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GLFOX vs. UCEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLFOX vs. UCEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) and USAA Cornerstone Equity Fund (UCEQX). The values are adjusted to include any dividend payments, if applicable.

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GLFOX vs. UCEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLFOX
Lazard Global Listed Infrastructure Portfolio Open Shares
5.88%23.53%6.43%10.59%-1.59%19.67%-4.71%21.95%-4.06%20.44%
UCEQX
USAA Cornerstone Equity Fund
-3.55%23.71%14.50%19.36%-16.25%19.68%10.76%22.49%-12.06%22.59%

Returns By Period

In the year-to-date period, GLFOX achieves a 5.88% return, which is significantly higher than UCEQX's -3.55% return. Both investments have delivered pretty close results over the past 10 years, with GLFOX having a 9.65% annualized return and UCEQX not far ahead at 10.08%.


GLFOX

1D
1.38%
1M
-7.06%
YTD
5.88%
6M
11.00%
1Y
22.84%
3Y*
13.81%
5Y*
11.85%
10Y*
9.65%

UCEQX

1D
-0.40%
1M
-8.54%
YTD
-3.55%
6M
-0.33%
1Y
19.45%
3Y*
15.80%
5Y*
8.86%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLFOX vs. UCEQX - Expense Ratio Comparison

GLFOX has a 1.22% expense ratio, which is higher than UCEQX's 0.09% expense ratio.


Return for Risk

GLFOX vs. UCEQX — Risk / Return Rank

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

GLFOX
GLFOX Risk / Return Rank: 9393
Overall Rank
GLFOX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GLFOX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GLFOX Omega Ratio Rank: 9191
Omega Ratio Rank
GLFOX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GLFOX Martin Ratio Rank: 9393
Martin Ratio Rank

UCEQX
UCEQX Risk / Return Rank: 7070
Overall Rank
UCEQX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UCEQX Sortino Ratio Rank: 6969
Sortino Ratio Rank
UCEQX Omega Ratio Rank: 7070
Omega Ratio Rank
UCEQX Calmar Ratio Rank: 6565
Calmar Ratio Rank
UCEQX Martin Ratio Rank: 7676
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.

GLFOX vs. UCEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) and USAA Cornerstone Equity Fund (UCEQX). 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.


GLFOXUCEQXDifference

Sharpe ratio

Return per unit of total volatility

2.20

1.20

+1.00

Sortino ratio

Return per unit of downside risk

2.79

1.74

+1.06

Omega ratio

Gain probability vs. loss probability

1.42

1.26

+0.16

Calmar ratio

Return relative to maximum drawdown

2.71

1.50

+1.21

Martin ratio

Return relative to average drawdown

11.32

7.36

+3.96

GLFOX vs. UCEQX - Sharpe Ratio Comparison

The current GLFOX Sharpe Ratio is 2.20, which is higher than the UCEQX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of GLFOX and UCEQX, 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


GLFOXUCEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.20

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.59

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.62

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.62

+0.21

Correlation

The correlation between GLFOX and UCEQX is 0.62, 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

GLFOX vs. UCEQX - Dividend Comparison

GLFOX's dividend yield for the trailing twelve months is around 6.18%, more than UCEQX's 5.26% yield.


TTM20252024202320222021202020192018201720162015
GLFOX
Lazard Global Listed Infrastructure Portfolio Open Shares
6.18%6.03%4.00%2.69%14.50%6.02%2.39%4.20%13.99%6.82%2.07%11.01%
UCEQX
USAA Cornerstone Equity Fund
5.26%5.08%2.56%5.10%6.80%4.61%8.25%4.79%6.73%1.91%3.16%3.63%

Drawdowns

GLFOX vs. UCEQX - Drawdown Comparison

The maximum GLFOX drawdown since its inception was -29.65%, smaller than the maximum UCEQX drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for GLFOX and UCEQX.


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Drawdown Indicators


GLFOXUCEQXDifference

Max Drawdown

Largest peak-to-trough decline

-29.65%

-35.33%

+5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-11.75%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.14%

-25.24%

+8.10%

Max Drawdown (10Y)

Largest decline over 10 years

-29.65%

-35.33%

+5.68%

Current Drawdown

Current decline from peak

-7.06%

-8.96%

+1.90%

Average Drawdown

Average peak-to-trough decline

-3.41%

-4.92%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

2.40%

-0.24%

Volatility

GLFOX vs. UCEQX - Volatility Comparison

The current volatility for Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) is 4.59%, while USAA Cornerstone Equity Fund (UCEQX) has a volatility of 4.96%. This indicates that GLFOX experiences smaller price fluctuations and is considered to be less risky than UCEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLFOXUCEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

4.96%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.39%

9.23%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

10.76%

16.40%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.71%

15.17%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.27%

16.44%

-3.17%