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ISIN
US52107V2869
CUSIP
52107V286
Issuer
Lazard
Inception Date
Sep 29, 2017
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

LZFIX Performance Chart

Lazard Equity Franchise Portfolio (LZFIX) is down 8.1% since the beginning of the year. LZFIX is currently trading at $7 per share. Investors who bought $1,000 worth of LZFIX shares 5 years ago would now be looking at an investment worth $1,103.


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S&P 500 Index

Returns By Period

Lazard Equity Franchise Portfolio (LZFIX) has returned -8.06% so far this year and -14.55% over the past 12 months.


Lazard Equity Franchise Portfolio

1D
-0.15%
1M
-2.93%
YTD
-8.06%
6M
-7.67%
1Y
-14.55%
3Y*
-0.84%
5Y*
1.98%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LZFIX Monthly Returns History

Based on dividend-adjusted daily data since May 14, 2019, LZFIX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +18.1%, while the worst month was Mar 2020 at -22.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LZFIX closed higher 49% of trading days. The best single day was Dec 20, 2024 with a return of +14.3%, while the worst single day was Dec 23, 2024 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.81%1.27%-7.54%4.83%-1.01%-3.64%-8.06%
20253.96%2.42%0.45%2.58%3.61%2.32%-5.68%4.18%-2.55%-3.87%-4.62%1.92%4.09%
2024-1.82%1.96%1.01%-5.40%1.80%-1.87%7.83%2.85%1.91%-4.78%0.79%-6.50%-3.09%
20239.71%-2.11%0.62%3.17%-4.16%6.30%2.24%-2.38%-4.67%-5.21%9.16%6.28%18.84%
2022-1.48%1.98%4.43%-4.60%2.32%-9.42%3.80%-3.26%-10.15%9.15%7.56%-3.60%-5.29%
2021-0.29%1.97%6.38%4.55%5.74%-2.22%-0.25%0.93%-2.01%1.71%-2.69%7.65%22.88%

Benchmark Metrics

Lazard Equity Franchise Portfolio has an annualized alpha of -5.30%, beta of 0.80, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since May 14, 2019.

  • This fund participated in 101.95% of S&P 500 Index downside but only 68.08% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -5.30% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-5.30%
Beta
0.80
0.57
Upside Capture
68.08%
Downside Capture
101.95%

Expense Ratio

LZFIX has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LZFIX ranks 1 for risk / return — in the bottom 1% 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.


LZFIX Risk / Return Rank: 11
Overall Rank
LZFIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LZFIX Sortino Ratio Rank: 11
Sortino Ratio Rank
LZFIX Omega Ratio Rank: 11
Omega Ratio Rank
LZFIX Calmar Ratio Rank: 11
Calmar Ratio Rank
LZFIX Martin Ratio Rank: 11
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 Lazard Equity Franchise Portfolio (LZFIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LZFIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-3.00

Sortino ratioReturn per unit of downside risk

-4.03

Omega ratioGain probability vs. loss probability

0.85

1.37

-0.51

Calmar ratioReturn relative to maximum drawdown

-0.67

2.78

-3.46

Martin ratioReturn relative to average drawdown

-1.16

12.44

-13.60

Dividends

Dividend History

Lazard Equity Franchise Portfolio provided a 22.70% dividend yield over the last twelve months, with an annual payout of $1.50 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.50$1.50$1.25$0.86$1.16$1.68$0.11$0.59

Dividend yield

22.70%20.87%14.95%8.68%12.81%15.59%1.12%5.78%

Monthly Dividends

The table displays the monthly dividend distributions for Lazard Equity Franchise Portfolio. 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$0.50$0.00$0.00$0.00$1.00$1.50
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.25$1.25
2023$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
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.00$0.95$1.16
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$1.64$1.68

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 Equity Franchise 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 Equity Franchise Portfolio was 41.91%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Lazard Equity Franchise Portfolio drawdown is 19.06%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.91%Mar 2020
2mo 6d9mo 19d
11mo 25dJan 2020 - Jan 2021
Bear market2022
-21.69%Oct 2022
5mo 24d8mo 6d
1y 1moApr 2022 - Jun 2023
2026 bear market2026
-21.51%Mar 2026
8mo 23d
11mo 21dJul 2025 - now
2025 correction2025
-14.38%Jan 2025
18d4mo 2d
4mo 20dDec 2024 - May 2025
2023 correction2023
-13.80%Oct 2023
3mo 9d1mo 25d
5mo 4dJul 2023 - Dec 2023

Drawdown Indicators


LZFIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.91%

-56.78%

+14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-21.51%

-9.10%

-12.41%

Max Drawdown (3Y)

Largest decline over 3 years

-21.51%

-18.90%

-2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-25.43%

+3.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-19.06%

-1.80%

-17.26%

Average Drawdown

Average peak-to-trough decline

-7.05%

-10.71%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.51%

2.03%

+10.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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