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GLIFX vs. FFIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLIFX and FFIJX is 0.57, 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. FFIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GLIFX:

1.30

FFIJX:

0.72

Sortino Ratio

GLIFX:

1.67

FFIJX:

1.12

Omega Ratio

GLIFX:

1.23

FFIJX:

1.16

Calmar Ratio

GLIFX:

2.10

FFIJX:

0.78

Martin Ratio

GLIFX:

5.21

FFIJX:

3.43

Ulcer Index

GLIFX:

2.69%

FFIJX:

3.33%

Daily Std Dev

GLIFX:

11.47%

FFIJX:

15.69%

Max Drawdown

GLIFX:

-29.65%

FFIJX:

-30.68%

Current Drawdown

GLIFX:

-0.39%

FFIJX:

-0.13%

Returns By Period

In the year-to-date period, GLIFX achieves a 13.98% return, which is significantly higher than FFIJX's 5.72% return.


GLIFX

YTD

13.98%

1M

6.34%

6M

12.73%

1Y

14.76%

3Y*

5.55%

5Y*

8.86%

10Y*

5.90%

FFIJX

YTD

5.72%

1M

11.67%

6M

4.68%

1Y

11.25%

3Y*

12.34%

5Y*

12.02%

10Y*

N/A

*Annualized

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GLIFX vs. FFIJX - Expense Ratio Comparison

GLIFX has a 0.97% expense ratio, which is higher than FFIJX's 0.12% expense ratio.


Risk-Adjusted Performance

GLIFX vs. FFIJX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLIFX
The Risk-Adjusted Performance Rank of GLIFX is 8787
Overall Rank
The Sharpe Ratio Rank of GLIFX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of GLIFX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GLIFX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of GLIFX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of GLIFX is 8787
Martin Ratio Rank

FFIJX
The Risk-Adjusted Performance Rank of FFIJX is 7373
Overall Rank
The Sharpe Ratio Rank of FFIJX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIJX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FFIJX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of FFIJX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FFIJX is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLIFX vs. FFIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Fidelity Freedom Index 2065 Fund Investor Class (FFIJX). 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.


The current GLIFX Sharpe Ratio is 1.30, which is higher than the FFIJX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of GLIFX and FFIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GLIFX vs. FFIJX - Dividend Comparison

GLIFX's dividend yield for the trailing twelve months is around 2.43%, more than FFIJX's 1.82% yield.


TTM20242023202220212020201920182017201620152014
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
2.43%3.33%2.95%5.87%4.34%2.59%4.44%5.30%1.82%2.42%8.73%7.55%
FFIJX
Fidelity Freedom Index 2065 Fund Investor Class
1.82%1.88%1.87%1.89%1.46%1.20%1.81%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLIFX vs. FFIJX - Drawdown Comparison

The maximum GLIFX drawdown since its inception was -29.65%, roughly equal to the maximum FFIJX drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for GLIFX and FFIJX. For additional features, visit the drawdowns tool.


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Volatility

GLIFX vs. FFIJX - Volatility Comparison

The current volatility for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) is 2.89%, while Fidelity Freedom Index 2065 Fund Investor Class (FFIJX) has a volatility of 3.26%. This indicates that GLIFX experiences smaller price fluctuations and is considered to be less risky than FFIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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