LCAIX vs. LZUSX
Compare and contrast key facts about Lazard Opportunistic Strategies Portfolio (LCAIX) and Lazard US Equity Focus Portfolio (LZUSX).
LCAIX is managed by Lazard. It was launched on Mar 25, 2008. LZUSX is managed by Lazard. It was launched on Dec 30, 2004.
Performance
LCAIX vs. LZUSX - Performance Comparison
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LCAIX vs. LZUSX - 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% |
LZUSX Lazard US Equity Focus Portfolio | -5.22% | 15.23% | 14.20% | 19.79% | -16.97% | 27.40% | 17.28% | 31.71% | -3.36% | 18.18% |
Returns By Period
In the year-to-date period, LCAIX achieves a -3.45% return, which is significantly higher than LZUSX's -5.22% return. Over the past 10 years, LCAIX has underperformed LZUSX with an annualized return of 6.09%, while LZUSX has yielded a comparatively higher 11.73% annualized return.
LCAIX
- 1D
- 0.10%
- 1M
- -5.96%
- YTD
- -3.45%
- 6M
- -2.03%
- 1Y
- 10.38%
- 3Y*
- 9.89%
- 5Y*
- 4.69%
- 10Y*
- 6.09%
LZUSX
- 1D
- 2.27%
- 1M
- -4.99%
- YTD
- -5.22%
- 6M
- -1.37%
- 1Y
- 13.42%
- 3Y*
- 12.61%
- 5Y*
- 7.75%
- 10Y*
- 11.73%
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LCAIX vs. LZUSX - Expense Ratio Comparison
LCAIX has a 1.02% expense ratio, which is higher than LZUSX's 0.70% expense ratio.
Return for Risk
LCAIX vs. LZUSX — Risk / Return Rank
LCAIX
LZUSX
LCAIX vs. LZUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Opportunistic Strategies Portfolio (LCAIX) and Lazard US Equity Focus Portfolio (LZUSX). 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 | LZUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.76 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.20 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.15 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.28 | 4.75 | -0.48 |
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
| LCAIX | LZUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.76 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.47 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.66 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.47 | -0.14 |
Correlation
The correlation between LCAIX and LZUSX is 0.88, 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. LZUSX - Dividend Comparison
LCAIX's dividend yield for the trailing twelve months is around 15.10%, more than LZUSX's 14.57% 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% |
LZUSX Lazard US Equity Focus Portfolio | 14.57% | 13.81% | 6.61% | 1.09% | 2.77% | 5.78% | 5.28% | 11.94% | 17.57% | 10.34% | 3.41% | 7.83% |
Drawdowns
LCAIX vs. LZUSX - Drawdown Comparison
The maximum LCAIX drawdown since its inception was -40.62%, smaller than the maximum LZUSX drawdown of -55.40%. Use the drawdown chart below to compare losses from any high point for LCAIX and LZUSX.
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Drawdown Indicators
| LCAIX | LZUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.62% | -55.40% | +14.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -12.31% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -23.05% | +3.88% |
Max Drawdown (10Y)Largest decline over 10 years | -22.99% | -35.12% | +12.13% |
Current DrawdownCurrent decline from peak | -7.03% | -7.55% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -7.90% | +0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.99% | -0.86% |
Volatility
LCAIX vs. LZUSX - Volatility Comparison
The current volatility for Lazard Opportunistic Strategies Portfolio (LCAIX) is 3.95%, while Lazard US Equity Focus Portfolio (LZUSX) has a volatility of 4.50%. This indicates that LCAIX experiences smaller price fluctuations and is considered to be less risky than LZUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCAIX | LZUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.50% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 8.87% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.07% | 18.10% | -5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.34% | 16.45% | -4.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.84% | 17.70% | -5.86% |