LEAIX vs. LEVIX
Compare and contrast key facts about Lazard Emerging Markets Equity Advantage Portfolio (LEAIX) and Lazard US Equity Concentrated Portfolio (LEVIX).
LEAIX is managed by Lazard. It was launched on May 28, 2015. LEVIX is managed by Lazard. It was launched on Sep 30, 2005.
Performance
LEAIX vs. LEVIX - Performance Comparison
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LEAIX vs. LEVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEAIX Lazard Emerging Markets Equity Advantage Portfolio | 2.56% | 33.74% | 11.41% | 12.67% | -21.01% | 0.96% | 17.39% | 20.44% | -16.25% | 42.52% |
LEVIX Lazard US Equity Concentrated Portfolio | -8.39% | 8.78% | 12.37% | 17.11% | -19.92% | 26.16% | 8.98% | 31.72% | -6.19% | 15.49% |
Returns By Period
In the year-to-date period, LEAIX achieves a 2.56% return, which is significantly higher than LEVIX's -8.39% return. Over the past 10 years, LEAIX has outperformed LEVIX with an annualized return of 9.23%, while LEVIX has yielded a comparatively lower 8.06% annualized 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%
LEVIX
- 1D
- -1.18%
- 1M
- -8.39%
- YTD
- -8.39%
- 6M
- -0.43%
- 1Y
- 14.95%
- 3Y*
- 6.43%
- 5Y*
- 4.00%
- 10Y*
- 8.06%
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LEAIX vs. LEVIX - Expense Ratio Comparison
LEAIX has a 0.91% expense ratio, which is higher than LEVIX's 0.76% expense ratio.
Return for Risk
LEAIX vs. LEVIX — Risk / Return Rank
LEAIX
LEVIX
LEAIX vs. LEVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Emerging Markets Equity Advantage Portfolio (LEAIX) and Lazard US Equity Concentrated Portfolio (LEVIX). 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.
| LEAIX | LEVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.42 | +1.54 |
Sortino ratioReturn per unit of downside risk | 2.56 | 0.79 | +1.77 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.11 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 0.51 | +1.75 |
Martin ratioReturn relative to average drawdown | 9.08 | 1.72 | +7.36 |
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
| LEAIX | LEVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.42 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.06 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.15 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.20 | +0.37 |
Correlation
The correlation between LEAIX and LEVIX is 0.61, 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
LEAIX vs. LEVIX - Dividend Comparison
LEAIX's dividend yield for the trailing twelve months is around 1.86%, while LEVIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
LEVIX Lazard US Equity Concentrated Portfolio | 0.00% | 0.00% | 144.28% | 100.53% | 6.31% | 15.14% | 1.65% | 0.82% | 11.61% | 6.84% | 4.91% | 3.71% |
Drawdowns
LEAIX vs. LEVIX - Drawdown Comparison
The maximum LEAIX drawdown since its inception was -37.24%, smaller than the maximum LEVIX drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for LEAIX and LEVIX.
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Drawdown Indicators
| LEAIX | LEVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.24% | -69.24% | +32.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -16.14% | +2.85% |
Max Drawdown (5Y)Largest decline over 5 years | -36.30% | -69.24% | +32.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -69.24% | +32.00% |
Current DrawdownCurrent decline from peak | -13.29% | -58.81% | +45.52% |
Average DrawdownAverage peak-to-trough decline | -11.67% | -12.32% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 4.96% | -1.65% |
Volatility
LEAIX vs. LEVIX - Volatility Comparison
Lazard Emerging Markets Equity Advantage Portfolio (LEAIX) and Lazard US Equity Concentrated Portfolio (LEVIX) have volatilities of 6.71% and 6.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEAIX | LEVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 6.76% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 16.13% | -4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 28.07% | -11.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.62% | 72.38% | -56.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 52.92% | -35.63% |