Correlation
The correlation between GLFOX and MRFOX is 0.57, 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.
GLFOX vs. MRFOX
Compare and contrast key facts about Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) and Marshfield Concentrated Opportunity Fund (MRFOX).
GLFOX is managed by Lazard. It was launched on Dec 31, 2009. MRFOX is managed by Marshfield. It was launched on Dec 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLFOX or MRFOX.
Performance
GLFOX vs. MRFOX - Performance Comparison
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Key characteristics
GLFOX:
1.96
MRFOX:
1.03
GLFOX:
2.32
MRFOX:
1.36
GLFOX:
1.32
MRFOX:
1.18
GLFOX:
2.84
MRFOX:
1.31
GLFOX:
8.81
MRFOX:
5.12
GLFOX:
2.15%
MRFOX:
2.03%
GLFOX:
11.12%
MRFOX:
11.57%
GLFOX:
-29.65%
MRFOX:
-29.10%
GLFOX:
-0.78%
MRFOX:
-2.96%
Returns By Period
In the year-to-date period, GLFOX achieves a 13.65% return, which is significantly higher than MRFOX's 3.44% return.
GLFOX
13.65%
3.02%
10.89%
21.30%
8.25%
10.09%
8.73%
MRFOX
3.44%
1.27%
-0.47%
11.79%
16.24%
15.47%
N/A
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GLFOX vs. MRFOX - Expense Ratio Comparison
GLFOX has a 1.22% expense ratio, which is higher than MRFOX's 1.05% expense ratio.
Risk-Adjusted Performance
GLFOX vs. MRFOX — Risk-Adjusted Performance Rank
GLFOX
MRFOX
GLFOX vs. MRFOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) and Marshfield Concentrated Opportunity Fund (MRFOX). 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.
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Dividends
GLFOX vs. MRFOX - Dividend Comparison
GLFOX's dividend yield for the trailing twelve months is around 3.03%, less than MRFOX's 4.43% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLFOX Lazard Global Listed Infrastructure Portfolio Open Shares | 3.03% | 4.00% | 2.68% | 14.50% | 5.97% | 2.39% | 4.20% | 13.98% | 6.82% | 3.18% | 11.00% | 12.39% |
MRFOX Marshfield Concentrated Opportunity Fund | 4.43% | 4.59% | 0.46% | 0.35% | 6.78% | 2.70% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% | 0.00% |
Drawdowns
GLFOX vs. MRFOX - Drawdown Comparison
The maximum GLFOX drawdown since its inception was -29.65%, roughly equal to the maximum MRFOX drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for GLFOX and MRFOX.
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Volatility
GLFOX vs. MRFOX - Volatility Comparison
The current volatility for Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) is 2.69%, while Marshfield Concentrated Opportunity Fund (MRFOX) has a volatility of 3.41%. This indicates that GLFOX experiences smaller price fluctuations and is considered to be less risky than MRFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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