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LCAIX vs. LISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCAIX vs. LISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Opportunistic Strategies Portfolio (LCAIX) and Lazard International Strategic Equity Portfolio R6 (LISIX). The values are adjusted to include any dividend payments, if applicable.

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LCAIX vs. LISIX - 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%
LISIX
Lazard International Strategic Equity Portfolio R6
-4.73%25.70%-1.42%17.08%-16.89%6.07%10.58%21.56%-10.48%27.87%

Returns By Period

In the year-to-date period, LCAIX achieves a -3.45% return, which is significantly higher than LISIX's -4.73% return. Both investments have delivered pretty close results over the past 10 years, with LCAIX having a 6.09% annualized return and LISIX not far behind at 6.03%.


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%

LISIX

1D
-0.48%
1M
-11.72%
YTD
-4.73%
6M
-3.79%
1Y
13.92%
3Y*
8.63%
5Y*
3.46%
10Y*
6.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCAIX vs. LISIX - Expense Ratio Comparison

LCAIX has a 1.02% expense ratio, which is higher than LISIX's 0.80% expense ratio.


Return for Risk

LCAIX vs. LISIX — 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

LISIX
LISIX Risk / Return Rank: 3636
Overall Rank
LISIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LISIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
LISIX Omega Ratio Rank: 3333
Omega Ratio Rank
LISIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LISIX Martin Ratio Rank: 3636
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. LISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Opportunistic Strategies Portfolio (LCAIX) and Lazard International Strategic Equity Portfolio R6 (LISIX). 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.


LCAIXLISIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.83

+0.01

Sortino ratio

Return per unit of downside risk

1.24

1.17

+0.07

Omega ratio

Gain probability vs. loss probability

1.18

1.16

+0.02

Calmar ratio

Return relative to maximum drawdown

0.94

0.93

0.00

Martin ratio

Return relative to average drawdown

4.28

3.83

+0.45

LCAIX vs. LISIX - Sharpe Ratio Comparison

The current LCAIX Sharpe Ratio is 0.84, which is comparable to the LISIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of LCAIX and LISIX, 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


LCAIXLISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.83

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.20

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.35

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.31

+0.02

Correlation

The correlation between LCAIX and LISIX is 0.82, 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

LCAIX vs. LISIX - Dividend Comparison

LCAIX's dividend yield for the trailing twelve months is around 15.10%, less than LISIX's 30.19% 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%
LISIX
Lazard International Strategic Equity Portfolio R6
30.19%28.77%13.47%1.46%1.39%8.82%1.01%1.85%9.01%1.30%1.60%1.16%

Drawdowns

LCAIX vs. LISIX - Drawdown Comparison

The maximum LCAIX drawdown since its inception was -40.62%, smaller than the maximum LISIX drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for LCAIX and LISIX.


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Drawdown Indicators


LCAIXLISIXDifference

Max Drawdown

Largest peak-to-trough decline

-40.62%

-55.70%

+15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-12.28%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.17%

-32.52%

+13.35%

Max Drawdown (10Y)

Largest decline over 10 years

-22.99%

-36.01%

+13.02%

Current Drawdown

Current decline from peak

-7.03%

-12.28%

+5.25%

Average Drawdown

Average peak-to-trough decline

-6.94%

-10.56%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.00%

-0.87%

Volatility

LCAIX vs. LISIX - Volatility Comparison

The current volatility for Lazard Opportunistic Strategies Portfolio (LCAIX) is 3.95%, while Lazard International Strategic Equity Portfolio R6 (LISIX) has a volatility of 6.80%. This indicates that LCAIX experiences smaller price fluctuations and is considered to be less risky than LISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCAIXLISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

6.80%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

10.08%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.07%

15.29%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.34%

17.22%

-4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.84%

17.10%

-5.26%