PortfoliosLab logoPortfoliosLab logo
LEAIX vs. LCSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEAIX vs. LCSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Emerging Markets Equity Advantage Portfolio (LEAIX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LEAIX vs. LCSMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LEAIX
Lazard Emerging Markets Equity Advantage Portfolio
2.56%33.74%11.41%12.67%-21.01%0.96%17.39%20.44%-19.28%
LCSMX
Martin Currie SMA-Shares Series EM Fund
9.17%51.52%-13.60%16.26%-27.25%4.73%35.72%6.81%1.42%

Returns By Period

In the year-to-date period, LEAIX achieves a 2.56% return, which is significantly lower than LCSMX's 9.17% return.


LEAIX

1D
-0.93%
1M
-12.25%
YTD
2.56%
6M
7.23%
1Y
33.14%
3Y*
17.33%
5Y*
5.47%
10Y*
9.23%

LCSMX

1D
-1.38%
1M
-14.64%
YTD
9.17%
6M
25.14%
1Y
60.99%
3Y*
16.35%
5Y*
4.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LEAIX vs. LCSMX - Expense Ratio Comparison

LEAIX has a 0.91% expense ratio, which is higher than LCSMX's 0.00% expense ratio.


Return for Risk

LEAIX vs. LCSMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LEAIX
LEAIX Risk / Return Rank: 8888
Overall Rank
LEAIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LEAIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
LEAIX Omega Ratio Rank: 8686
Omega Ratio Rank
LEAIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
LEAIX Martin Ratio Rank: 8686
Martin Ratio Rank

LCSMX
LCSMX Risk / Return Rank: 9696
Overall Rank
LCSMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LCSMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LCSMX Omega Ratio Rank: 9595
Omega Ratio Rank
LCSMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LCSMX Martin Ratio Rank: 9797
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.

LEAIX vs. LCSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Emerging Markets Equity Advantage Portfolio (LEAIX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). 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.


LEAIXLCSMXDifference

Sharpe ratio

Return per unit of total volatility

1.96

2.76

-0.80

Sortino ratio

Return per unit of downside risk

2.56

3.31

-0.76

Omega ratio

Gain probability vs. loss probability

1.37

1.51

-0.15

Calmar ratio

Return relative to maximum drawdown

2.26

3.68

-1.42

Martin ratio

Return relative to average drawdown

9.08

15.56

-6.47

LEAIX vs. LCSMX - Sharpe Ratio Comparison

The current LEAIX Sharpe Ratio is 1.96, which is comparable to the LCSMX Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of LEAIX and LCSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LEAIXLCSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

2.76

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.26

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.41

+0.16

Correlation

The correlation between LEAIX and LCSMX is 0.78, 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

LEAIX vs. LCSMX - Dividend Comparison

LEAIX's dividend yield for the trailing twelve months is around 1.86%, more than LCSMX's 0.91% yield.


TTM2025202420232022202120202019201820172016
LEAIX
Lazard Emerging Markets Equity Advantage Portfolio
1.86%1.90%1.52%1.93%3.42%8.01%0.84%1.92%2.43%1.15%1.62%
LCSMX
Martin Currie SMA-Shares Series EM Fund
0.91%1.00%1.29%1.22%1.11%3.03%0.48%0.88%1.40%0.00%0.00%

Drawdowns

LEAIX vs. LCSMX - Drawdown Comparison

The maximum LEAIX drawdown since its inception was -37.24%, smaller than the maximum LCSMX drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for LEAIX and LCSMX.


Loading graphics...

Drawdown Indicators


LEAIXLCSMXDifference

Max Drawdown

Largest peak-to-trough decline

-37.24%

-39.72%

+2.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-15.39%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

-39.72%

+3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

Current Drawdown

Current decline from peak

-13.29%

-15.39%

+2.10%

Average Drawdown

Average peak-to-trough decline

-11.67%

-13.97%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.64%

-0.33%

Volatility

LEAIX vs. LCSMX - Volatility Comparison

The current volatility for Lazard Emerging Markets Equity Advantage Portfolio (LEAIX) is 6.71%, while Martin Currie SMA-Shares Series EM Fund (LCSMX) has a volatility of 11.71%. This indicates that LEAIX experiences smaller price fluctuations and is considered to be less risky than LCSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LEAIXLCSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

11.71%

-5.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

17.87%

-6.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

21.99%

-5.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

17.88%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

19.34%

-2.05%