GLIFX vs. BN
Compare and contrast key facts about Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Brookfield Corp (BN).
GLIFX is managed by Lazard.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLIFX or BN.
Key characteristics
| GLIFX | BN | |
|---|---|---|
| YTD Return | 0.97% | 2.31% |
| 1Y Return | 5.27% | 34.17% |
| 3Y Return (Ann) | 7.56% | 4.61% |
| 5Y Return (Ann) | 6.70% | 10.85% |
| 10Y Return (Ann) | 8.84% | 12.11% |
| Sharpe Ratio | 0.42 | 0.96 |
| Daily Std Dev | 9.86% | 29.51% |
| Max Drawdown | -29.65% | -72.35% |
| Current Drawdown | -2.49% | -16.05% |
Correlation
The correlation between GLIFX and BN is 0.53, 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.
Performance
GLIFX vs. BN - Performance Comparison
In the year-to-date period, GLIFX achieves a 0.97% return, which is significantly lower than BN's 2.31% return. Over the past 10 years, GLIFX has underperformed BN with an annualized return of 8.84%, while BN has yielded a comparatively higher 12.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GLIFX vs. BN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Brookfield Corp (BN). 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.
Dividends
GLIFX vs. BN - Dividend Comparison
GLIFX's dividend yield for the trailing twelve months is around 3.08%, more than BN's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares | 3.08% | 2.94% | 14.81% | 6.21% | 2.59% | 4.44% | 14.28% | 6.94% | 3.37% | 11.12% | 12.31% | 5.16% |
BN Brookfield Corp | 0.71% | 0.87% | 1.89% | 0.86% | 1.16% | 1.45% | 1.57% | 1.69% | 1.58% | 1.98% | 1.76% | 1.89% |
Drawdowns
GLIFX vs. BN - Drawdown Comparison
The maximum GLIFX drawdown since its inception was -29.65%, smaller than the maximum BN drawdown of -72.35%. Use the drawdown chart below to compare losses from any high point for GLIFX and BN. For additional features, visit the drawdowns tool.
Volatility
GLIFX vs. BN - Volatility Comparison
The current volatility for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) is 3.03%, while Brookfield Corp (BN) has a volatility of 7.62%. This indicates that GLIFX experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.