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GLIFX vs. VISTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLIFX vs. VISTX - 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 Institutional Short-Term Bond Fund (VISTX). The values are adjusted to include any dividend payments, if applicable.

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GLIFX vs. VISTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
6.94%23.85%6.71%10.89%-1.33%19.91%-4.51%22.27%-3.82%20.77%
VISTX
Vanguard Institutional Short-Term Bond Fund
0.32%5.68%5.56%4.98%-3.73%-0.04%3.92%4.20%1.83%1.42%

Returns By Period

In the year-to-date period, GLIFX achieves a 6.94% return, which is significantly higher than VISTX's 0.32% return. Over the past 10 years, GLIFX has outperformed VISTX with an annualized return of 9.98%, while VISTX has yielded a comparatively lower 2.44% annualized 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%

VISTX

1D
0.08%
1M
-0.38%
YTD
0.32%
6M
1.37%
1Y
4.33%
3Y*
4.97%
5Y*
2.45%
10Y*
2.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLIFX vs. VISTX - Expense Ratio Comparison

GLIFX has a 0.97% expense ratio, which is higher than VISTX's 0.02% expense ratio.


Return for Risk

GLIFX vs. VISTX — 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

VISTX
VISTX Risk / Return Rank: 9898
Overall Rank
VISTX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VISTX Sortino Ratio Rank: 9898
Sortino Ratio Rank
VISTX Omega Ratio Rank: 9797
Omega Ratio Rank
VISTX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VISTX Martin Ratio Rank: 9898
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. VISTX - 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 Institutional Short-Term Bond Fund (VISTX). 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.


GLIFXVISTXDifference

Sharpe ratio

Return per unit of total volatility

2.28

3.00

-0.72

Sortino ratio

Return per unit of downside risk

2.90

4.71

-1.81

Omega ratio

Gain probability vs. loss probability

1.44

1.68

-0.25

Calmar ratio

Return relative to maximum drawdown

2.78

5.15

-2.37

Martin ratio

Return relative to average drawdown

11.41

20.61

-9.19

GLIFX vs. VISTX - Sharpe Ratio Comparison

The current GLIFX Sharpe Ratio is 2.28, which is comparable to the VISTX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of GLIFX and VISTX, 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


GLIFXVISTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

3.00

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.15

1.33

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

1.67

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.70

-0.85

Correlation

The correlation between GLIFX and VISTX 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. VISTX - Dividend Comparison

GLIFX's dividend yield for the trailing twelve months is around 6.31%, more than VISTX's 4.10% 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%
VISTX
Vanguard Institutional Short-Term Bond Fund
4.10%4.53%5.03%3.91%1.76%1.85%2.33%2.72%2.32%1.78%1.51%0.00%

Drawdowns

GLIFX vs. VISTX - Drawdown Comparison

The maximum GLIFX drawdown since its inception was -29.65%, which is greater than VISTX's maximum drawdown of -5.64%. Use the drawdown chart below to compare losses from any high point for GLIFX and VISTX.


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Drawdown Indicators


GLIFXVISTXDifference

Max Drawdown

Largest peak-to-trough decline

-29.65%

-5.64%

-24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-0.86%

-8.14%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-5.64%

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-29.65%

-5.64%

-24.01%

Current Drawdown

Current decline from peak

-6.13%

-0.56%

-5.57%

Average Drawdown

Average peak-to-trough decline

-3.35%

-0.69%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

0.22%

+1.97%

Volatility

GLIFX vs. VISTX - Volatility Comparison

Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) has a higher volatility of 4.77% compared to Vanguard Institutional Short-Term Bond Fund (VISTX) at 0.45%. This indicates that GLIFX's price experiences larger fluctuations and is considered to be riskier than VISTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLIFXVISTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

0.45%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

0.85%

+6.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.73%

1.45%

+9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.71%

1.85%

+8.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.25%

1.47%

+11.78%