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SGMAX vs. GLIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGMAX vs. GLIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SEI Institutional Investments Trust Global Managed Volatility Fund (SGMAX) 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, SGMAX achieves a 12.48% return, which is significantly higher than GLIFX's 7.74% return.


SGMAX

1D
0.16%
1M
3.23%
6M
9.22%
YTD
12.48%
1Y
21.15%
3Y*
16.08%
5Y*
10.99%
10Y*
ALL TIME*
10.09%

GLIFX

1D
-0.36%
1M
-1.08%
6M
3.91%
YTD
7.74%
1Y
14.55%
3Y*
13.40%
5Y*
10.83%
10Y*
9.92%
ALL TIME*
10.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

SGMAX vs. GLIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SGMAX
SEI Institutional Investments Trust Global Managed Volatility Fund
12.48%17.93%15.18%8.86%-3.41%18.94%-2.71%20.58%-4.41%17.10%
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
7.74%23.85%6.71%10.89%-1.33%19.91%-4.51%22.27%-3.82%20.77%

Correlation

The correlation between SGMAX and GLIFX is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.66

The correlation between SGMAX and GLIFX shifts across timeframes, from 0.49 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SGMAX vs. GLIFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SGMAX
SGMAX Risk / Return Rank: 9393
Overall Rank
SGMAX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SGMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SGMAX Omega Ratio Rank: 9090
Omega Ratio Rank
SGMAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SGMAX Martin Ratio Rank: 9292
Martin Ratio Rank

GLIFX
GLIFX Risk / Return Rank: 4343
Overall Rank
GLIFX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
GLIFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
GLIFX Omega Ratio Rank: 5050
Omega Ratio Rank
GLIFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
GLIFX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SGMAX vs. GLIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Institutional Investments Trust Global Managed Volatility Fund (SGMAX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SGMAXGLIFXDifference
Sharpe ratioReturn per unit of total volatility

+1.36

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.49

1.24

+0.25

Calmar ratioReturn relative to maximum drawdown

3.42

1.58

+1.84

Martin ratioReturn relative to average drawdown

13.48

4.31

+9.17

SGMAX vs. GLIFX - Sharpe Ratio Comparison

The current SGMAX Sharpe Ratio is 2.68, which is higher than the GLIFX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SGMAX 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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Drawdowns

SGMAX vs. GLIFX - Drawdown Comparison

The maximum SGMAX drawdown since its inception was -31.27%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for SGMAX and GLIFX.


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Drawdown Indicators


SGMAXGLIFXDifference

Max Drawdown

Largest peak-to-trough decline

-31.27%

-29.65%

-1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.88%

-9.00%

+3.12%

Max Drawdown (3Y)

Largest decline over 3 years

-11.57%

-9.00%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.11%

-17.15%

-4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-29.65%

Current Drawdown

Current decline from peak

-0.08%

-5.43%

+5.35%

Average Drawdown

Average peak-to-trough decline

-4.74%

-3.37%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

3.29%

-1.80%

Volatility

SGMAX vs. GLIFX - Volatility Comparison

The current volatility for SEI Institutional Investments Trust Global Managed Volatility Fund (SGMAX) is 2.05%, while Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) has a volatility of 2.85%. This indicates that SGMAX experiences smaller price fluctuations and is considered to be less risky 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


SGMAXGLIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

2.85%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

9.47%

-3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

7.56%

10.85%

-3.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

11.00%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.13%

13.18%

+0.95%

SGMAX vs. GLIFX - Expense Ratio Comparison

SGMAX has a 0.25% expense ratio, which is lower than GLIFX's 0.97% expense ratio.


Dividends

SGMAX vs. GLIFX - Dividend Comparison

SGMAX's dividend yield for the trailing twelve months is around 12.93%, more than GLIFX's 7.29% yield.


PositionTTM20252024202320222021202020192018201720162015
GLIFX
Lazard Global Listed Infrastructure Portfolio Institutional Shares
7.29%6.22%4.26%2.95%14.81%6.21%2.59%4.44%14.29%6.94%1.91%11.33%
SGMAX
SEI Institutional Investments Trust Global Managed Volatility Fund
12.93%14.55%12.63%6.40%11.12%15.38%2.06%4.81%7.86%4.45%0.00%0.00%

Frequently Asked Questions


SGMAX and GLIFX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLIFX has higher volatility (2.85%) compared to SGMAX (2.05%). In terms of maximum drawdown, SGMAX dropped -31.27% vs GLIFX's -29.65%.

SGMAX currently has the higher Sharpe Ratio (2.68 vs 1.31), 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.

Portfolio Optimizer

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