ABRZX vs. LCAIX
Compare and contrast key facts about Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Lazard Opportunistic Strategies Portfolio (LCAIX).
ABRZX is an actively managed fund by Invesco. It was launched on Jun 2, 2009. LCAIX is managed by Lazard. It was launched on Mar 25, 2008.
Performance
ABRZX vs. LCAIX - Performance Comparison
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ABRZX vs. LCAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 11.64% | 8.20% | 3.14% | 5.97% | -14.96% | 9.36% | 9.20% | 9.43% | -7.01% | 9.80% |
LCAIX Lazard Opportunistic Strategies Portfolio | -3.45% | 14.10% | 11.73% | 10.32% | -14.93% | 12.99% | 9.47% | 15.16% | -12.77% | 17.76% |
Returns By Period
In the year-to-date period, ABRZX achieves a 11.64% return, which is significantly higher than LCAIX's -3.45% return. Over the past 10 years, ABRZX has underperformed LCAIX with an annualized return of 4.68%, while LCAIX has yielded a comparatively higher 6.09% annualized return.
ABRZX
- 1D
- 0.89%
- 1M
- -1.09%
- YTD
- 11.64%
- 6M
- 13.79%
- 1Y
- 19.11%
- 3Y*
- 8.79%
- 5Y*
- 3.99%
- 10Y*
- 4.68%
LCAIX
- 1D
- 0.10%
- 1M
- -6.49%
- YTD
- -3.45%
- 6M
- -1.77%
- 1Y
- 10.92%
- 3Y*
- 9.89%
- 5Y*
- 4.69%
- 10Y*
- 6.09%
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ABRZX vs. LCAIX - Expense Ratio Comparison
ABRZX has a 1.41% expense ratio, which is higher than LCAIX's 1.02% expense ratio.
Return for Risk
ABRZX vs. LCAIX — Risk / Return Rank
ABRZX
LCAIX
ABRZX vs. LCAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Lazard Opportunistic Strategies Portfolio (LCAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ABRZX | LCAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 0.84 | +1.19 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.24 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.18 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 0.94 | +1.72 |
Martin ratioReturn relative to average drawdown | 10.66 | 4.28 | +6.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ABRZX | LCAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 0.84 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.38 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.52 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.33 | +0.25 |
Correlation
The correlation between ABRZX and LCAIX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ABRZX vs. LCAIX - Dividend Comparison
ABRZX's dividend yield for the trailing twelve months is around 3.03%, less than LCAIX's 15.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABRZX Invesco Balanced-Risk Allocation Fund Class A | 3.03% | 3.38% | 13.28% | 2.21% | 0.00% | 26.02% | 1.18% | 6.49% | 0.00% | 6.43% | 4.41% | 6.91% |
LCAIX Lazard Opportunistic Strategies Portfolio | 15.10% | 14.58% | 10.24% | 3.04% | 3.64% | 4.32% | 2.11% | 1.97% | 6.02% | 7.72% | 1.67% | 2.94% |
Drawdowns
ABRZX vs. LCAIX - Drawdown Comparison
The maximum ABRZX drawdown since its inception was -26.62%, smaller than the maximum LCAIX drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for ABRZX and LCAIX.
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Drawdown Indicators
| ABRZX | LCAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.62% | -40.62% | +14.00% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -9.69% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -19.33% | -19.17% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -26.62% | -22.99% | -3.63% |
Current DrawdownCurrent decline from peak | -2.36% | -7.03% | +4.67% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -6.94% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.13% | -0.41% |
Volatility
ABRZX vs. LCAIX - Volatility Comparison
Invesco Balanced-Risk Allocation Fund Class A (ABRZX) and Lazard Opportunistic Strategies Portfolio (LCAIX) have volatilities of 3.98% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ABRZX | LCAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 3.95% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 7.52% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 13.07% | -3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.17% | 12.34% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.88% | 11.84% | -0.96% |