GLIFX vs. IGF
Compare and contrast key facts about Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and iShares Global Infrastructure ETF (IGF).
GLIFX is managed by Lazard. IGF is a passively managed fund by iShares that tracks the performance of the S&P Global Infrastructure Index. It was launched on Dec 10, 2007.
Performance
GLIFX vs. IGF - Performance Comparison
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GLIFX vs. IGF - 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% |
IGF iShares Global Infrastructure ETF | 9.19% | 21.31% | 14.81% | 6.14% | -1.26% | 11.57% | -6.50% | 25.82% | -9.95% | 19.31% |
Returns By Period
In the year-to-date period, GLIFX achieves a 5.89% return, which is significantly lower than IGF's 9.19% return. Over the past 10 years, GLIFX has outperformed IGF with an annualized return of 9.87%, while IGF has yielded a comparatively lower 8.80% 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%
IGF
- 1D
- 0.80%
- 1M
- -3.42%
- YTD
- 9.19%
- 6M
- 11.40%
- 1Y
- 26.64%
- 3Y*
- 15.76%
- 5Y*
- 11.38%
- 10Y*
- 8.80%
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GLIFX vs. IGF - Expense Ratio Comparison
GLIFX has a 0.97% expense ratio, which is higher than IGF's 0.39% expense ratio.
Return for Risk
GLIFX vs. IGF — Risk / Return Rank
GLIFX
IGF
GLIFX vs. IGF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and iShares Global Infrastructure ETF (IGF). 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 | IGF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.23 | 2.10 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.83 | 2.77 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 3.10 | -0.36 |
Martin ratioReturn relative to average drawdown | 11.44 | 15.62 | -4.18 |
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 | IGF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | 2.10 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 0.82 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.53 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.24 | +0.60 |
Correlation
The correlation between GLIFX and IGF is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
GLIFX vs. IGF - Dividend Comparison
GLIFX's dividend yield for the trailing twelve months is around 6.37%, more than IGF's 2.95% 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% |
IGF iShares Global Infrastructure ETF | 2.95% | 3.23% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% |
Drawdowns
GLIFX vs. IGF - Drawdown Comparison
The maximum GLIFX drawdown since its inception was -29.65%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for GLIFX and IGF.
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Drawdown Indicators
| GLIFX | IGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -58.33% | +28.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -8.74% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -17.15% | -20.83% | +3.68% |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | -42.11% | +12.46% |
Current DrawdownCurrent decline from peak | -7.05% | -3.42% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -11.96% | +8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.74% | +0.42% |
Volatility
GLIFX vs. IGF - Volatility Comparison
Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) has a higher volatility of 4.58% compared to iShares Global Infrastructure ETF (IGF) at 4.25%. This indicates that GLIFX's price experiences larger fluctuations and is considered to be riskier than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLIFX | IGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.25% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.35% | 7.33% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 12.73% | -2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.70% | 13.89% | -3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.25% | 16.81% | -3.56% |