LCAIX vs. HSTRX
Compare and contrast key facts about Lazard Opportunistic Strategies Portfolio (LCAIX) and Hussman Strategic Total Return Fund (HSTRX).
LCAIX is managed by Lazard. It was launched on Mar 25, 2008. HSTRX is managed by Hussman Funds. It was launched on Sep 11, 2002.
Performance
LCAIX vs. HSTRX - Performance Comparison
Loading graphics...
LCAIX vs. HSTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
HSTRX Hussman Strategic Total Return Fund | 3.20% | 20.33% | 6.06% | 6.04% | -6.23% | 1.21% | 11.45% | 11.42% | 1.48% | 1.21% |
Returns By Period
In the year-to-date period, LCAIX achieves a -3.45% return, which is significantly lower than HSTRX's 3.20% return. Over the past 10 years, LCAIX has outperformed HSTRX with an annualized return of 6.09%, while HSTRX has yielded a comparatively lower 5.53% 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%
HSTRX
- 1D
- 0.40%
- 1M
- -1.97%
- YTD
- 3.20%
- 6M
- 5.15%
- 1Y
- 17.13%
- 3Y*
- 10.52%
- 5Y*
- 6.20%
- 10Y*
- 5.53%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LCAIX vs. HSTRX - Expense Ratio Comparison
LCAIX has a 1.02% expense ratio, which is higher than HSTRX's 0.75% expense ratio.
Return for Risk
LCAIX vs. HSTRX — Risk / Return Rank
LCAIX
HSTRX
LCAIX vs. HSTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Opportunistic Strategies Portfolio (LCAIX) and Hussman Strategic Total Return Fund (HSTRX). 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.
| LCAIX | HSTRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.55 | -1.71 |
Sortino ratioReturn per unit of downside risk | 1.24 | 3.54 | -2.30 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.52 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 5.41 | -4.47 |
Martin ratioReturn relative to average drawdown | 4.28 | 19.66 | -15.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LCAIX | HSTRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.55 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.97 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.93 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.86 | -0.53 |
Correlation
The correlation between LCAIX and HSTRX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LCAIX vs. HSTRX - Dividend Comparison
LCAIX's dividend yield for the trailing twelve months is around 15.10%, more than HSTRX's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
HSTRX Hussman Strategic Total Return Fund | 1.98% | 2.25% | 2.91% | 2.54% | 2.15% | 1.33% | 0.52% | 1.29% | 1.20% | 0.37% | 0.25% | 0.42% |
Drawdowns
LCAIX vs. HSTRX - Drawdown Comparison
The maximum LCAIX drawdown since its inception was -40.62%, which is greater than HSTRX's maximum drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for LCAIX and HSTRX.
Loading graphics...
Drawdown Indicators
| LCAIX | HSTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.62% | -13.53% | -27.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -3.14% | -6.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -13.53% | -5.64% |
Max Drawdown (10Y)Largest decline over 10 years | -22.99% | -13.53% | -9.46% |
Current DrawdownCurrent decline from peak | -7.03% | -1.97% | -5.06% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -2.70% | -4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 0.87% | +1.26% |
Volatility
LCAIX vs. HSTRX - Volatility Comparison
Lazard Opportunistic Strategies Portfolio (LCAIX) has a higher volatility of 3.95% compared to Hussman Strategic Total Return Fund (HSTRX) at 1.22%. This indicates that LCAIX's price experiences larger fluctuations and is considered to be riskier than HSTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LCAIX | HSTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 1.22% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 3.21% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 6.62% | +6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.34% | 6.46% | +5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.84% | 5.96% | +5.88% |