GLFOX vs. NFLY
GLFOX (Lazard Global Listed Infrastructure Portfolio Open Shares) and NFLY (YieldMax NFLX Option Income Strategy ETF) are both funds - GLFOX is a Infrastructure Equities fund managed by Lazard, while NFLY is a Derivative Income fund actively managed by YieldMax. Over the past year, GLFOX returned 13.72% vs -32.36% for NFLY. Their 0.05 correlation means their historical movements had little consistent relationship. GLFOX charges 1.22%/yr vs 0.99%/yr for NFLY.
Performance
GLFOX vs. NFLY - Performance Comparison
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Returns By Period
In the year-to-date period, GLFOX achieves a 7.09% return, which is significantly higher than NFLY's -18.99% return.
GLFOX
- 1D
- -0.47%
- 1M
- -1.60%
- 6M
- 3.72%
- YTD
- 7.09%
- 1Y
- 13.72%
- 3Y*
- 13.12%
- 5Y*
- 10.45%
- 10Y*
- 9.75%
- ALL TIME*
- 10.57%
NFLY
- 1D
- 0.64%
- 1M
- -6.29%
- 6M
- -11.13%
- YTD
- -18.99%
- 1Y
- -32.36%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $380.96K | $503.81K | $707.01K |
GLFOX vs. NFLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GLFOX Lazard Global Listed Infrastructure Portfolio Open Shares | 7.09% | 23.53% | 6.43% | 5.39% |
NFLY YieldMax NFLX Option Income Strategy ETF | -18.99% | 1.66% | 66.37% | 3.80% |
Correlation
The correlation between GLFOX and NFLY is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2023 | 0.05 |
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Return for Risk
GLFOX vs. NFLY — Risk / Return Rank
GLFOX
NFLY
GLFOX vs. NFLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) and YieldMax NFLX Option Income Strategy ETF (NFLY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GLFOX | NFLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.35 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.79 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | -0.80 | +2.31 |
| Martin ratioReturn relative to average drawdown | 4.05 | -1.45 | +5.50 |
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Drawdowns
GLFOX vs. NFLY - Drawdown Comparison
The maximum GLFOX drawdown since its inception was -29.65%, smaller than the maximum NFLY drawdown of -43.49%. Use the drawdown chart below to compare losses from any high point for GLFOX and NFLY.
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Drawdown Indicators
| GLFOX | NFLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -43.49% | +13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -40.74% | +31.73% |
Max Drawdown (3Y)Largest decline over 3 years | -9.01% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | — | — |
Current DrawdownCurrent decline from peak | -6.00% | -39.84% | +33.84% |
Average DrawdownAverage peak-to-trough decline | -3.43% | -10.09% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 22.37% | -19.02% |
Volatility
GLFOX vs. NFLY - Volatility Comparison
The current volatility for Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) is 2.80%, while YieldMax NFLX Option Income Strategy ETF (NFLY) has a volatility of 7.96%. This indicates that GLFOX experiences smaller price fluctuations and is considered to be less risky than NFLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLFOX | NFLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 7.96% | -5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 22.66% | -13.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 28.74% | -17.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 28.36% | -17.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.19% | 28.36% | -15.17% |
GLFOX vs. NFLY - Expense Ratio Comparison
GLFOX has a 1.22% expense ratio, which is higher than NFLY's 0.99% expense ratio.
Dividends
GLFOX vs. NFLY - Dividend Comparison
GLFOX's dividend yield for the trailing twelve months is around 7.12%, less than NFLY's 63.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLFOX Lazard Global Listed Infrastructure Portfolio Open Shares | 7.12% | 6.03% | 4.00% | 2.69% | 14.50% | 6.02% | 2.39% | 4.20% | 13.99% | 6.82% | 2.07% | 11.01% |
NFLY YieldMax NFLX Option Income Strategy ETF | 63.76% | 61.53% | 49.91% | 11.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GLFOX and NFLY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NFLY has higher volatility (7.96%) compared to GLFOX (2.80%). In terms of maximum drawdown, GLFOX dropped -29.65% vs NFLY's -43.49%.
GLFOX currently has the higher Sharpe Ratio (1.25 vs -1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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