 6-month period

6.68%

13.77%

-7.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

19.92%

-7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

19.17%

-4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.00%

20.06%

+4.94%