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GLIX vs. NFRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLIX vs. NFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Listed Infrastructure ETF (GLIX) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLIX achieves a 10.17% return, which is significantly higher than NFRA's 8.66% return.


GLIX

1D
0.79%
1M
-0.13%
YTD
10.17%
6M
10.14%
1Y
3Y*
5Y*
10Y*

NFRA

1D
-0.24%
1M
0.06%
YTD
8.66%
6M
8.93%
1Y
13.74%
3Y*
12.87%
5Y*
5.51%
10Y*
7.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLIX vs. NFRA - Yearly Performance Comparison


Correlation

The correlation between GLIX and NFRA is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 7, 2025

0.68

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Return for Risk

GLIX vs. NFRA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLIX

NFRA
NFRA Risk / Return Rank: 3838
Overall Rank
NFRA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 3737
Sortino Ratio Rank
NFRA Omega Ratio Rank: 3737
Omega Ratio Rank
NFRA Calmar Ratio Rank: 3939
Calmar Ratio Rank
NFRA Martin Ratio Rank: 3939
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.

GLIX vs. NFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Listed Infrastructure ETF (GLIX) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GLIX vs. NFRA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GLIXNFRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

0.48

+0.92

Drawdowns

GLIX vs. NFRA - Drawdown Comparison

The maximum GLIX drawdown since its inception was -7.82%, smaller than the maximum NFRA drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for GLIX and NFRA.


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Drawdown Indicators


GLIXNFRADifference

Max Drawdown

Largest peak-to-trough decline

-7.82%

-32.49%

+24.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

Max Drawdown (3Y)

Largest decline over 3 years

-11.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.49%

Current Drawdown

Current decline from peak

-3.04%

-2.39%

-0.65%

Average Drawdown

Average peak-to-trough decline

-2.07%

-4.53%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

Volatility

GLIX vs. NFRA - Volatility Comparison


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Volatility by Period


GLIXNFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.94%

10.37%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.94%

12.98%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.94%

14.97%

-3.03%

GLIX vs. NFRA - Expense Ratio Comparison

GLIX has a 0.96% expense ratio, which is higher than NFRA's 0.47% expense ratio.


Dividends

GLIX vs. NFRA - Dividend Comparison

GLIX's dividend yield for the trailing twelve months is around 1.65%, less than NFRA's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
GLIX
Lazard Listed Infrastructure ETF
1.65%1.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.55%6.00%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%

Frequently Asked Questions


GLIX and NFRA have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NFRA is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NFRA is cheaper with a 0.47% expense ratio, compared with 0.96% for GLIX.

NFRA has the higher dividend yield at 5.55%, compared with 1.65% for GLIX.

They also come from different issuers: Lazard and FlexShares. Their fees differ too: 0.96% for GLIX and 0.47% for NFRA.

Portfolio Optimizer

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