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GLIFX vs. LZIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLIFX vs. LZIEX - Performance Comparison

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

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GLIFX vs. LZIEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LZIEX
Lazard International Equity Portfolio
-2.03%34.14%5.30%16.49%-15.00%6.14%8.76%21.20%-13.71%22.82%

Returns By Period

In the year-to-date period, GLIFX achieves a 5.89% return, which is significantly higher than LZIEX's -2.03% return. Over the past 10 years, GLIFX has outperformed LZIEX with an annualized return of 9.87%, while LZIEX has yielded a comparatively lower 7.05% 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%

LZIEX

1D
0.16%
1M
-11.64%
YTD
-2.03%
6M
1.01%
1Y
20.81%
3Y*
14.02%
5Y*
7.41%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLIFX vs. LZIEX - Expense Ratio Comparison

GLIFX has a 0.97% expense ratio, which is higher than LZIEX's 0.82% expense ratio.


Return for Risk

GLIFX vs. LZIEX — 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: 9191
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 9292
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 9393
Martin Ratio Rank

LZIEX
LZIEX Risk / Return Rank: 6767
Overall Rank
LZIEX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LZIEX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LZIEX Omega Ratio Rank: 6565
Omega Ratio Rank
LZIEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
LZIEX Martin Ratio Rank: 6161
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. LZIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Lazard International Equity Portfolio (LZIEX). 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.


GLIFXLZIEXDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.30

+0.94

Sortino ratio

Return per unit of downside risk

2.83

1.70

+1.13

Omega ratio

Gain probability vs. loss probability

1.43

1.25

+0.18

Calmar ratio

Return relative to maximum drawdown

2.74

1.53

+1.21

Martin ratio

Return relative to average drawdown

11.44

5.86

+5.59

GLIFX vs. LZIEX - Sharpe Ratio Comparison

The current GLIFX Sharpe Ratio is 2.23, which is higher than the LZIEX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GLIFX and LZIEX, 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


GLIFXLZIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.30

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.48

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.44

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.37

+0.48

Correlation

The correlation between GLIFX and LZIEX is 0.67, 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. LZIEX - Dividend Comparison

GLIFX's dividend yield for the trailing twelve months is around 6.37%, less than LZIEX's 12.61% yield.


TTM20252024202320222021202020192018201720162015
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%
LZIEX
Lazard International Equity Portfolio
12.61%12.35%8.26%3.78%6.12%17.81%1.03%2.07%7.93%1.42%1.06%0.72%

Drawdowns

GLIFX vs. LZIEX - Drawdown Comparison

The maximum GLIFX drawdown since its inception was -29.65%, smaller than the maximum LZIEX drawdown of -55.35%. Use the drawdown chart below to compare losses from any high point for GLIFX and LZIEX.


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Drawdown Indicators


GLIFXLZIEXDifference

Max Drawdown

Largest peak-to-trough decline

-29.65%

-55.35%

+25.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-11.88%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-30.42%

+13.27%

Max Drawdown (10Y)

Largest decline over 10 years

-29.65%

-35.12%

+5.47%

Current Drawdown

Current decline from peak

-7.05%

-11.64%

+4.59%

Average Drawdown

Average peak-to-trough decline

-3.35%

-11.27%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

3.11%

-0.95%

Volatility

GLIFX vs. LZIEX - Volatility Comparison

The current volatility for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) is 4.58%, while Lazard International Equity Portfolio (LZIEX) has a volatility of 6.25%. This indicates that GLIFX experiences smaller price fluctuations and is considered to be less risky than LZIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLIFXLZIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

6.25%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

9.86%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

15.08%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.70%

15.54%

-4.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.25%

16.04%

-2.79%