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DESIX vs. LZEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DESIX vs. LZEMX

Last updated Apr 2, 2026

Compare and contrast key facts about DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Lazard Emerging Markets Equity Portfolio (LZEMX).

DESIX is managed by Dimensional. It was launched on Mar 26, 2018. LZEMX is managed by Lazard. It was launched on Jul 14, 1994.

Performance

DESIX vs. LZEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) and Lazard Emerging Markets Equity Portfolio (LZEMX). The values are adjusted to include any dividend payments, if applicable.

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DESIX vs. LZEMX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DESIX
DFA Emerging Markets Sustainability Core 1 Portfolio		0.92%27.87%6.66%14.24%-18.07%24.59%14.05%16.69%-6.48%
LZEMX
Lazard Emerging Markets Equity Portfolio		6.61%41.35%7.60%22.44%-14.86%5.37%-0.07%18.06%-5.34%

Returns By Period

In the year-to-date period, DESIX achieves a 0.92% return, which is significantly lower than LZEMX's 6.61% return.

DESIX

1D
2.25%
1M
-8.74%
YTD
0.92%
6M
1.82%
1Y
26.40%
3Y*
14.15%
5Y*
8.71%
10Y*
—

LZEMX

1D
1.54%
1M
-7.29%
YTD
6.61%
6M
16.90%
1Y
40.50%
3Y*
22.54%
5Y*
11.01%
10Y*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFA Emerging Markets Sustainability Core 1 Portfolio

Lazard Emerging Markets Equity Portfolio

Often compared with DESIX:
DESIX vs. DFEVXDESIX vs. FNDFDESIX vs. BADEXDESIX vs. BEMIXDESIX vs. SSKEXDESIX vs. GLLSXDESIX vs. COBYX
Often compared with LZEMX:
LZEMX vs. GQGIXLZEMX vs. FCNTXLZEMX vs. FOSFXLZEMX vs. FSPSXLZEMX vs. EEMLZEMX vs. DEMIXLZEMX vs. SCHE

DESIX vs. LZEMX - Expense Ratio Comparison

DESIX has a 0.46% expense ratio, which is lower than LZEMX's 1.06% expense ratio.

LZEMX
Lazard Emerging Markets Equity Portfolio
DESIX
DFA Emerging Markets Sustainability Core 1 Portfolio

Return for Risk

DESIX vs. LZEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DESIX
DESIX Risk / Return Rank: 8080
Overall Rank
DESIX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DESIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DESIX Omega Ratio Rank: 8282
Omega Ratio Rank
DESIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
DESIX Martin Ratio Rank: 7171
Martin Ratio Rank
LZEMX
LZEMX Risk / Return Rank: 9797
Overall Rank
LZEMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LZEMX Sortino Ratio Rank: 9797
Sortino Ratio Rank
LZEMX Omega Ratio Rank: 9696
Omega Ratio Rank
LZEMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LZEMX Martin Ratio Rank: 9696
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.

DESIX vs. LZEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) 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.

DESIXLZEMXDifference

Sharpe ratio

Return per unit of total volatility

1.77

2.95

-1.18

Sortino ratio

Return per unit of downside risk

2.31

3.72

-1.41

Omega ratio

Gain probability vs. loss probability

1.34

1.57

-0.23

Calmar ratio

Return relative to maximum drawdown

1.93

3.86

-1.93

Martin ratio

Return relative to average drawdown

7.24

14.21

-6.97

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DESIX vs. LZEMX - Sharpe Ratio Comparison

The current DESIX Sharpe Ratio is 1.77, which is lower than the LZEMX Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of DESIX and LZEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DESIXLZEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.95

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.78

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.58

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.39

+0.12

Correlation

The correlation between DESIX and LZEMX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DESIX vs. LZEMX - Dividend Comparison

DESIX's dividend yield for the trailing twelve months is around 2.61%, more than LZEMX's 1.92% yield.

TTM20252024202320222021202020192018201720162015
DESIX
DFA Emerging Markets Sustainability Core 1 Portfolio		2.61%2.63%2.79%2.85%2.51%22.49%1.38%1.99%1.21%0.00%0.00%0.00%
LZEMX
Lazard Emerging Markets Equity Portfolio		1.92%2.05%3.11%3.76%5.92%4.89%2.11%2.45%2.10%1.99%1.48%2.14%

Drawdowns

DESIX vs. LZEMX - Drawdown Comparison

The maximum DESIX drawdown since its inception was -36.03%, smaller than the maximum LZEMX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for DESIX and LZEMX.

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Drawdown Indicators

DESIXLZEMXDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-60.08%

+24.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.70%

-10.42%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.09%

-30.55%

+1.46%

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.08%

—

Current Drawdown

Current decline from peak

-10.73%

-9.04%

-1.69%

Average Drawdown

Average peak-to-trough decline

-7.86%

-16.71%

+8.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

2.89%

+0.50%

Volatility

DESIX vs. LZEMX - Volatility Comparison

DFA Emerging Markets Sustainability Core 1 Portfolio (DESIX) has a higher volatility of 7.81% compared to Lazard Emerging Markets Equity Portfolio (LZEMX) at 6.23%. This indicates that DESIX'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

DESIXLZEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

6.23%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

9.72%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

15.63%

14.30%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

14.11%

+4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

16.34%

+2.19%