ICMPX vs. LZIEX
Compare and contrast key facts about Lazard International Quality Growth Portfolio (ICMPX) and Lazard International Equity Portfolio (LZIEX).
ICMPX is managed by Lazard. It was launched on Dec 30, 2018. LZIEX is managed by Lazard. It was launched on Oct 29, 1991.
Performance
ICMPX vs. LZIEX - Performance Comparison
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ICMPX vs. LZIEX - 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% |
LZIEX Lazard International Equity Portfolio | -2.03% | 34.14% | 5.30% | 16.49% | -15.00% | 6.14% | 8.76% | 23.09% |
Returns By Period
In the year-to-date period, ICMPX achieves a -11.59% return, which is significantly lower than LZIEX's -2.03% return.
ICMPX
- 1D
- 0.33%
- 1M
- -10.49%
- YTD
- -11.59%
- 6M
- -13.07%
- 1Y
- -3.07%
- 3Y*
- 4.31%
- 5Y*
- 1.06%
- 10Y*
- —
LZIEX
- 1D
- 0.16%
- 1M
- -11.64%
- YTD
- -2.03%
- 6M
- 1.01%
- 1Y
- 20.81%
- 3Y*
- 14.02%
- 5Y*
- 7.41%
- 10Y*
- 7.05%
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ICMPX vs. LZIEX - Expense Ratio Comparison
ICMPX has a 0.85% expense ratio, which is higher than LZIEX's 0.82% expense ratio.
Return for Risk
ICMPX vs. LZIEX — Risk / Return Rank
ICMPX
LZIEX
ICMPX vs. LZIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Quality Growth Portfolio (ICMPX) and Lazard International Equity Portfolio (LZIEX). 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 | LZIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.25 | 1.30 | -1.55 |
Sortino ratioReturn per unit of downside risk | -0.24 | 1.70 | -1.94 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.53 | -1.81 |
Martin ratioReturn relative to average drawdown | -1.00 | 5.86 | -6.86 |
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 | LZIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 1.30 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.48 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.37 | +0.10 |
Correlation
The correlation between ICMPX and LZIEX is 0.90, 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. LZIEX - Dividend Comparison
ICMPX's dividend yield for the trailing twelve months is around 4.92%, less than LZIEX's 12.61% 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% |
LZIEX Lazard International Equity Portfolio | 12.61% | 12.35% | 8.26% | 3.78% | 6.12% | 17.81% | 1.03% | 2.07% | 7.93% | 1.42% | 1.06% | 0.72% |
Drawdowns
ICMPX vs. LZIEX - Drawdown Comparison
The maximum ICMPX drawdown since its inception was -34.70%, smaller than the maximum LZIEX drawdown of -55.35%. Use the drawdown chart below to compare losses from any high point for ICMPX and LZIEX.
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Drawdown Indicators
| ICMPX | LZIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -55.35% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -15.45% | -11.88% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -34.70% | -30.42% | -4.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -15.17% | -11.64% | -3.53% |
Average DrawdownAverage peak-to-trough decline | -8.81% | -11.27% | +2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 3.11% | +1.24% |
Volatility
ICMPX vs. LZIEX - Volatility Comparison
The current volatility for Lazard International Quality Growth Portfolio (ICMPX) is 4.86%, while Lazard International Equity Portfolio (LZIEX) has a volatility of 6.25%. This indicates that ICMPX experiences smaller price fluctuations and is considered to be less risky than LZIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICMPX | LZIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 6.25% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.86% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.89% | 15.08% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 15.54% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 16.04% | +1.61% |