VMVFX vs. GLIFX
Compare and contrast key facts about Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX).
VMVFX is managed by Vanguard. It was launched on Dec 12, 2013. GLIFX is managed by Lazard.
Performance
VMVFX vs. GLIFX - Performance Comparison
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VMVFX vs. GLIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.71% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
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, VMVFX achieves a 1.71% return, which is significantly lower than GLIFX's 5.89% return. Over the past 10 years, VMVFX has underperformed GLIFX with an annualized return of 9.02%, while GLIFX has yielded a comparatively higher 9.87% annualized return.
VMVFX
- 1D
- 0.25%
- 1M
- -5.81%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.07%
- 3Y*
- 11.40%
- 5Y*
- 9.94%
- 10Y*
- 9.02%
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%
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VMVFX vs. GLIFX - Expense Ratio Comparison
VMVFX has a 0.21% expense ratio, which is lower than GLIFX's 0.97% expense ratio.
Return for Risk
VMVFX vs. GLIFX — Risk / Return Rank
VMVFX
GLIFX
VMVFX vs. GLIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) 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.
| VMVFX | GLIFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 2.23 | -1.33 |
Sortino ratioReturn per unit of downside risk | 1.30 | 2.83 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.43 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.74 | -1.68 |
Martin ratioReturn relative to average drawdown | 5.20 | 11.44 | -6.25 |
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
| VMVFX | GLIFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 2.23 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.14 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.75 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.85 | -0.06 |
Correlation
The correlation between VMVFX and GLIFX is 0.69, 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
VMVFX vs. GLIFX - Dividend Comparison
VMVFX's dividend yield for the trailing twelve months is around 9.81%, more than GLIFX's 6.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.81% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
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
VMVFX vs. GLIFX - Drawdown Comparison
The maximum VMVFX drawdown since its inception was -33.09%, which is greater than GLIFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for VMVFX and GLIFX.
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Drawdown Indicators
| VMVFX | GLIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -29.65% | -3.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.96% | -9.00% | +1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | -17.15% | +4.13% |
Max Drawdown (10Y)Largest decline over 10 years | -33.09% | -29.65% | -3.44% |
Current DrawdownCurrent decline from peak | -6.03% | -7.05% | +1.02% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -3.35% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.16% | -0.53% |
Volatility
VMVFX vs. GLIFX - Volatility Comparison
The current volatility for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) is 2.61%, while Lazard Global Listed Infrastructure Portfolio Institutional Shares (GLIFX) has a volatility of 4.58%. This indicates that VMVFX 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
| VMVFX | GLIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 4.58% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 4.87% | 7.35% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.02% | 10.71% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 10.70% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.48% | 13.25% | -0.77% |