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.
Performance
GLIFX vs. BN - Performance Comparison
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GLIFX vs. BN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares | 5.89% | 23.85% | 6.71% | 10.89% | -1.33% | 19.91% | -4.51% | 22.27% | -3.82% | 20.77% |
BN Brookfield Corp | -11.65% | 20.54% | 44.18% | 28.60% | -34.80% | 49.30% | 8.99% | 52.68% | -10.65% | 33.82% |
Returns By Period
In the year-to-date period, GLIFX achieves a 5.89% return, which is significantly higher than BN's -11.65% return. Over the past 10 years, GLIFX has underperformed BN with an annualized return of 9.87%, while BN has yielded a comparatively higher 13.94% annualized return.
GLIFX
- 1D
- 1.38%
- 1M
- -7.05%
- YTD
- 5.89%
- 6M
- 11.15%
- 1Y
- 23.17%
- 3Y*
- 14.09%
- 5Y*
- 12.14%
- 10Y*
- 9.87%
BN
- 1D
- 4.52%
- 1M
- -7.52%
- YTD
- -11.65%
- 6M
- -11.21%
- 1Y
- 16.52%
- 3Y*
- 23.90%
- 5Y*
- 12.06%
- 10Y*
- 13.94%
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Return for Risk
GLIFX vs. BN — Risk / Return Rank
GLIFX
BN
GLIFX vs. BN - Risk-Adjusted Trends 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.
| GLIFX | BN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 0.50 | +1.74 |
Sortino ratioReturn per unit of downside risk | 2.83 | 0.89 | +1.94 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.12 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 0.81 | +1.94 |
Martin ratioReturn relative to average drawdown | 11.44 | 2.40 | +9.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLIFX | BN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 0.50 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 0.39 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.47 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.30 | +0.55 |
Correlation
The correlation between GLIFX and BN is 0.50, 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
GLIFX vs. BN - Dividend Comparison
GLIFX's dividend yield for the trailing twelve months is around 6.37%, more than BN's 0.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares | 6.37% | 6.22% | 4.26% | 2.95% | 14.81% | 6.21% | 2.59% | 4.44% | 14.29% | 6.94% | 1.91% | 11.33% |
BN Brookfield Corp | 0.62% | 0.52% | 0.56% | 0.70% | 1.44% | 1.12% | 1.55% | 1.11% | 1.56% | 1.29% | 1.58% | 1.50% |
Drawdowns
GLIFX vs. BN - Drawdown Comparison
The maximum GLIFX drawdown since its inception was -29.65%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for GLIFX and BN.
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Drawdown Indicators
| GLIFX | BN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -82.22% | +52.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -22.05% | +13.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.15% | -41.85% | +24.70% |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | -51.42% | +21.77% |
Current DrawdownCurrent decline from peak | -7.05% | -17.55% | +10.50% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -28.61% | +25.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 7.40% | -5.24% |
Volatility
GLIFX vs. BN - Volatility Comparison
The current volatility for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) is 4.58%, while Brookfield Corp (BN) has a volatility of 9.96%. 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.
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Volatility by Period
| GLIFX | BN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 9.96% | -5.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 21.50% | -14.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 33.43% | -22.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.70% | 30.94% | -20.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 30.06% | -16.81% |