BESIX vs. LZEMX
Compare and contrast key facts about William Blair Emerging Markets Small Cap Growth Fund (BESIX) and Lazard Emerging Markets Equity Portfolio (LZEMX).
BESIX is managed by William Blair. It was launched on Oct 23, 2011. LZEMX is managed by Lazard. It was launched on Jul 14, 1994.
Performance
BESIX vs. LZEMX - Performance Comparison
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BESIX vs. LZEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BESIX William Blair Emerging Markets Small Cap Growth Fund | 3.79% | 13.93% | 8.37% | 22.25% | -27.95% | 15.52% | 32.60% | 20.58% | -23.29% | 40.54% |
LZEMX Lazard Emerging Markets Equity Portfolio | 5.00% | 41.35% | 7.60% | 22.44% | -14.86% | 5.37% | -0.07% | 18.06% | -18.11% | 28.02% |
Returns By Period
In the year-to-date period, BESIX achieves a 3.79% return, which is significantly lower than LZEMX's 5.00% return. Over the past 10 years, BESIX has underperformed LZEMX with an annualized return of 8.19%, while LZEMX has yielded a comparatively higher 9.23% annualized return.
BESIX
- 1D
- -1.86%
- 1M
- -10.74%
- YTD
- 3.79%
- 6M
- 6.00%
- 1Y
- 33.70%
- 3Y*
- 14.17%
- 5Y*
- 4.93%
- 10Y*
- 8.19%
LZEMX
- 1D
- -0.53%
- 1M
- -9.45%
- YTD
- 5.00%
- 6M
- 15.58%
- 1Y
- 39.76%
- 3Y*
- 21.92%
- 5Y*
- 10.81%
- 10Y*
- 9.23%
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BESIX vs. LZEMX - Expense Ratio Comparison
BESIX has a 1.30% expense ratio, which is higher than LZEMX's 1.06% expense ratio.
Return for Risk
BESIX vs. LZEMX — Risk / Return Rank
BESIX
LZEMX
BESIX vs. LZEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Emerging Markets Small Cap Growth Fund (BESIX) and Lazard Emerging Markets Equity Portfolio (LZEMX). 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.
| BESIX | LZEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 2.74 | -0.89 |
Sortino ratioReturn per unit of downside risk | 2.41 | 3.49 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.53 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.47 | -0.63 |
Martin ratioReturn relative to average drawdown | 9.98 | 13.04 | -3.06 |
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
| BESIX | LZEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.74 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.77 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.57 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.38 | +0.22 |
Correlation
The correlation between BESIX and LZEMX is 0.69, 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
BESIX vs. LZEMX - Dividend Comparison
BESIX's dividend yield for the trailing twelve months is around 9.19%, more than LZEMX's 1.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BESIX William Blair Emerging Markets Small Cap Growth Fund | 9.19% | 9.53% | 0.00% | 0.26% | 4.84% | 8.51% | 0.04% | 0.16% | 2.32% | 3.17% | 2.67% | 4.17% |
LZEMX Lazard Emerging Markets Equity Portfolio | 1.95% | 2.05% | 3.11% | 3.76% | 5.92% | 4.89% | 2.11% | 2.45% | 2.10% | 1.99% | 1.48% | 2.14% |
Drawdowns
BESIX vs. LZEMX - Drawdown Comparison
The maximum BESIX drawdown since its inception was -38.05%, smaller than the maximum LZEMX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for BESIX and LZEMX.
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Drawdown Indicators
| BESIX | LZEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.05% | -60.08% | +22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -10.61% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -31.41% | -30.55% | -0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -38.05% | -44.08% | +6.03% |
Current DrawdownCurrent decline from peak | -11.45% | -10.42% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -16.71% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 2.83% | +0.43% |
Volatility
BESIX vs. LZEMX - Volatility Comparison
William Blair Emerging Markets Small Cap Growth Fund (BESIX) has a higher volatility of 8.27% compared to Lazard Emerging Markets Equity Portfolio (LZEMX) at 5.92%. This indicates that BESIX's price experiences larger fluctuations and is considered to be riskier than LZEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BESIX | LZEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 5.92% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 9.63% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.62% | 14.26% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 14.09% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 16.33% | -0.32% |