LGI vs. UMNIX
Compare and contrast key facts about Lazard Global Total Return and Income Fund (LGI) and Lazard US Short Duration Fixed Income Portfolio (UMNIX).
LGI is managed by Lazard. It was launched on Apr 28, 2004. UMNIX is managed by Lazard. It was launched on Feb 28, 2011.
Performance
LGI vs. UMNIX - Performance Comparison
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LGI vs. UMNIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGI Lazard Global Total Return and Income Fund | -2.51% | 21.36% | 14.00% | 12.89% | -20.57% | 25.28% | 17.04% | 30.25% | -10.51% | 39.37% |
UMNIX Lazard US Short Duration Fixed Income Portfolio | 0.15% | 5.02% | 3.88% | 3.53% | -2.72% | -0.44% | 2.47% | 3.26% | 1.09% | 0.82% |
Returns By Period
In the year-to-date period, LGI achieves a -2.51% return, which is significantly lower than UMNIX's 0.15% return. Over the past 10 years, LGI has outperformed UMNIX with an annualized return of 12.88%, while UMNIX has yielded a comparatively lower 1.74% annualized return.
LGI
- 1D
- 3.05%
- 1M
- -13.45%
- YTD
- -2.51%
- 6M
- -0.03%
- 1Y
- 19.09%
- 3Y*
- 12.36%
- 5Y*
- 6.53%
- 10Y*
- 12.88%
UMNIX
- 1D
- 0.10%
- 1M
- -0.52%
- YTD
- 0.15%
- 6M
- 1.03%
- 1Y
- 3.21%
- 3Y*
- 3.76%
- 5Y*
- 1.84%
- 10Y*
- 1.74%
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LGI vs. UMNIX - Expense Ratio Comparison
LGI has a 0.02% expense ratio, which is lower than UMNIX's 0.40% expense ratio.
Return for Risk
LGI vs. UMNIX — Risk / Return Rank
LGI
UMNIX
LGI vs. UMNIX - 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 US Short Duration Fixed Income Portfolio (UMNIX). 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 | UMNIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.71 | -0.76 |
Sortino ratioReturn per unit of downside risk | 1.35 | 2.91 | -1.56 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 3.42 | -2.51 |
Martin ratioReturn relative to average drawdown | 4.48 | 10.72 | -6.24 |
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 | UMNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.71 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.95 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 1.14 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.02 | -0.65 |
Correlation
The correlation between LGI and UMNIX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
LGI vs. UMNIX - Dividend Comparison
LGI's dividend yield for the trailing twelve months is around 10.73%, more than UMNIX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGI Lazard Global Total Return and Income Fund | 10.73% | 10.08% | 9.19% | 7.32% | 10.22% | 9.77% | 7.17% | 6.44% | 19.88% | 5.46% | 6.94% | 8.52% |
UMNIX Lazard US Short Duration Fixed Income Portfolio | 3.27% | 3.94% | 3.48% | 2.70% | 1.30% | 0.16% | 1.22% | 2.48% | 2.00% | 1.53% | 1.30% | 1.06% |
Drawdowns
LGI vs. UMNIX - Drawdown Comparison
The maximum LGI drawdown since its inception was -63.34%, which is greater than UMNIX's maximum drawdown of -4.13%. Use the drawdown chart below to compare losses from any high point for LGI and UMNIX.
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Drawdown Indicators
| LGI | UMNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.34% | -4.13% | -59.21% |
Max Drawdown (1Y)Largest decline over 1 year | -21.25% | -1.04% | -20.21% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -4.06% | -28.78% |
Max Drawdown (10Y)Largest decline over 10 years | -42.94% | -4.13% | -38.81% |
Current DrawdownCurrent decline from peak | -15.76% | -0.72% | -15.04% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -0.85% | -10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 0.33% | +4.00% |
Volatility
LGI vs. UMNIX - Volatility Comparison
Lazard Global Total Return and Income Fund (LGI) has a higher volatility of 10.63% compared to Lazard US Short Duration Fixed Income Portfolio (UMNIX) at 0.50%. This indicates that LGI's price experiences larger fluctuations and is considered to be riskier than UMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGI | UMNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.63% | 0.50% | +10.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 1.22% | +12.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 1.91% | +18.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 1.94% | +17.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.08% | 1.53% | +18.55% |