ICMPX vs. ANDIX
Compare and contrast key facts about Lazard International Quality Growth Portfolio (ICMPX) and AQR International Defensive Style Fund (ANDIX).
ICMPX is managed by Lazard. It was launched on Dec 30, 2018. ANDIX is managed by AQR Funds. It was launched on Jul 9, 2012.
Performance
ICMPX vs. ANDIX - Performance Comparison
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ICMPX vs. ANDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ICMPX Lazard International Quality Growth Portfolio | -11.59% | 11.70% | 5.62% | 17.84% | -20.11% | 10.02% | 23.95% | 32.86% |
ANDIX AQR International Defensive Style Fund | -0.25% | 21.41% | 2.83% | 12.06% | -14.26% | 7.59% | 8.43% | 19.20% |
Returns By Period
In the year-to-date period, ICMPX achieves a -11.59% return, which is significantly lower than ANDIX's -0.25% return.
ICMPX
- 1D
- 0.33%
- 1M
- -10.49%
- YTD
- -11.59%
- 6M
- -13.07%
- 1Y
- -3.07%
- 3Y*
- 4.31%
- 5Y*
- 1.06%
- 10Y*
- —
ANDIX
- 1D
- 0.50%
- 1M
- -8.31%
- YTD
- -0.25%
- 6M
- 2.13%
- 1Y
- 13.15%
- 3Y*
- 9.32%
- 5Y*
- 4.98%
- 10Y*
- 6.30%
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ICMPX vs. ANDIX - Expense Ratio Comparison
ICMPX has a 0.85% expense ratio, which is higher than ANDIX's 0.55% expense ratio.
Return for Risk
ICMPX vs. ANDIX — Risk / Return Rank
ICMPX
ANDIX
ICMPX vs. ANDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Quality Growth Portfolio (ICMPX) and AQR International Defensive Style Fund (ANDIX). 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.
| ICMPX | ANDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 0.99 | -1.24 |
Sortino ratioReturn per unit of downside risk | -0.24 | 1.40 | -1.63 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.20 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.42 | -1.71 |
Martin ratioReturn relative to average drawdown | -1.00 | 5.30 | -6.31 |
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
| ICMPX | ANDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 0.99 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.39 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.01 |
Correlation
The correlation between ICMPX and ANDIX is 0.87, 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
ICMPX vs. ANDIX - Dividend Comparison
ICMPX's dividend yield for the trailing twelve months is around 4.92%, more than ANDIX's 4.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICMPX Lazard International Quality Growth Portfolio | 4.92% | 4.35% | 2.92% | 0.62% | 1.07% | 2.04% | 0.87% | 2.47% | 0.00% | 0.00% | 0.00% | 0.00% |
ANDIX AQR International Defensive Style Fund | 4.76% | 4.74% | 2.29% | 3.02% | 2.00% | 2.53% | 1.73% | 2.51% | 2.40% | 3.30% | 1.47% | 2.09% |
Drawdowns
ICMPX vs. ANDIX - Drawdown Comparison
The maximum ICMPX drawdown since its inception was -34.70%, which is greater than ANDIX's maximum drawdown of -27.59%. Use the drawdown chart below to compare losses from any high point for ICMPX and ANDIX.
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Drawdown Indicators
| ICMPX | ANDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -27.59% | -7.11% |
Max Drawdown (1Y)Largest decline over 1 year | -15.45% | -8.76% | -6.69% |
Max Drawdown (5Y)Largest decline over 5 years | -34.70% | -27.59% | -7.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.59% | — |
Current DrawdownCurrent decline from peak | -15.17% | -8.31% | -6.86% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -5.33% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 2.35% | +2.00% |
Volatility
ICMPX vs. ANDIX - Volatility Comparison
The current volatility for Lazard International Quality Growth Portfolio (ICMPX) is 4.86%, while AQR International Defensive Style Fund (ANDIX) has a volatility of 5.12%. This indicates that ICMPX experiences smaller price fluctuations and is considered to be less risky than ANDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICMPX | ANDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 5.12% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 8.12% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.89% | 12.93% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 12.75% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 13.44% | +4.21% |