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ISIN
US0075W03536
Issuer
LSV
Inception Date
Jan 16, 2019
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

LVAZX Performance Chart

LSV Emerging Markets Equity Fund (LVAZX) is up 36.5% since the beginning of the year. LVAZX is currently trading at $21 per share. Investors who bought $1,000 worth of LVAZX shares 5 years ago would now be looking at an investment worth $2,104.


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S&P 500 Index

Returns By Period

LSV Emerging Markets Equity Fund (LVAZX) has returned 36.52% so far this year and 69.73% over the past 12 months.


LSV Emerging Markets Equity Fund

1D
1.05%
1M
13.46%
YTD
36.52%
6M
41.03%
1Y
69.73%
3Y*
32.01%
5Y*
16.04%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LVAZX Monthly Returns History

Based on dividend-adjusted daily data since Jan 25, 2019, LVAZX's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +14.7%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LVAZX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +6.9%, while the worst single day was Mar 16, 2020 at -8.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.94%7.34%-9.51%11.48%10.73%3.57%36.52%
20251.20%0.59%3.20%0.65%5.52%6.69%0.94%3.57%5.03%3.81%-0.95%4.10%39.90%
2024-1.00%3.76%0.88%1.31%2.68%1.94%0.74%0.33%5.31%-5.66%-2.30%-0.50%7.26%
20237.05%-4.42%2.98%2.30%-2.34%4.40%4.40%-4.31%0.29%-3.06%7.19%5.99%21.26%
20221.24%-2.36%-0.18%-4.49%1.51%-9.92%0.00%-1.23%-10.52%0.70%14.68%-1.10%-13.03%
20211.11%3.40%2.93%3.54%3.25%0.73%-3.21%3.39%-1.92%-1.47%-3.07%4.72%13.77%

Benchmark Metrics

LSV Emerging Markets Equity Fund has an annualized alpha of 6.64%, beta of 0.53, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since January 28, 2019.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.99%) than losses (76.93%) - typical of diversified or defensive assets.
  • Beta of 0.53 may look defensive, but with R2 of 0.43 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.43 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
6.64%
Beta
0.53
0.43
Upside Capture
79.99%
Downside Capture
76.93%

Expense Ratio

LVAZX has a high expense ratio of 1.45%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LVAZX ranks 97 for risk / return — in the top 97% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LVAZX Risk / Return Rank: 9797
Overall Rank
LVAZX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
LVAZX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LVAZX Omega Ratio Rank: 9696
Omega Ratio Rank
LVAZX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LVAZX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for LSV Emerging Markets Equity Fund (LVAZX) and compare them to S&P 500 Index.


LVAZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+2.21

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.84

1.41

+0.44

Calmar ratioReturn relative to maximum drawdown

6.16

2.93

+3.23

Martin ratioReturn relative to average drawdown

24.21

13.52

+10.69

Dividends

Dividend History

LSV Emerging Markets Equity Fund provided a 3.75% dividend yield over the last twelve months, with an annual payout of $0.79 per share.


2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.79$0.79$0.16$0.51$0.30$0.96$0.27$0.31

Dividend yield

3.75%5.12%1.39%4.58%3.14%8.50%2.54%2.99%

Monthly Dividends

The table displays the monthly dividend distributions for LSV Emerging Markets Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$0.79$0.79
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96$0.96

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 LSV Emerging Markets Equity Fund. 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 LSV Emerging Markets Equity Fund was 37.87%, occurring on Mar 23, 2020. Recovery took 194 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.87%Mar 2020
2mo 2d9mo 10d
11mo 12dJan 2020 - Dec 2020
Bear market2022
-27.07%Sep 2022
7mo 20d1y 2mo
1y 10moFeb 2022 - Dec 2023
2025 selloff2025
-15.02%Apr 2025
6mo 2d1mo 5d
7mo 7dOct 2024 - May 2025
2019 correction2019
-12.65%Aug 2019
3mo 28d4mo 18d
8mo 16dApr 2019 - Dec 2019
2026 correction2026
-11.44%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026

Drawdown Indicators


LVAZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.87%

-56.78%

+18.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-9.10%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-15.02%

-18.90%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-25.43%

-1.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-6.78%

-10.72%

+3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.97%

+0.94%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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