PortfoliosLab logoPortfoliosLab logo
GLIFX vs. CSUIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLIFX vs. CSUIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GLIFX achieves a 7.62% return, which is significantly lower than CSUIX's 12.09% return. Over the past 10 years, GLIFX has outperformed CSUIX with an annualized return of 9.95%, while CSUIX has yielded a comparatively lower 7.58% annualized return.


GLIFX

1D
0.37%
1M
-1.19%
6M
3.58%
YTD
7.62%
1Y
13.37%
3Y*
14.56%
5Y*
10.84%
10Y*
9.95%
ALL TIME*
10.84%

CSUIX

1D
-0.19%
1M
-0.42%
6M
6.35%
YTD
12.09%
1Y
16.25%
3Y*
13.16%
5Y*
7.42%
10Y*
7.58%
ALL TIME*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

GLIFX vs. CSUIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
7.62%23.85%6.71%10.89%-1.33%19.91%-4.51%22.27%-3.82%20.77%
CSUIX
Cohen & Steers Global Infrastructure Fund, Inc.
12.09%14.69%8.74%2.46%-4.89%16.60%-1.29%24.72%-5.52%18.15%

Correlation

The correlation between GLIFX and CSUIX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.75

The correlation between GLIFX and CSUIX has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GLIFX vs. CSUIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLIFX
GLIFX Risk / Return Rank: 3636
Overall Rank
GLIFX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GLIFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
GLIFX Omega Ratio Rank: 3939
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 3535
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 2828
Martin Ratio Rank

CSUIX
CSUIX Risk / Return Rank: 6767
Overall Rank
CSUIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CSUIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CSUIX Omega Ratio Rank: 5757
Omega Ratio Rank
CSUIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
CSUIX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLIFX vs. CSUIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX). 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.


GLIFXCSUIXDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.24

1.31

-0.06

Calmar ratioReturn relative to maximum drawdown

1.61

2.95

-1.34

Martin ratioReturn relative to average drawdown

4.34

9.33

-4.99

GLIFX vs. CSUIX - Sharpe Ratio Comparison

The current GLIFX Sharpe Ratio is 1.33, which is comparable to the CSUIX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of GLIFX and CSUIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GLIFX vs. CSUIX - Drawdown Comparison

The maximum GLIFX drawdown since its inception was -29.65%, smaller than the maximum CSUIX drawdown of -52.01%. Use the drawdown chart below to compare losses from any high point for GLIFX and CSUIX.


Loading charts...

Drawdown Indicators


GLIFXCSUIXDifference

Max Drawdown

Largest peak-to-trough decline

-29.65%

-52.01%

+22.36%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-5.96%

-3.04%

Max Drawdown (3Y)

Largest decline over 3 years

-9.00%

-11.74%

+2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-20.01%

+2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.65%

-35.01%

+5.36%

Current Drawdown

Current decline from peak

-5.53%

-2.16%

-3.37%

Average Drawdown

Average peak-to-trough decline

-3.38%

-8.11%

+4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

1.88%

+1.45%

Volatility

GLIFX vs. CSUIX - Volatility Comparison

The current volatility for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) is 2.38%, while Cohen & Steers Global Infrastructure Fund, Inc. (CSUIX) has a volatility of 2.53%. This indicates that GLIFX experiences smaller price fluctuations and is considered to be less risky than CSUIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GLIFXCSUIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

2.53%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

8.16%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

10.15%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.01%

12.98%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

14.87%

-1.69%

GLIFX vs. CSUIX - Expense Ratio Comparison

GLIFX has a 0.97% expense ratio, which is higher than CSUIX's 0.86% expense ratio.


Dividends

GLIFX vs. CSUIX - Dividend Comparison

GLIFX's dividend yield for the trailing twelve months is around 7.29%, less than CSUIX's 7.95% yield.


PositionTTM20252024202320222021202020192018201720162015
CSUIX
Cohen & Steers Global Infrastructure Fund, Inc.
7.95%8.41%2.58%2.53%3.91%3.25%1.64%1.83%2.45%5.12%2.35%6.52%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
7.29%6.22%4.26%2.95%14.81%6.21%2.59%4.44%14.29%6.94%1.91%11.33%

Frequently Asked Questions


GLIFX and CSUIX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSUIX has higher volatility (2.53%) compared to GLIFX (2.38%). In terms of maximum drawdown, GLIFX dropped -29.65% vs CSUIX's -52.01%.

CSUIX currently has the higher Sharpe Ratio (1.74 vs 1.33), 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.

Portfolio Optimizer

Find the right allocation for GLIFX and CSUIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer