LZSIX vs. GLFOX
Compare and contrast key facts about Lazard International Equity Select Portfolio R6 (LZSIX) and Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX).
LZSIX is managed by Lazard. It was launched on May 31, 2001. GLFOX is managed by Lazard. It was launched on Dec 31, 2009.
Performance
LZSIX vs. GLFOX - Performance Comparison
Loading graphics...
LZSIX vs. GLFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZSIX Lazard International Equity Select Portfolio R6 | -1.87% | 24.70% | 2.11% | 12.08% | -15.56% | 3.27% | 8.33% | 20.32% | -14.54% | 28.31% |
GLFOX Lazard Global Listed Infrastructure Portfolio Open Shares | 5.88% | 23.53% | 6.43% | 10.59% | -1.59% | 19.67% | -4.71% | 21.95% | -4.06% | 20.44% |
Returns By Period
In the year-to-date period, LZSIX achieves a -1.87% return, which is significantly lower than GLFOX's 5.88% return. Over the past 10 years, LZSIX has underperformed GLFOX with an annualized return of 5.61%, while GLFOX has yielded a comparatively higher 9.65% annualized return.
LZSIX
- 1D
- 0.08%
- 1M
- -11.03%
- YTD
- -1.87%
- 6M
- -0.16%
- 1Y
- 17.14%
- 3Y*
- 9.23%
- 5Y*
- 3.90%
- 10Y*
- 5.61%
GLFOX
- 1D
- 1.38%
- 1M
- -7.06%
- YTD
- 5.88%
- 6M
- 11.00%
- 1Y
- 22.84%
- 3Y*
- 13.81%
- 5Y*
- 11.85%
- 10Y*
- 9.65%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LZSIX vs. GLFOX - Expense Ratio Comparison
LZSIX has a 0.87% expense ratio, which is lower than GLFOX's 1.22% expense ratio.
Return for Risk
LZSIX vs. GLFOX — Risk / Return Rank
LZSIX
GLFOX
LZSIX vs. GLFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Select Portfolio R6 (LZSIX) and Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX). 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.
| LZSIX | GLFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 2.20 | -1.14 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.79 | -1.38 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.71 | -1.43 |
Martin ratioReturn relative to average drawdown | 4.80 | 11.32 | -6.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LZSIX | GLFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 2.20 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 1.11 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.73 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.83 | -0.59 |
Correlation
The correlation between LZSIX and GLFOX is 0.66, 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
LZSIX vs. GLFOX - Dividend Comparison
LZSIX's dividend yield for the trailing twelve months is around 2.55%, less than GLFOX's 6.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZSIX Lazard International Equity Select Portfolio R6 | 2.55% | 2.50% | 1.74% | 1.48% | 2.22% | 3.39% | 0.98% | 2.18% | 3.22% | 0.66% | 1.15% | 1.17% |
GLFOX Lazard Global Listed Infrastructure Portfolio Open Shares | 6.18% | 6.03% | 4.00% | 2.69% | 14.50% | 6.02% | 2.39% | 4.20% | 13.99% | 6.82% | 2.07% | 11.01% |
Drawdowns
LZSIX vs. GLFOX - Drawdown Comparison
The maximum LZSIX drawdown since its inception was -55.86%, which is greater than GLFOX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for LZSIX and GLFOX.
Loading graphics...
Drawdown Indicators
| LZSIX | GLFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.86% | -29.65% | -26.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -9.01% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -17.14% | -11.54% |
Max Drawdown (10Y)Largest decline over 10 years | -36.77% | -29.65% | -7.12% |
Current DrawdownCurrent decline from peak | -11.22% | -7.06% | -4.16% |
Average DrawdownAverage peak-to-trough decline | -11.78% | -3.41% | -8.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.16% | +0.85% |
Volatility
LZSIX vs. GLFOX - Volatility Comparison
Lazard International Equity Select Portfolio R6 (LZSIX) has a higher volatility of 6.04% compared to Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) at 4.59%. This indicates that LZSIX's price experiences larger fluctuations and is considered to be riskier than GLFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LZSIX | GLFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 4.59% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 7.39% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.04% | 10.76% | +4.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 10.71% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 13.27% | +2.45% |