GAOAX vs. GLIFX
Compare and contrast key facts about JPMorgan Global Allocation Fund A (GAOAX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX).
GAOAX is managed by JPMorgan. It was launched on May 31, 2011. GLIFX is managed by Lazard.
Performance
GAOAX vs. GLIFX - Performance Comparison
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GAOAX vs. GLIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
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, GAOAX achieves a -5.28% return, which is significantly lower than GLIFX's 5.89% return. Over the past 10 years, GAOAX has underperformed GLIFX with an annualized return of 5.59%, while GLIFX has yielded a comparatively higher 9.87% annualized return.
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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%
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GAOAX vs. GLIFX - Expense Ratio Comparison
GAOAX has a 1.04% expense ratio, which is higher than GLIFX's 0.97% expense ratio.
Return for Risk
GAOAX vs. GLIFX — Risk / Return Rank
GAOAX
GLIFX
GAOAX vs. GLIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund A (GAOAX) 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.
| GAOAX | GLIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 2.23 | -1.51 |
Sortino ratioReturn per unit of downside risk | 1.06 | 2.83 | -1.77 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 2.74 | -1.92 |
Martin ratioReturn relative to average drawdown | 3.42 | 11.44 | -8.02 |
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
| GAOAX | GLIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.23 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 1.14 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.75 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.85 | -0.32 |
Correlation
The correlation between GAOAX and GLIFX is 0.61, 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
GAOAX vs. GLIFX - Dividend Comparison
GAOAX's dividend yield for the trailing twelve months is around 10.19%, more than GLIFX's 6.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
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
GAOAX vs. GLIFX - Drawdown Comparison
The maximum GAOAX drawdown since its inception was -29.02%, roughly equal to the maximum GLIFX drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for GAOAX and GLIFX.
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Drawdown Indicators
| GAOAX | GLIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.02% | -29.65% | +0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -9.00% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -17.15% | -11.87% |
Max Drawdown (10Y)Largest decline over 10 years | -29.02% | -29.65% | +0.63% |
Current DrawdownCurrent decline from peak | -8.95% | -7.05% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -3.35% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.16% | -0.01% |
Volatility
GAOAX vs. GLIFX - Volatility Comparison
JPMorgan Global Allocation Fund A (GAOAX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) have volatilities of 4.64% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAOAX | GLIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 4.58% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 7.35% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.46% | 10.71% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 10.70% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.80% | 13.25% | -2.45% |