GLIFX vs. DHIVX
GLIFX (Lazard Global Listed Infrastructure Portfolio Institutional Shares) and DHIVX (Centre Global Infrastructure Fund) are both Infrastructure Equities funds. Over the past 5 years, GLIFX returned 10.84%/yr vs 9.17%/yr for DHIVX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. GLIFX charges 0.97%/yr vs 1.57%/yr for DHIVX.
Performance
GLIFX vs. DHIVX - Performance Comparison
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Returns By Period
In the year-to-date period, GLIFX achieves a 7.62% return, which is significantly lower than DHIVX's 9.98% 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%
DHIVX
- 1D
- 0.35%
- 1M
- 1.06%
- 6M
- 3.09%
- YTD
- 9.98%
- 1Y
- 12.10%
- 3Y*
- 17.75%
- 5Y*
- 9.17%
- 10Y*
- —
- ALL TIME*
- 7.85%
Liquidity Comparison
| Position | Avg. 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. DHIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares | 7.62% | 23.85% | 6.71% | 10.89% | -1.33% | 19.91% | -4.51% | 22.27% | 4.34% |
DHIVX Centre Global Infrastructure Fund | 9.98% | 16.30% | 20.25% | 5.34% | -3.28% | 7.51% | -7.17% | 25.27% | -4.07% |
Correlation
The correlation between GLIFX and DHIVX is 0.51, 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. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2018 | 0.67 |
The correlation between GLIFX and DHIVX shifts across timeframes, from 0.51 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GLIFX vs. DHIVX — Risk / Return Rank
GLIFX
DHIVX
GLIFX vs. DHIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Centre Global Infrastructure Fund (DHIVX). 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.
| GLIFX | DHIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.87 | -0.25 |
| Martin ratioReturn relative to average drawdown | 4.34 | 4.74 | -0.40 |
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Drawdowns
GLIFX vs. DHIVX - Drawdown Comparison
The maximum GLIFX drawdown since its inception was -29.65%, smaller than the maximum DHIVX drawdown of -36.18%. Use the drawdown chart below to compare losses from any high point for GLIFX and DHIVX.
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Drawdown Indicators
| GLIFX | DHIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -36.18% | +6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -6.93% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -9.00% | -8.08% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -17.15% | -20.41% | +3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | — | — |
Current DrawdownCurrent decline from peak | -5.53% | -4.46% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -3.38% | -5.57% | +2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.72% | +0.61% |
Volatility
GLIFX vs. DHIVX - Volatility Comparison
Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Centre Global Infrastructure Fund (DHIVX) have volatilities of 2.38% and 2.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLIFX | DHIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 2.38% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 8.25% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.89% | 10.12% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.01% | 12.38% | -1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 14.61% | -1.43% |
GLIFX vs. DHIVX - Expense Ratio Comparison
GLIFX has a 0.97% expense ratio, which is lower than DHIVX's 1.57% expense ratio.
Dividends
GLIFX vs. DHIVX - Dividend Comparison
GLIFX's dividend yield for the trailing twelve months is around 7.29%, more than DHIVX's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHIVX Centre Global Infrastructure Fund | 3.19% | 3.66% | 2.54% | 1.60% | 1.85% | 1.70% | 2.43% | 2.31% | 2.45% | 0.00% | 0.00% | 0.00% |
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 DHIVX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHIVX has higher volatility (2.38%) compared to GLIFX (2.38%). In terms of maximum drawdown, GLIFX dropped -29.65% vs DHIVX's -36.18%.
GLIFX currently has the higher Sharpe Ratio (1.33 vs 1.28), 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.
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