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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lazard International Quality Growth Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Lazard International Quality Growth Portfolio (ICMPX) has returned -11.59% so far this year and -3.07% over the past 12 months.
Lazard International Quality Growth Portfolio
- 1D
- 0.33%
- 1M
- -10.49%
- YTD
- -11.59%
- 6M
- -13.07%
- 1Y
- -3.07%
- 3Y*
- 4.31%
- 5Y*
- 1.06%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2019, ICMPX's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +12.4%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ICMPX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +7.4%, while the worst single day was Mar 12, 2020 at -9.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.35% | -2.54% | -10.49% | -11.59% | |||||||||
| 2025 | 6.39% | -1.24% | -3.04% | 3.94% | 3.96% | 1.20% | -1.97% | 1.55% | 2.43% | -0.39% | -1.38% | 0.10% | 11.70% |
| 2024 | -0.71% | 3.76% | 2.25% | -5.98% | 3.57% | 1.50% | 1.24% | 5.00% | 2.73% | -4.98% | 0.12% | -2.35% | 5.62% |
| 2023 | 7.45% | -3.08% | 3.98% | 1.53% | -2.47% | 4.99% | 1.54% | -4.74% | -4.43% | -2.75% | 9.90% | 5.95% | 17.84% |
| 2022 | -7.02% | -3.52% | 1.26% | -7.67% | 0.07% | -8.37% | 7.43% | -6.34% | -9.08% | 5.50% | 12.35% | -4.20% | -20.11% |
| 2021 | 0.83% | -0.25% | 1.91% | 4.51% | 2.93% | 0.12% | 2.15% | 2.16% | -4.79% | 2.87% | -4.95% | 2.58% | 10.02% |
Benchmark Metrics
Lazard International Quality Growth Portfolio has an annualized alpha of -1.70%, beta of 0.75, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 04, 2019.
- This fund participated in 99.86% of S&P 500 Index downside but only 80.04% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.70%
- Beta
- 0.75
- R²
- 0.70
- Upside Capture
- 80.04%
- Downside Capture
- 99.86%
Expense Ratio
ICMPX has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ICMPX ranks 3 for risk / return — in the bottom 3% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Lazard International Quality Growth Portfolio (ICMPX) and compare them to a chosen benchmark (S&P 500 Index).
| ICMPX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 0.90 | -1.15 |
Sortino ratioReturn per unit of downside risk | -0.24 | 1.39 | -1.62 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.40 | -1.68 |
Martin ratioReturn relative to average drawdown | -1.00 | 6.61 | -7.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ICMPX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Lazard International Quality Growth Portfolio provided a 4.92% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.74 | $0.47 | $0.10 | $0.14 | $0.34 | $0.14 | $0.31 |
Dividend yield | 4.92% | 4.35% | 2.92% | 0.62% | 1.07% | 2.04% | 0.87% | 2.47% |
Monthly Dividends
The table displays the monthly dividend distributions for Lazard International Quality Growth Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $0.74 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.14 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.34 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Lazard International Quality Growth Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Lazard International Quality Growth Portfolio was 34.70%, occurring on Sep 27, 2022. Recovery took 502 trading sessions.
The current Lazard International Quality Growth Portfolio drawdown is 15.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.7% | Sep 8, 2021 | 266 | Sep 27, 2022 | 502 | Sep 26, 2024 | 768 |
| -30.41% | Jan 21, 2020 | 44 | Mar 23, 2020 | 79 | Jul 15, 2020 | 123 |
| -15.45% | Jan 28, 2026 | 42 | Mar 27, 2026 | — | — | — |
| -14.75% | Feb 14, 2025 | 36 | Apr 7, 2025 | 25 | May 13, 2025 | 61 |
| -9.17% | Sep 27, 2024 | 73 | Jan 13, 2025 | 22 | Feb 13, 2025 | 95 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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