PortfoliosLab logoPortfoliosLab logo
LGI vs. GIMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGI vs. GIMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Global Total Return and Income Fund (LGI) and GMO Implementation Fund (GIMFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LGI vs. GIMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGI
Lazard Global Total Return and Income Fund
-5.39%21.36%14.00%12.89%-20.57%25.28%17.04%30.25%-10.51%39.37%
GIMFX
GMO Implementation Fund
4.96%25.37%2.67%14.75%-1.24%4.05%-7.25%13.24%-5.58%14.09%

Returns By Period

In the year-to-date period, LGI achieves a -5.39% return, which is significantly lower than GIMFX's 4.96% return. Over the past 10 years, LGI has outperformed GIMFX with an annualized return of 12.55%, while GIMFX has yielded a comparatively lower 6.46% annualized return.


LGI

1D
3.81%
1M
-16.95%
YTD
-5.39%
6M
-2.20%
1Y
15.87%
3Y*
11.24%
5Y*
5.89%
10Y*
12.55%

GIMFX

1D
0.25%
1M
-5.36%
YTD
4.96%
6M
11.65%
1Y
25.30%
3Y*
14.62%
5Y*
8.53%
10Y*
6.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LGI vs. GIMFX - Expense Ratio Comparison

LGI has a 0.02% expense ratio, which is lower than GIMFX's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LGI vs. GIMFX — Risk / Return Rank

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

LGI
LGI Risk / Return Rank: 3434
Overall Rank
LGI Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LGI Sortino Ratio Rank: 3333
Sortino Ratio Rank
LGI Omega Ratio Rank: 3939
Omega Ratio Rank
LGI Calmar Ratio Rank: 2525
Calmar Ratio Rank
LGI Martin Ratio Rank: 3535
Martin Ratio Rank

GIMFX
GIMFX Risk / Return Rank: 9696
Overall Rank
GIMFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GIMFX Sortino Ratio Rank: 9797
Sortino Ratio Rank
GIMFX Omega Ratio Rank: 9696
Omega Ratio Rank
GIMFX Calmar Ratio Rank: 9696
Calmar Ratio Rank
GIMFX Martin Ratio Rank: 9696
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.

LGI vs. GIMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Global Total Return and Income Fund (LGI) and GMO Implementation Fund (GIMFX). 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.


LGIGIMFXDifference

Sharpe ratio

Return per unit of total volatility

0.80

2.85

-2.05

Sortino ratio

Return per unit of downside risk

1.16

3.70

-2.54

Omega ratio

Gain probability vs. loss probability

1.18

1.57

-0.39

Calmar ratio

Return relative to maximum drawdown

0.74

3.48

-2.74

Martin ratio

Return relative to average drawdown

3.73

13.93

-10.19

LGI vs. GIMFX - Sharpe Ratio Comparison

The current LGI Sharpe Ratio is 0.80, which is lower than the GIMFX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of LGI and GIMFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LGIGIMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.85

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

1.01

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.73

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.64

-0.28

Correlation

The correlation between LGI and GIMFX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LGI vs. GIMFX - Dividend Comparison

LGI's dividend yield for the trailing twelve months is around 11.06%, more than GIMFX's 4.07% yield.


TTM20252024202320222021202020192018201720162015
LGI
Lazard Global Total Return and Income Fund
11.06%10.08%9.19%7.32%10.22%9.77%7.17%6.44%19.88%5.46%6.94%8.52%
GIMFX
GMO Implementation Fund
4.07%4.28%3.39%5.93%3.59%3.28%2.25%3.99%4.59%2.95%1.98%0.00%

Drawdowns

LGI vs. GIMFX - Drawdown Comparison

The maximum LGI drawdown since its inception was -63.34%, which is greater than GIMFX's maximum drawdown of -25.87%. Use the drawdown chart below to compare losses from any high point for LGI and GIMFX.


Loading graphics...

Drawdown Indicators


LGIGIMFXDifference

Max Drawdown

Largest peak-to-trough decline

-63.34%

-25.87%

-37.47%

Max Drawdown (1Y)

Largest decline over 1 year

-21.25%

-6.79%

-14.46%

Max Drawdown (5Y)

Largest decline over 5 years

-32.84%

-14.02%

-18.82%

Max Drawdown (10Y)

Largest decline over 10 years

-42.94%

-25.87%

-17.07%

Current Drawdown

Current decline from peak

-18.25%

-5.36%

-12.89%

Average Drawdown

Average peak-to-trough decline

-10.96%

-4.33%

-6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

1.75%

+2.46%

Volatility

LGI vs. GIMFX - Volatility Comparison

Lazard Global Total Return and Income Fund (LGI) has a higher volatility of 10.00% compared to GMO Implementation Fund (GIMFX) at 3.70%. This indicates that LGI's price experiences larger fluctuations and is considered to be riskier than GIMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LGIGIMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

3.70%

+6.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.77%

5.81%

+7.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.92%

8.81%

+11.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

8.46%

+10.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

8.93%

+11.13%