LGI vs. RALIX
Compare and contrast key facts about Lazard Global Total Return and Income Fund (LGI) and Lazard Real Assets Portfolio (RALIX).
LGI is managed by Lazard. It was launched on Apr 28, 2004. RALIX is managed by Lazard. It was launched on Dec 29, 2016.
Performance
LGI vs. RALIX - Performance Comparison
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LGI vs. RALIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 38.76% |
RALIX Lazard Real Assets Portfolio | 7.89% | 15.60% | 5.91% | 4.43% | -8.99% | 22.32% | 0.61% | 16.07% | -7.59% | 8.60% |
Returns By Period
In the year-to-date period, LGI achieves a -5.39% return, which is significantly lower than RALIX's 7.89% 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%
RALIX
- 1D
- 0.44%
- 1M
- -4.28%
- YTD
- 7.89%
- 6M
- 11.43%
- 1Y
- 18.18%
- 3Y*
- 11.26%
- 5Y*
- 8.13%
- 10Y*
- —
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LGI vs. RALIX - Expense Ratio Comparison
LGI has a 0.02% expense ratio, which is lower than RALIX's 0.80% expense ratio.
Return for Risk
LGI vs. RALIX — Risk / Return Rank
LGI
RALIX
LGI vs. RALIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Global Total Return and Income Fund (LGI) and Lazard Real Assets Portfolio (RALIX). 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.
| LGI | RALIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.69 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.18 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.01 | -1.27 |
Martin ratioReturn relative to average drawdown | 3.73 | 10.58 | -6.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LGI | RALIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.69 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.70 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.59 | -0.22 |
Correlation
The correlation between LGI and RALIX is 0.53, 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. RALIX - Dividend Comparison
LGI's dividend yield for the trailing twelve months is around 11.06%, more than RALIX's 8.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RALIX Lazard Real Assets Portfolio | 8.17% | 7.04% | 3.07% | 2.93% | 7.65% | 11.84% | 3.93% | 2.24% | 5.27% | 1.69% | 0.00% | 0.00% |
Drawdowns
LGI vs. RALIX - Drawdown Comparison
The maximum LGI drawdown since its inception was -63.34%, which is greater than RALIX's maximum drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for LGI and RALIX.
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Drawdown Indicators
| LGI | RALIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.34% | -24.00% | -39.34% |
Max Drawdown (1Y)Largest decline over 1 year | -21.25% | -9.39% | -11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -22.03% | -10.81% |
Max Drawdown (10Y)Largest decline over 10 years | -42.94% | — | — |
Current DrawdownCurrent decline from peak | -18.25% | -4.28% | -13.97% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -5.85% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 1.78% | +2.43% |
Volatility
LGI vs. RALIX - Volatility Comparison
Lazard Global Total Return and Income Fund (LGI) has a higher volatility of 10.00% compared to Lazard Real Assets Portfolio (RALIX) at 2.88%. This indicates that LGI's price experiences larger fluctuations and is considered to be riskier than RALIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGI | RALIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 2.88% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.77% | 6.40% | +7.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.92% | 11.13% | +8.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 11.76% | +7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.06% | 11.20% | +8.86% |