GLFOX vs. VMVFX
Compare and contrast key facts about Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
GLFOX is managed by Lazard. It was launched on Dec 31, 2009. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
GLFOX vs. VMVFX - Performance Comparison
Loading graphics...
GLFOX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.71% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, GLFOX achieves a 5.88% return, which is significantly higher than VMVFX's 1.71% return. Over the past 10 years, GLFOX has outperformed VMVFX with an annualized return of 9.65%, while VMVFX has yielded a comparatively lower 9.02% annualized return.
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%
VMVFX
- 1D
- 0.25%
- 1M
- -5.81%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.07%
- 3Y*
- 11.40%
- 5Y*
- 9.94%
- 10Y*
- 9.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GLFOX vs. VMVFX - Expense Ratio Comparison
GLFOX has a 1.22% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
GLFOX vs. VMVFX — Risk / Return Rank
GLFOX
VMVFX
GLFOX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.
| GLFOX | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.20 | 0.90 | +1.29 |
Sortino ratioReturn per unit of downside risk | 2.79 | 1.30 | +1.50 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.20 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.06 | +1.64 |
Martin ratioReturn relative to average drawdown | 11.32 | 5.20 | +6.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GLFOX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 0.90 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.11 | 0.93 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.72 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.78 | +0.05 |
Correlation
The correlation between GLFOX and VMVFX is 0.69, 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. VMVFX - Dividend Comparison
GLFOX's dividend yield for the trailing twelve months is around 6.18%, less than VMVFX's 9.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.81% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
GLFOX vs. VMVFX - Drawdown Comparison
The maximum GLFOX drawdown since its inception was -29.65%, smaller than the maximum VMVFX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for GLFOX and VMVFX.
Loading graphics...
Drawdown Indicators
| GLFOX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -33.09% | +3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -7.96% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.14% | -13.02% | -4.12% |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | -33.09% | +3.44% |
Current DrawdownCurrent decline from peak | -7.06% | -6.03% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -2.84% | -0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.63% | +0.53% |
Volatility
GLFOX vs. VMVFX - Volatility Comparison
Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) has a higher volatility of 4.59% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.61%. This indicates that GLFOX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GLFOX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 2.61% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.39% | 4.87% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.76% | 10.02% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.71% | 10.75% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 12.48% | +0.79% |