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LCAIX vs. ABRYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCAIX vs. ABRYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Opportunistic Strategies Portfolio (LCAIX) and Invesco Balanced-Risk Allocation Fund (ABRYX). The values are adjusted to include any dividend payments, if applicable.

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LCAIX vs. ABRYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCAIX
Lazard Opportunistic Strategies Portfolio
-3.45%14.10%11.73%10.32%-14.93%12.99%9.47%15.16%-12.77%17.76%
ABRYX
Invesco Balanced-Risk Allocation Fund
11.77%8.50%3.34%6.34%-14.82%9.65%9.50%9.76%-6.73%9.97%

Returns By Period

In the year-to-date period, LCAIX achieves a -3.45% return, which is significantly lower than ABRYX's 11.77% return. Over the past 10 years, LCAIX has outperformed ABRYX with an annualized return of 6.09%, while ABRYX has yielded a comparatively lower 4.93% annualized return.


LCAIX

1D
0.10%
1M
-6.49%
YTD
-3.45%
6M
-1.77%
1Y
10.92%
3Y*
9.89%
5Y*
4.69%
10Y*
6.09%

ABRYX

1D
0.97%
1M
-0.95%
YTD
11.77%
6M
13.89%
1Y
19.48%
3Y*
9.06%
5Y*
4.26%
10Y*
4.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCAIX vs. ABRYX - Expense Ratio Comparison

LCAIX has a 1.02% expense ratio, which is lower than ABRYX's 1.06% expense ratio.


Return for Risk

LCAIX vs. ABRYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LCAIX
LCAIX Risk / Return Rank: 3838
Overall Rank
LCAIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LCAIX Sortino Ratio Rank: 3737
Sortino Ratio Rank
LCAIX Omega Ratio Rank: 3939
Omega Ratio Rank
LCAIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LCAIX Martin Ratio Rank: 4141
Martin Ratio Rank

ABRYX
ABRYX Risk / Return Rank: 9292
Overall Rank
ABRYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ABRYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
ABRYX Omega Ratio Rank: 9090
Omega Ratio Rank
ABRYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
ABRYX Martin Ratio Rank: 9191
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.

LCAIX vs. ABRYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Opportunistic Strategies Portfolio (LCAIX) and Invesco Balanced-Risk Allocation Fund (ABRYX). 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.


LCAIXABRYXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.05

-1.21

Sortino ratio

Return per unit of downside risk

1.24

2.65

-1.41

Omega ratio

Gain probability vs. loss probability

1.18

1.40

-0.22

Calmar ratio

Return relative to maximum drawdown

0.94

2.70

-1.77

Martin ratio

Return relative to average drawdown

4.28

10.71

-6.43

LCAIX vs. ABRYX - Sharpe Ratio Comparison

The current LCAIX Sharpe Ratio is 0.84, which is lower than the ABRYX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of LCAIX and ABRYX, 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


LCAIXABRYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.05

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.35

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.46

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.61

-0.28

Correlation

The correlation between LCAIX and ABRYX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LCAIX vs. ABRYX - Dividend Comparison

LCAIX's dividend yield for the trailing twelve months is around 15.10%, more than ABRYX's 3.17% yield.


TTM20252024202320222021202020192018201720162015
LCAIX
Lazard Opportunistic Strategies Portfolio
15.10%14.58%10.24%3.04%3.64%4.32%2.11%1.97%6.02%7.72%1.67%2.94%
ABRYX
Invesco Balanced-Risk Allocation Fund
3.17%3.55%13.21%2.43%0.00%25.72%1.40%6.66%0.00%6.34%4.36%7.17%

Drawdowns

LCAIX vs. ABRYX - Drawdown Comparison

The maximum LCAIX drawdown since its inception was -40.62%, which is greater than ABRYX's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for LCAIX and ABRYX.


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Drawdown Indicators


LCAIXABRYXDifference

Max Drawdown

Largest peak-to-trough decline

-40.62%

-26.63%

-13.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-6.93%

-2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-19.17%

-19.17%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-26.63%

+3.64%

Current Drawdown

Current decline from peak

-7.03%

-2.39%

-4.64%

Average Drawdown

Average peak-to-trough decline

-6.94%

-4.68%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.75%

+0.38%

Volatility

LCAIX vs. ABRYX - Volatility Comparison

Lazard Opportunistic Strategies Portfolio (LCAIX) and Invesco Balanced-Risk Allocation Fund (ABRYX) have volatilities of 3.95% and 4.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCAIXABRYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.01%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

7.55%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

9.37%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.34%

12.13%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.84%

10.88%

+0.96%