LCAIX vs. VOO
Compare and contrast key facts about Lazard Opportunistic Strategies Portfolio (LCAIX) and Vanguard S&P 500 ETF (VOO).
LCAIX is managed by Lazard. It was launched on Mar 25, 2008. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
LCAIX vs. VOO - Performance Comparison
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LCAIX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, LCAIX achieves a -3.45% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, LCAIX has underperformed VOO with an annualized return of 6.09%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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LCAIX vs. VOO - Expense Ratio Comparison
LCAIX has a 1.02% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
LCAIX vs. VOO — Risk / Return Rank
LCAIX
VOO
LCAIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Opportunistic Strategies Portfolio (LCAIX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.98 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.50 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.53 | -0.60 |
Martin ratioReturn relative to average drawdown | 4.28 | 7.29 | -3.02 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.98 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.70 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.78 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.83 | -0.50 |
Correlation
The correlation between LCAIX and VOO is 0.92, 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. VOO - Dividend Comparison
LCAIX's dividend yield for the trailing twelve months is around 15.10%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
LCAIX vs. VOO - Drawdown Comparison
The maximum LCAIX drawdown since its inception was -40.62%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LCAIX and VOO.
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Drawdown Indicators
| LCAIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.62% | -33.99% | -6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -11.98% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -19.17% | -24.52% | +5.35% |
Max Drawdown (10Y)Largest decline over 10 years | -22.99% | -33.99% | +11.00% |
Current DrawdownCurrent decline from peak | -7.03% | -6.29% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -3.72% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.52% | -0.39% |
Volatility
LCAIX vs. VOO - Volatility Comparison
The current volatility for Lazard Opportunistic Strategies Portfolio (LCAIX) is 3.95%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that LCAIX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCAIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.29% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 7.52% | 9.44% | -1.92% |
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% | 16.82% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.84% | 17.99% | -6.15% |