JOEMX vs. LZEMX
Compare and contrast key facts about JOHCM Emerging Markets Opportunities Fund (JOEMX) and Lazard Emerging Markets Equity Portfolio (LZEMX).
JOEMX is managed by JOHCM Funds. It was launched on Nov 19, 2012. LZEMX is managed by Lazard. It was launched on Jul 14, 1994.
Performance
JOEMX vs. LZEMX - Performance Comparison
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JOEMX vs. LZEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOEMX JOHCM Emerging Markets Opportunities Fund | 1.21% | 36.38% | 6.03% | 7.18% | -15.74% | 1.29% | 16.46% | 14.86% | -14.73% | 34.68% |
LZEMX Lazard Emerging Markets Equity Portfolio | 6.61% | 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, JOEMX achieves a 1.21% return, which is significantly lower than LZEMX's 6.61% return. Over the past 10 years, JOEMX has underperformed LZEMX with an annualized return of 8.10%, while LZEMX has yielded a comparatively higher 9.39% annualized return.
JOEMX
- 1D
- 3.43%
- 1M
- -10.71%
- YTD
- 1.21%
- 6M
- 6.42%
- 1Y
- 30.14%
- 3Y*
- 14.48%
- 5Y*
- 4.84%
- 10Y*
- 8.10%
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%
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JOEMX vs. LZEMX - Expense Ratio Comparison
JOEMX has a 1.02% expense ratio, which is lower than LZEMX's 1.06% expense ratio.
Return for Risk
JOEMX vs. LZEMX — Risk / Return Rank
JOEMX
LZEMX
JOEMX vs. LZEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JOHCM Emerging Markets Opportunities Fund (JOEMX) 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.
| JOEMX | LZEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 2.95 | -1.26 |
Sortino ratioReturn per unit of downside risk | 2.21 | 3.72 | -1.51 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.57 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.86 | -1.77 |
Martin ratioReturn relative to average drawdown | 8.16 | 14.21 | -6.05 |
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
| JOEMX | LZEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.95 | -1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.78 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.58 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.39 | -0.09 |
Correlation
The correlation between JOEMX and LZEMX is 0.84, 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
JOEMX vs. LZEMX - Dividend Comparison
JOEMX's dividend yield for the trailing twelve months is around 3.98%, more than LZEMX's 1.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JOEMX JOHCM Emerging Markets Opportunities Fund | 3.98% | 4.03% | 1.22% | 1.76% | 2.08% | 3.67% | 1.13% | 3.85% | 4.55% | 0.63% | 0.86% | 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
JOEMX vs. LZEMX - Drawdown Comparison
The maximum JOEMX drawdown since its inception was -38.23%, smaller than the maximum LZEMX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for JOEMX and LZEMX.
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Drawdown Indicators
| JOEMX | LZEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.23% | -60.08% | +21.85% |
Max Drawdown (1Y)Largest decline over 1 year | -15.66% | -10.42% | -5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.88% | -30.55% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -38.23% | -44.08% | +5.85% |
Current DrawdownCurrent decline from peak | -12.77% | -9.04% | -3.73% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -16.71% | +5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.89% | +1.13% |
Volatility
JOEMX vs. LZEMX - Volatility Comparison
JOHCM Emerging Markets Opportunities Fund (JOEMX) has a higher volatility of 9.48% compared to Lazard Emerging Markets Equity Portfolio (LZEMX) at 6.23%. This indicates that JOEMX'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
| JOEMX | LZEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 6.23% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 9.72% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.41% | 14.30% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 14.11% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 16.34% | +0.64% |