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LISIX vs. GLIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LISIX vs. GLIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard International Strategic Equity Portfolio R6 (LISIX) 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, LISIX achieves a 11.97% return, which is significantly higher than GLIFX's 7.33% return. Over the past 10 years, LISIX has underperformed GLIFX with an annualized return of 7.47%, while GLIFX has yielded a comparatively higher 10.23% annualized return.


LISIX

1D
0.41%
1M
5.15%
YTD
11.97%
6M
13.14%
1Y
21.90%
3Y*
14.01%
5Y*
5.43%
10Y*
7.47%

GLIFX

1D
-0.51%
1M
-1.97%
YTD
7.33%
6M
7.56%
1Y
15.45%
3Y*
13.91%
5Y*
11.29%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LISIX vs. GLIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LISIX
Lazard International Strategic Equity Portfolio R6
11.97%25.70%-1.42%17.08%-16.89%6.07%10.58%21.56%-10.48%27.87%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
7.33%23.85%6.71%10.89%-1.33%19.91%-4.51%22.27%-3.82%20.77%

Correlation

The correlation between LISIX and GLIFX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2010

0.66

Over the past year, the correlation between LISIX and GLIFX has dropped to 0.36 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.

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Return for Risk

LISIX vs. GLIFX — Risk / Return Rank

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

LISIX
LISIX Risk / Return Rank: 2525
Overall Rank
LISIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LISIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LISIX Omega Ratio Rank: 2424
Omega Ratio Rank
LISIX Calmar Ratio Rank: 2222
Calmar Ratio Rank
LISIX Martin Ratio Rank: 2929
Martin Ratio Rank

GLIFX
GLIFX Risk / Return Rank: 2424
Overall Rank
GLIFX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GLIFX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GLIFX Omega Ratio Rank: 2727
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 2222
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 2323
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.

LISIX vs. GLIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard International Strategic Equity Portfolio R6 (LISIX) 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.


LISIXGLIFXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.26

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

1.71

1.74

-0.03

Martin ratioReturn relative to average drawdown

6.85

5.88

+0.97

LISIX vs. GLIFX - Sharpe Ratio Comparison

The current LISIX Sharpe Ratio is 1.40, which is comparable to the GLIFX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of LISIX 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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Sharpe Ratios by Period


LISIXGLIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.46

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

1.03

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.77

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.84

-0.49

Drawdowns

LISIX vs. GLIFX - Drawdown Comparison

The maximum LISIX drawdown since its inception was -55.70%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for LISIX and GLIFX.


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Drawdown Indicators


LISIXGLIFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-29.65%

-26.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-9.00%

-3.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-10.02%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-32.52%

-17.15%

-15.37%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

-29.65%

-6.36%

Current Drawdown

Current decline from peak

-0.07%

-5.79%

+5.72%

Average Drawdown

Average peak-to-trough decline

-10.49%

-3.36%

-7.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.66%

+0.40%

Volatility

LISIX vs. GLIFX - Volatility Comparison

Lazard International Strategic Equity Portfolio R6 (LISIX) has a higher volatility of 5.76% compared to Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) at 4.53%. This indicates that LISIX's price experiences larger fluctuations and is considered to be riskier than GLIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LISIXGLIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

4.53%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

9.30%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

10.72%

+4.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

10.99%

+6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

13.33%

+3.95%

LISIX vs. GLIFX - Expense Ratio Comparison

LISIX has a 0.80% expense ratio, which is lower than GLIFX's 0.97% expense ratio.


Dividends

LISIX vs. GLIFX - Dividend Comparison

LISIX's dividend yield for the trailing twelve months is around 25.69%, more than GLIFX's 6.29% yield.


PositionTTM20252024202320222021202020192018201720162015
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
6.29%6.22%4.26%2.95%14.81%6.21%2.59%4.44%14.29%6.94%1.91%11.33%
LISIX
Lazard International Strategic Equity Portfolio R6
25.69%28.77%13.47%1.46%1.39%8.82%1.01%1.85%9.01%1.30%1.60%1.16%

Frequently Asked Questions


LISIX and GLIFX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LISIX has higher volatility (5.76%) compared to GLIFX (4.53%). In terms of maximum drawdown, LISIX dropped -55.70% vs GLIFX's -29.65%.

GLIFX currently has the higher Sharpe Ratio (1.46 vs 1.40), 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.

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