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GLIFX vs. VCIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLIFX vs. VCIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

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GLIFX vs. VCIT - 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%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.45%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%

Returns By Period

In the year-to-date period, GLIFX achieves a 5.89% return, which is significantly higher than VCIT's -0.45% return. Over the past 10 years, GLIFX has outperformed VCIT with an annualized return of 9.87%, while VCIT has yielded a comparatively lower 3.06% 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%

VCIT

1D
0.55%
1M
-1.98%
YTD
-0.45%
6M
0.69%
1Y
6.08%
3Y*
5.56%
5Y*
1.42%
10Y*
3.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLIFX vs. VCIT - Expense Ratio Comparison

GLIFX has a 0.97% expense ratio, which is higher than VCIT's 0.04% expense ratio.


Return for Risk

GLIFX vs. VCIT — 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

VCIT
VCIT Risk / Return Rank: 7474
Overall Rank
VCIT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VCIT Omega Ratio Rank: 6767
Omega Ratio Rank
VCIT Calmar Ratio Rank: 8080
Calmar Ratio Rank
VCIT Martin Ratio Rank: 7575
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. VCIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) and Vanguard Intermediate-Term Corporate Bond ETF (VCIT). 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.


GLIFXVCITDifference

Sharpe ratio

Return per unit of total volatility

2.23

1.26

+0.97

Sortino ratio

Return per unit of downside risk

2.83

1.76

+1.08

Omega ratio

Gain probability vs. loss probability

1.43

1.24

+0.19

Calmar ratio

Return relative to maximum drawdown

2.74

2.07

+0.67

Martin ratio

Return relative to average drawdown

11.44

7.31

+4.14

GLIFX vs. VCIT - Sharpe Ratio Comparison

The current GLIFX Sharpe Ratio is 2.23, which is higher than the VCIT Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GLIFX and VCIT, 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


GLIFXVCITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.26

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.22

+0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.49

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.75

+0.09

Correlation

The correlation between GLIFX and VCIT is 0.09, 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.


Dividends

GLIFX vs. VCIT - Dividend Comparison

GLIFX's dividend yield for the trailing twelve months is around 6.37%, more than VCIT's 4.72% 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%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.72%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Drawdowns

GLIFX vs. VCIT - Drawdown Comparison

The maximum GLIFX drawdown since its inception was -29.65%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for GLIFX and VCIT.


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Drawdown Indicators


GLIFXVCITDifference

Max Drawdown

Largest peak-to-trough decline

-29.65%

-20.56%

-9.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-2.99%

-6.01%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-20.56%

+3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-29.65%

-20.56%

-9.09%

Current Drawdown

Current decline from peak

-7.05%

-1.98%

-5.07%

Average Drawdown

Average peak-to-trough decline

-3.35%

-3.18%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

0.85%

+1.31%

Volatility

GLIFX vs. VCIT - Volatility Comparison

Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) has a higher volatility of 4.58% compared to Vanguard Intermediate-Term Corporate Bond ETF (VCIT) at 2.07%. This indicates that GLIFX's price experiences larger fluctuations and is considered to be riskier than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLIFXVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

2.07%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

2.84%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

4.85%

+5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.70%

6.60%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.25%

6.27%

+6.98%