Lazard US Systematic Small Cap Equity Portfolio (LUSIX)
The Portfolio focuses on investing in equity securities of small capitalization U.S. companies, with at least 80% of assets allocated to this category. It may also invest up to 20% in other securities, such as larger U.S. companies and non-U.S. companies, including those traded on a U.S. exchange.
Fund Info
Oct 28, 2021
$10,000
Large-Cap
Blend
Expense Ratio
LUSIX has an expense ratio of 0.90%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
Lazard US Systematic Small Cap Equity Portfolio (LUSIX) returned -5.65% year-to-date (YTD) and 3.51% over the past 12 months.
LUSIX
-5.65%
4.89%
-10.51%
3.51%
7.02%
N/A
N/A
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of LUSIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.05% | -5.31% | -5.97% | -2.35% | 5.31% | -5.65% | |||||||
| 2024 | -1.97% | 5.22% | 2.86% | -6.12% | 4.54% | -1.13% | 7.55% | -0.27% | 0.98% | -2.03% | 9.18% | -5.31% | 12.94% |
| 2023 | 8.92% | -1.40% | -2.40% | -2.80% | 0.92% | 8.68% | 4.83% | -3.71% | -4.99% | -6.46% | 8.43% | 10.23% | 19.81% |
| 2022 | -8.87% | 0.53% | 0.53% | -7.94% | 1.61% | -7.92% | 11.43% | -3.60% | -9.27% | 10.09% | 4.12% | -5.61% | -16.33% |
| 2021 | -2.00% | 4.93% | 2.83% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of LUSIX is 16, meaning it’s performing worse than 84% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Lazard US Systematic Small Cap Equity Portfolio (LUSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
Lazard US Systematic Small Cap Equity Portfolio provided a 3.18% dividend yield over the last twelve months, with an annual payout of $0.34 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|
| Dividend | $0.34 | $0.34 | $0.04 | $0.07 | $0.02 |
Dividend yield | 3.18% | 3.00% | 0.36% | 0.76% | 0.22% |
Monthly Dividends
The table displays the monthly dividend distributions for Lazard US Systematic Small Cap Equity 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.04 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.07 |
| 2021 | $0.02 | $0.02 |
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 US Systematic Small Cap Equity 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 US Systematic Small Cap Equity Portfolio was 25.92%, occurring on Sep 26, 2022. Recovery took 349 trading sessions.
The current Lazard US Systematic Small Cap Equity Portfolio drawdown is 11.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.92% | Nov 15, 2021 | 217 | Sep 26, 2022 | 349 | Feb 15, 2024 | 566 |
| -23.65% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -8.44% | Aug 1, 2024 | 5 | Aug 7, 2024 | 12 | Aug 23, 2024 | 17 |
| -7.88% | Apr 1, 2024 | 14 | Apr 18, 2024 | 19 | May 15, 2024 | 33 |
| -5.77% | Aug 26, 2024 | 9 | Sep 6, 2024 | 9 | Sep 19, 2024 | 18 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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