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GLIFX vs. GQRPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLIFX vs. GQRPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and GQG Partners Global Quality Equity Fund (GQRPX). The values are adjusted to include any dividend payments, if applicable.

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GLIFX vs. GQRPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
6.94%23.85%6.71%10.89%-1.33%19.91%-4.51%11.69%
GQRPX
GQG Partners Global Quality Equity Fund
7.78%0.67%19.98%19.56%-3.77%16.94%14.55%12.70%

Returns By Period

In the year-to-date period, GLIFX achieves a 6.94% return, which is significantly lower than GQRPX's 7.78% return.


GLIFX

1D
0.99%
1M
-6.04%
YTD
6.94%
6M
12.52%
1Y
24.17%
3Y*
14.47%
5Y*
12.27%
10Y*
9.98%

GQRPX

1D
0.05%
1M
-2.75%
YTD
7.78%
6M
7.06%
1Y
7.69%
3Y*
16.88%
5Y*
11.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLIFX vs. GQRPX - Expense Ratio Comparison

Both GLIFX and GQRPX have an expense ratio of 0.97%.


Return for Risk

GLIFX vs. GQRPX — Risk / Return Rank

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

GLIFX
GLIFX Risk / Return Rank: 9393
Overall Rank
GLIFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
GLIFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
GLIFX Omega Ratio Rank: 9292
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 9292
Martin Ratio Rank

GQRPX
GQRPX Risk / Return Rank: 2525
Overall Rank
GQRPX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
GQRPX Sortino Ratio Rank: 2121
Sortino Ratio Rank
GQRPX Omega Ratio Rank: 2222
Omega Ratio Rank
GQRPX Calmar Ratio Rank: 3131
Calmar Ratio Rank
GQRPX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GLIFX vs. GQRPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and GQG Partners Global Quality Equity Fund (GQRPX). 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.


GLIFXGQRPXDifference

Sharpe ratio

Return per unit of total volatility

2.28

0.66

+1.62

Sortino ratio

Return per unit of downside risk

2.90

0.94

+1.96

Omega ratio

Gain probability vs. loss probability

1.44

1.14

+0.30

Calmar ratio

Return relative to maximum drawdown

2.78

0.94

+1.84

Martin ratio

Return relative to average drawdown

11.41

3.32

+8.09

GLIFX vs. GQRPX - Sharpe Ratio Comparison

The current GLIFX Sharpe Ratio is 2.28, which is higher than the GQRPX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GLIFX and GQRPX, 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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Sharpe Ratios by Period


GLIFXGQRPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

0.66

+1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

0.78

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.71

+0.14

Correlation

The correlation between GLIFX and GQRPX is 0.49, 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. GQRPX - Dividend Comparison

GLIFX's dividend yield for the trailing twelve months is around 6.31%, less than GQRPX's 7.05% yield.


TTM20252024202320222021202020192018201720162015
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
6.31%6.22%4.26%2.95%14.81%6.21%2.59%4.44%14.29%6.94%1.91%11.33%
GQRPX
GQG Partners Global Quality Equity Fund
7.05%7.60%6.35%1.22%2.93%1.53%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GLIFX vs. GQRPX - Drawdown Comparison

The maximum GLIFX drawdown since its inception was -29.65%, roughly equal to the maximum GQRPX drawdown of -28.88%. Use the drawdown chart below to compare losses from any high point for GLIFX and GQRPX.


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Drawdown Indicators


GLIFXGQRPXDifference

Max Drawdown

Largest peak-to-trough decline

-29.65%

-28.88%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-8.84%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-20.39%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-29.65%

Current Drawdown

Current decline from peak

-6.13%

-3.36%

-2.77%

Average Drawdown

Average peak-to-trough decline

-3.35%

-5.00%

+1.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.56%

-0.37%

Volatility

GLIFX vs. GQRPX - Volatility Comparison

Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) has a higher volatility of 4.77% compared to GQG Partners Global Quality Equity Fund (GQRPX) at 3.07%. This indicates that GLIFX's price experiences larger fluctuations and is considered to be riskier than GQRPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLIFXGQRPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.07%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

6.72%

+0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

11.88%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.71%

14.70%

-3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.25%

17.41%

-4.16%