Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | -2.53% | -4.38% | -9.70% | -4.05% | -4.93% | -2.81% | +6.90% | -3.81% | +2.06% | -1.29% |
| Market-price total return | -1.64% | -3.51% | -7.30% | +1.02% | +3.54% | +7.66% | +18.05% | +6.19% | +12.25% | +7.79% |
| NAV return | -0.27% | +0.39% | +0.50% | +1.62% | -1.20% | +0.72% | +4.46% | -3.21% | +1.76% | -0.22% |
| NAV total return | +0.57% | +1.23% | +3.05% | +6.91% | +7.48% | +11.32% | +14.62% | +6.13% | +11.03% | +7.69% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.17% | 0.15% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.17% | 0.15% | as above |
| Volatility, 5 years | 0.19% | 0.17% | as above |
| Maximum drawdown, 3 years | -21.91% | -18.59% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.80 | 0.67 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.13 | 0.97 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 1.31 | — | AOR (60/40 allocation ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.73 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Lazard Global Total Return & Income Fund Inc. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.