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IGF vs. GLIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGF vs. GLIFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, IGF achieves a 10.41% return, which is significantly higher than GLIFX's 7.74% return. Over the past 10 years, IGF has underperformed GLIFX with an annualized return of 8.14%, while GLIFX has yielded a comparatively higher 9.92% annualized return.


IGF

1D
-0.28%
1M
-0.09%
6M
5.19%
YTD
10.41%
1Y
16.30%
3Y*
16.16%
5Y*
11.05%
10Y*
8.14%
ALL TIME*
4.91%

GLIFX

1D
-0.36%
1M
-1.08%
6M
3.91%
YTD
7.74%
1Y
14.55%
3Y*
13.40%
5Y*
10.83%
10Y*
9.92%
ALL TIME*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$38.15M$37.64M$47.97M

IGF vs. GLIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF
10.41%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
7.74%23.85%6.71%10.89%-1.33%19.91%-4.51%22.27%-3.82%20.77%

Correlation

The correlation between IGF and GLIFX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.74

The correlation between IGF and GLIFX shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IGF vs. GLIFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IGF
IGF Risk / Return Rank: 6969
Overall Rank
IGF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 6969
Sortino Ratio Rank
IGF Omega Ratio Rank: 6666
Omega Ratio Rank
IGF Calmar Ratio Rank: 7979
Calmar Ratio Rank
IGF Martin Ratio Rank: 6363
Martin Ratio Rank

GLIFX
GLIFX Risk / Return Rank: 4343
Overall Rank
GLIFX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GLIFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
GLIFX Omega Ratio Rank: 5050
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IGF vs. GLIFX - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGFGLIFXDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

2.83

1.58

+1.25

Martin ratioReturn relative to average drawdown

7.59

4.31

+3.27

IGF vs. GLIFX - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.55, which is comparable to the GLIFX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of IGF and GLIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGF vs. GLIFX - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for IGF and GLIFX.


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Drawdown Indicators


IGFGLIFXDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-29.65%

-28.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-9.00%

+3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-11.31%

-9.00%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-17.15%

-3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-29.65%

-12.46%

Current Drawdown

Current decline from peak

-2.34%

-5.43%

+3.09%

Average Drawdown

Average peak-to-trough decline

-11.79%

-3.37%

-8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

3.29%

-1.10%

Volatility

IGF vs. GLIFX - Volatility Comparison

iShares Global Infrastructure ETF (IGF) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) have volatilities of 2.75% and 2.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGFGLIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

2.85%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

9.47%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

10.85%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.95%

11.00%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

13.18%

+3.53%

IGF vs. GLIFX - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is lower than GLIFX's 0.97% expense ratio.


Dividends

IGF vs. GLIFX - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.89%, less than GLIFX's 7.29% yield.


PositionTTM20252024202320222021202020192018201720162015
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
7.29%6.22%4.26%2.95%14.81%6.21%2.59%4.44%14.29%6.94%1.91%11.33%
IGF
iShares Global Infrastructure ETF
2.89%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Frequently Asked Questions


IGF and GLIFX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLIFX has higher volatility (2.85%) compared to IGF (2.75%). In terms of maximum drawdown, IGF dropped -58.33% vs GLIFX's -29.65%.

IGF currently has the higher Sharpe Ratio (1.55 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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