LDMIX vs. EFEIX
Compare and contrast key facts about Lazard Developing Markets Equity Portfolio (LDMIX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX).
LDMIX is managed by Lazard. It was launched on Sep 29, 2008. EFEIX is managed by Ashmore. It was launched on Nov 3, 2013.
Performance
LDMIX vs. EFEIX - Performance Comparison
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LDMIX vs. EFEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDMIX Lazard Developing Markets Equity Portfolio | -0.00% | 33.67% | 6.73% | 9.68% | -22.61% | -10.14% | 19.33% | 28.17% | -20.57% | 41.15% |
EFEIX Ashmore Emerging Markets Frontier Equity Fund | -4.81% | 20.69% | 24.12% | 10.60% | -15.91% | 24.18% | -4.12% | 14.07% | -18.04% | 19.28% |
Returns By Period
Over the past 10 years, LDMIX has outperformed EFEIX with an annualized return of 7.42%, while EFEIX has yielded a comparatively lower 6.72% annualized return.
LDMIX
- 1D
- -0.56%
- 1M
- -12.20%
- YTD
- -0.00%
- 6M
- 4.21%
- 1Y
- 32.78%
- 3Y*
- 13.56%
- 5Y*
- 1.22%
- 10Y*
- 7.42%
EFEIX
- 1D
- -0.39%
- 1M
- -10.76%
- YTD
- -4.81%
- 6M
- -1.64%
- 1Y
- 12.63%
- 3Y*
- 15.99%
- 5Y*
- 9.66%
- 10Y*
- 6.72%
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LDMIX vs. EFEIX - Expense Ratio Comparison
LDMIX has a 1.15% expense ratio, which is lower than EFEIX's 1.52% expense ratio.
Return for Risk
LDMIX vs. EFEIX — Risk / Return Rank
LDMIX
EFEIX
LDMIX vs. EFEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Developing Markets Equity Portfolio (LDMIX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). 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.
| LDMIX | EFEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.00 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.36 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.03 | +0.96 |
Martin ratioReturn relative to average drawdown | 7.92 | 3.59 | +4.32 |
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
| LDMIX | EFEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.00 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 1.00 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.62 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.36 | -0.12 |
Correlation
The correlation between LDMIX and EFEIX is 0.53, 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
LDMIX vs. EFEIX - Dividend Comparison
LDMIX's dividend yield for the trailing twelve months is around 1.17%, less than EFEIX's 11.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDMIX Lazard Developing Markets Equity Portfolio | 1.17% | 1.17% | 0.84% | 2.24% | 0.83% | 1.00% | 0.25% | 0.54% | 0.78% | 0.20% | 0.95% | 0.56% |
EFEIX Ashmore Emerging Markets Frontier Equity Fund | 11.96% | 11.69% | 2.15% | 2.26% | 0.17% | 1.61% | 0.96% | 1.63% | 1.44% | 0.88% | 0.38% | 0.00% |
Drawdowns
LDMIX vs. EFEIX - Drawdown Comparison
The maximum LDMIX drawdown since its inception was -51.12%, which is greater than EFEIX's maximum drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for LDMIX and EFEIX.
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Drawdown Indicators
| LDMIX | EFEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.12% | -40.50% | -10.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -11.62% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -42.75% | -20.83% | -21.92% |
Max Drawdown (10Y)Largest decline over 10 years | -46.20% | -40.50% | -5.70% |
Current DrawdownCurrent decline from peak | -13.14% | -11.62% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -19.93% | -12.38% | -7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 3.32% | +0.24% |
Volatility
LDMIX vs. EFEIX - Volatility Comparison
Lazard Developing Markets Equity Portfolio (LDMIX) has a higher volatility of 7.75% compared to Ashmore Emerging Markets Frontier Equity Fund (EFEIX) at 6.28%. This indicates that LDMIX's price experiences larger fluctuations and is considered to be riskier than EFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LDMIX | EFEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 6.28% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 8.74% | +4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 12.26% | +6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 9.69% | +8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 10.93% | +8.20% |