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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lazard Emerging Markets Equity 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 Emerging Markets Equity Portfolio (LZEMX) has returned 5.00% so far this year and 39.76% over the past 12 months. Over the last ten years, LZEMX has returned 9.23% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Lazard Emerging Markets Equity Portfolio
- 1D
- -0.53%
- 1M
- -9.45%
- YTD
- 5.00%
- 6M
- 15.58%
- 1Y
- 39.76%
- 3Y*
- 21.92%
- 5Y*
- 10.81%
- 10Y*
- 9.23%
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 Jul 15, 1994, LZEMX's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +16.5%, while the worst month was Aug 1998 at -30.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, LZEMX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Oct 15, 2008 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.47% | 5.93% | -9.45% | 5.00% | |||||||||
| 2025 | 4.41% | 0.05% | 1.66% | 2.57% | 4.10% | 6.15% | 0.56% | 2.44% | 3.56% | 5.65% | 1.19% | 2.97% | 41.35% |
| 2024 | -3.44% | 4.40% | 1.62% | 0.63% | 2.43% | 2.54% | 0.86% | 2.61% | 5.77% | -5.90% | -2.35% | -1.20% | 7.60% |
| 2023 | 8.92% | -3.53% | 2.68% | 0.89% | -2.14% | 6.31% | 4.18% | -4.36% | -0.91% | -1.96% | 7.08% | 4.32% | 22.44% |
| 2022 | 2.04% | -4.38% | -1.64% | -5.12% | 3.27% | -9.68% | 1.04% | -1.35% | -10.50% | 1.17% | 14.11% | -2.67% | -14.86% |
| 2021 | 0.33% | 1.93% | 2.66% | 1.11% | 5.01% | -0.60% | -4.20% | 2.60% | -2.95% | 0.21% | -4.37% | 4.02% | 5.37% |
Benchmark Metrics
Lazard Emerging Markets Equity Portfolio has an annualized alpha of 1.79%, beta of 0.70, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since July 18, 1994.
- This fund participated in 104.08% of S&P 500 Index downside but only 97.98% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.48 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
- 1.79%
- Beta
- 0.70
- R²
- 0.48
- Upside Capture
- 97.98%
- Downside Capture
- 104.08%
Expense Ratio
LZEMX has a high expense ratio of 1.06%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
LZEMX ranks 96 for risk / return — in the top 96% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Lazard Emerging Markets Equity Portfolio (LZEMX) and compare them to a chosen benchmark (S&P 500 Index).
| LZEMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.74 | 0.90 | +1.85 |
Sortino ratioReturn per unit of downside risk | 3.49 | 1.39 | +2.11 |
Omega ratioGain probability vs. loss probability | 1.53 | 1.21 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.40 | +2.08 |
Martin ratioReturn relative to average drawdown | 13.04 | 6.61 | +6.43 |
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 LZEMX 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 Emerging Markets Equity Portfolio provided a 1.95% dividend yield over the last twelve months, with an annual payout of $0.51 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.51 | $0.51 | $0.56 | $0.65 | $0.86 | $0.89 | $0.38 | $0.45 | $0.34 | $0.40 | $0.24 | $0.29 |
Dividend yield | 1.95% | 2.05% | 3.11% | 3.76% | 5.92% | 4.89% | 2.11% | 2.45% | 2.10% | 1.99% | 1.48% | 2.14% |
Monthly Dividends
The table displays the monthly dividend distributions for Lazard Emerging Markets 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.51 | $0.51 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.56 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.65 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $0.86 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.55 | $0.89 |
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 Emerging Markets 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 Emerging Markets Equity Portfolio was 60.08%, occurring on Nov 20, 2008. Recovery took 469 trading sessions.
The current Lazard Emerging Markets Equity Portfolio drawdown is 10.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.08% | Nov 1, 2007 | 267 | Nov 20, 2008 | 469 | Oct 4, 2010 | 736 |
| -56.41% | Jul 11, 1997 | 295 | Sep 10, 1998 | 1524 | Oct 4, 2004 | 1819 |
| -44.08% | Jan 29, 2018 | 541 | Mar 23, 2020 | 303 | Jun 4, 2021 | 844 |
| -40.17% | Sep 4, 2014 | 348 | Jan 21, 2016 | 436 | Oct 12, 2017 | 784 |
| -34.59% | Oct 21, 1994 | 96 | Mar 9, 1995 | 454 | Dec 23, 1996 | 550 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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