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

Correlation

The correlation between GLIFX and PLFRX is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GLIFX vs. PLFRX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GLIFX:

1.30

PLFRX:

2.11

Sortino Ratio

GLIFX:

1.75

PLFRX:

4.12

Omega Ratio

GLIFX:

1.24

PLFRX:

1.84

Calmar Ratio

GLIFX:

2.20

PLFRX:

2.73

Martin Ratio

GLIFX:

5.56

PLFRX:

13.34

Ulcer Index

GLIFX:

2.64%

PLFRX:

0.44%

Daily Std Dev

GLIFX:

11.44%

PLFRX:

2.82%

Max Drawdown

GLIFX:

-29.65%

PLFRX:

-18.75%

Current Drawdown

GLIFX:

0.00%

PLFRX:

0.00%

Returns By Period

In the year-to-date period, GLIFX achieves a 13.60% return, which is significantly higher than PLFRX's 1.09% return. Over the past 10 years, GLIFX has outperformed PLFRX with an annualized return of 8.87%, while PLFRX has yielded a comparatively lower 4.76% annualized return.


GLIFX

YTD

13.60%

1M

5.04%

6M

13.50%

1Y

14.74%

3Y*

8.76%

5Y*

11.08%

10Y*

8.87%

PLFRX

YTD

1.09%

1M

1.70%

6M

2.32%

1Y

5.91%

3Y*

8.47%

5Y*

7.09%

10Y*

4.76%

*Annualized

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GLIFX vs. PLFRX - Expense Ratio Comparison

GLIFX has a 0.97% expense ratio, which is higher than PLFRX's 0.68% expense ratio.


Risk-Adjusted Performance

GLIFX vs. PLFRX — 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 8888
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

PLFRX
The Risk-Adjusted Performance Rank of PLFRX is 9595
Overall Rank
The Sharpe Ratio Rank of PLFRX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PLFRX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of PLFRX is 9797
Omega Ratio Rank
The Calmar Ratio Rank of PLFRX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of PLFRX is 9595
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. PLFRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Pacific Funds Floating Rate Income (PLFRX). 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 lower than the PLFRX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of GLIFX and PLFRX, 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. PLFRX - Dividend Comparison

GLIFX's dividend yield for the trailing twelve months is around 2.44%, less than PLFRX's 7.92% yield.


TTM20242023202220212020201920182017201620152014
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
2.44%3.33%2.95%5.87%4.34%2.59%4.44%5.30%1.82%2.42%8.73%7.55%
PLFRX
Pacific Funds Floating Rate Income
7.92%8.47%8.92%5.64%3.90%4.05%5.12%5.08%4.46%4.21%4.52%4.85%

Drawdowns

GLIFX vs. PLFRX - Drawdown Comparison

The maximum GLIFX drawdown since its inception was -29.65%, which is greater than PLFRX's maximum drawdown of -18.75%. Use the drawdown chart below to compare losses from any high point for GLIFX and PLFRX. For additional features, visit the drawdowns tool.


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Volatility

GLIFX vs. PLFRX - Volatility Comparison

Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) has a higher volatility of 3.41% compared to Pacific Funds Floating Rate Income (PLFRX) at 0.64%. This indicates that GLIFX's price experiences larger fluctuations and is considered to be riskier than PLFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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