FPF vs. LGI
Compare and contrast key facts about First Trust Intermediate Duration Preferred and Income Fund (FPF) and Lazard Global Total Return and Income Fund (LGI).
FPF is managed by First Trust. It was launched on Apr 1, 2009. LGI is managed by Lazard. It was launched on Apr 28, 2004.
Performance
FPF vs. LGI - Performance Comparison
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FPF vs. LGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
FPF
LGI
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.
| FPF | LGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | 0.80 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.56 | 1.16 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.18 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.74 | -0.30 |
Martin ratioReturn relative to average drawdown | 1.35 | 3.73 | -2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FPF | LGI | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FPF | LGI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.99% | -18.25% | +10.26% |
Average DrawdownAverage peak-to-trough decline | -8.49% | -10.96% | +2.47% |
Ulcer IndexDepth 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
| FPF | LGI | Difference | |
|---|---|---|---|
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% |