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ISIN
US52106N5095
CUSIP
52106N509
Issuer
Lazard
Inception Date
Oct 30, 1991
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

LZSCX Performance Chart

Lazard US Small-Mid Cap Equity Portfolio R6 (LZSCX) is up 16.8% since the beginning of the year. LZSCX is currently trading at $14 per share. Investors who bought $1,000 worth of LZSCX shares 5 years ago would now be looking at an investment worth $1,290.


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S&P 500 Index

Returns By Period

Lazard US Small-Mid Cap Equity Portfolio R6 (LZSCX) has returned 16.82% so far this year and 32.19% over the past 12 months. Over the last ten years, LZSCX has returned 8.98% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Lazard US Small-Mid Cap Equity Portfolio R6

1D
1.11%
1M
2.87%
YTD
16.82%
6M
16.43%
1Y
32.19%
3Y*
14.29%
5Y*
5.23%
10Y*
8.98%

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)

LZSCX Monthly Returns History

Based on dividend-adjusted daily data since Oct 30, 1991, LZSCX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +19.5%, while the worst month was Mar 2020 at -23.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, LZSCX closed higher 52% of trading days. The best single day was Dec 20, 2024 with a return of +13.0%, while the worst single day was Mar 16, 2020 at -16.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.49%2.44%-7.15%12.83%2.05%1.11%16.82%
20255.43%-6.74%-8.16%-3.15%1.91%4.50%1.26%4.87%-0.26%1.14%2.26%0.42%2.46%
2024-2.09%5.10%3.91%-5.95%4.56%-1.91%5.54%1.74%1.36%-2.24%8.63%-4.57%13.77%
20237.94%-2.35%-3.42%-2.17%-3.21%7.39%4.91%-3.89%-4.39%-5.26%7.14%8.76%10.16%
2022-5.28%0.78%-0.35%-5.83%-0.22%-9.72%10.10%-4.09%-8.64%10.17%4.78%-5.64%-15.20%
20211.25%7.33%3.25%4.88%0.18%-0.76%-1.72%1.53%-2.80%4.53%-4.39%5.88%20.08%

Benchmark Metrics

Lazard US Small-Mid Cap Equity Portfolio R6 has an annualized alpha of 1.39%, beta of 0.95, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since October 31, 1991.

  • With beta of 0.95 and R2 of 0.74, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.39%
Beta
0.95
0.74
Upside Capture
103.01%
Downside Capture
100.49%

Expense Ratio

LZSCX has a high expense ratio of 0.94%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

LZSCX ranks 40 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


LZSCX Risk / Return Rank: 4040
Overall Rank
LZSCX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
LZSCX Sortino Ratio Rank: 3333
Sortino Ratio Rank
LZSCX Omega Ratio Rank: 3030
Omega Ratio Rank
LZSCX Calmar Ratio Rank: 5252
Calmar Ratio Rank
LZSCX Martin Ratio Rank: 5151
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 US Small-Mid Cap Equity Portfolio R6 (LZSCX) and compare them to S&P 500 Index.


LZSCXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.11

Calmar ratioReturn relative to maximum drawdown

2.77

2.93

-0.16

Martin ratioReturn relative to average drawdown

10.42

13.52

-3.10

Dividends

Dividend History

Lazard US Small-Mid Cap Equity Portfolio R6 provided a 4.26% dividend yield over the last twelve months, with an annual payout of $0.58 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.58$0.58$2.09$0.99$0.52$2.28$0.08$0.44$1.87$1.86$0.34$0.87

Dividend yield

4.26%4.98%17.48%8.00%4.28%15.21%0.57%3.22%17.28%12.69%2.37%6.80%

Monthly Dividends

The table displays the monthly dividend distributions for Lazard US Small-Mid Cap Equity Portfolio R6. 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$0.42$0.00$0.00$0.00$0.16$0.58
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$1.57$2.09
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.77$0.99
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.52
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$2.24$2.28

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 Small-Mid Cap Equity Portfolio R6. 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 Small-Mid Cap Equity Portfolio R6 was 58.08%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.

The current Lazard US Small-Mid Cap Equity Portfolio R6 drawdown is 0.80%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.08%Mar 2009
1y 9mo1y 8mo
3y 5moJun 2007 - Nov 2010
COVID crash2020
-43.64%Mar 2020
1mo 1d8mo 16d
9mo 17dFeb 2020 - Dec 2020
1998 bear market1998
-39.77%Oct 1998
5mo 18d2y 8mo
3y 1moApr 1998 - Jun 2001
Dot-com crash2000–2002
-35.13%Oct 2002
5mo 25d1y 29d
1y 6moApr 2002 - Nov 2003
2011 bear market2011
-32.61%Oct 2011
5mo 4d1y 4mo
1y 9moMay 2011 - Feb 2013

Drawdown Indicators


LZSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-56.78%

-1.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-9.10%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-29.89%

-18.90%

-10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-25.43%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-43.64%

-33.92%

-9.72%

Current Drawdown

Current decline from peak

-0.80%

-0.74%

-0.06%

Average Drawdown

Average peak-to-trough decline

-9.04%

-10.72%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

1.97%

+1.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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