PXWEX vs. GLIFX
Compare and contrast key facts about Pax Ellevate Global Women’s Leadership Fund (PXWEX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX).
PXWEX is managed by Impax Asset Management. It was launched on Sep 30, 1993. GLIFX is managed by Lazard.
Performance
PXWEX vs. GLIFX - Performance Comparison
Loading graphics...
PXWEX vs. GLIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PXWEX Pax Ellevate Global Women’s Leadership Fund | -7.00% | 17.41% | 12.15% | 18.14% | -19.99% | 17.28% | 13.67% | 26.44% | -7.78% | 24.87% |
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares | 5.89% | 23.85% | 6.71% | 10.89% | -1.33% | 19.91% | -4.51% | 22.27% | -3.82% | 20.77% |
Returns By Period
In the year-to-date period, PXWEX achieves a -7.00% return, which is significantly lower than GLIFX's 5.89% return. Over the past 10 years, PXWEX has underperformed GLIFX with an annualized return of 8.82%, while GLIFX has yielded a comparatively higher 9.87% annualized return.
PXWEX
- 1D
- 0.12%
- 1M
- -8.32%
- YTD
- -7.00%
- 6M
- -2.68%
- 1Y
- 12.67%
- 3Y*
- 10.70%
- 5Y*
- 5.44%
- 10Y*
- 8.82%
GLIFX
- 1D
- 1.38%
- 1M
- -7.05%
- YTD
- 5.89%
- 6M
- 11.15%
- 1Y
- 23.17%
- 3Y*
- 14.09%
- 5Y*
- 12.14%
- 10Y*
- 9.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PXWEX vs. GLIFX - Expense Ratio Comparison
PXWEX has a 0.77% expense ratio, which is lower than GLIFX's 0.97% expense ratio.
Return for Risk
PXWEX vs. GLIFX — Risk / Return Rank
PXWEX
GLIFX
PXWEX vs. GLIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pax Ellevate Global Women’s Leadership Fund (PXWEX) 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.
| PXWEX | GLIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 2.23 | -1.44 |
Sortino ratioReturn per unit of downside risk | 1.22 | 2.83 | -1.61 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 2.74 | -1.74 |
Martin ratioReturn relative to average drawdown | 4.50 | 11.44 | -6.95 |
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
| PXWEX | GLIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.23 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 1.14 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.75 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.85 | -0.52 |
Correlation
The correlation between PXWEX and GLIFX 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
PXWEX vs. GLIFX - Dividend Comparison
PXWEX's dividend yield for the trailing twelve months is around 10.57%, more than GLIFX's 6.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXWEX Pax Ellevate Global Women’s Leadership Fund | 10.57% | 9.83% | 9.47% | 1.60% | 3.12% | 1.21% | 1.04% | 3.03% | 4.90% | 2.49% | 1.80% | 2.41% |
GLIFX Lazard Global Listed Infrastructure Portfolio Institutional Shares | 6.37% | 6.22% | 4.26% | 2.95% | 14.81% | 6.21% | 2.59% | 4.44% | 14.29% | 6.94% | 1.91% | 11.33% |
Drawdowns
PXWEX vs. GLIFX - Drawdown Comparison
The maximum PXWEX drawdown since its inception was -53.70%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for PXWEX and GLIFX.
Loading graphics...
Drawdown Indicators
| PXWEX | GLIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.70% | -29.65% | -24.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -9.00% | -2.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.67% | -17.15% | -12.52% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -29.65% | -4.82% |
Current DrawdownCurrent decline from peak | -9.48% | -7.05% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -9.84% | -3.35% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.16% | +0.32% |
Volatility
PXWEX vs. GLIFX - Volatility Comparison
Pax Ellevate Global Women’s Leadership Fund (PXWEX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) have volatilities of 4.55% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PXWEX | GLIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 4.58% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.35% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 10.71% | +5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 10.70% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 13.25% | +3.66% |