DGIEX vs. LZEMX
Compare and contrast key facts about BNY Mellon Global Emerging Markets Fund (DGIEX) and Lazard Emerging Markets Equity Portfolio (LZEMX).
DGIEX is managed by BNY Mellon. It was launched on Feb 2, 2014. LZEMX is managed by Lazard. It was launched on Jul 14, 1994.
Performance
DGIEX vs. LZEMX - Performance Comparison
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DGIEX vs. LZEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGIEX BNY Mellon Global Emerging Markets Fund | -1.25% | 22.65% | 4.34% | 7.01% | -23.34% | -3.12% | 58.75% | 23.34% | -23.67% | 46.01% |
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, DGIEX achieves a -1.25% return, which is significantly lower than LZEMX's 5.00% return. Over the past 10 years, DGIEX has underperformed LZEMX with an annualized return of 8.25%, while LZEMX has yielded a comparatively higher 9.23% annualized return.
DGIEX
- 1D
- -0.20%
- 1M
- -9.24%
- YTD
- -1.25%
- 6M
- 0.98%
- 1Y
- 26.37%
- 3Y*
- 8.96%
- 5Y*
- 0.19%
- 10Y*
- 8.25%
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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DGIEX vs. LZEMX - Expense Ratio Comparison
DGIEX has a 1.00% expense ratio, which is lower than LZEMX's 1.06% expense ratio.
Return for Risk
DGIEX vs. LZEMX — Risk / Return Rank
DGIEX
LZEMX
DGIEX vs. LZEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Emerging Markets Fund (DGIEX) 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.
| DGIEX | LZEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 2.74 | -1.21 |
Sortino ratioReturn per unit of downside risk | 2.07 | 3.49 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.53 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 3.47 | -1.44 |
Martin ratioReturn relative to average drawdown | 7.62 | 13.04 | -5.42 |
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
| DGIEX | LZEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 2.74 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.77 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.57 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.38 | -0.02 |
Correlation
The correlation between DGIEX and LZEMX is 0.80, 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
DGIEX vs. LZEMX - Dividend Comparison
DGIEX's dividend yield for the trailing twelve months is around 0.39%, less than LZEMX's 1.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGIEX BNY Mellon Global Emerging Markets Fund | 0.39% | 0.38% | 0.00% | 0.07% | 0.25% | 6.74% | 0.30% | 2.32% | 1.32% | 1.21% | 0.04% | 0.45% |
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
DGIEX vs. LZEMX - Drawdown Comparison
The maximum DGIEX drawdown since its inception was -42.97%, smaller than the maximum LZEMX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for DGIEX and LZEMX.
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Drawdown Indicators
| DGIEX | LZEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.97% | -60.08% | +17.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -10.61% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -37.32% | -30.55% | -6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -42.97% | -44.08% | +1.11% |
Current DrawdownCurrent decline from peak | -13.41% | -10.42% | -2.99% |
Average DrawdownAverage peak-to-trough decline | -17.57% | -16.71% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.83% | +0.16% |
Volatility
DGIEX vs. LZEMX - Volatility Comparison
BNY Mellon Global Emerging Markets Fund (DGIEX) has a higher volatility of 6.83% compared to Lazard Emerging Markets Equity Portfolio (LZEMX) at 5.92%. This indicates that DGIEX'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
| DGIEX | LZEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.83% | 5.92% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 9.63% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 14.26% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.34% | 14.09% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 16.33% | +2.06% |