LEVIX vs. FGJEX

Last updated Apr 1, 2026

Compare and contrast key facts about Lazard US Equity Concentrated Portfolio (LEVIX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX).

LEVIX is managed by Lazard. It was launched on Sep 30, 2005. FGJEX is an actively managed fund by Fidelity. It was launched on Mar 20, 2025.

Performance

LEVIX vs. FGJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard US Equity Concentrated Portfolio (LEVIX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). The values are adjusted to include any dividend payments, if applicable.

LEVIX vs. FGJEX - Yearly Performance Comparison

	2026 (YTD)	2025
LEVIX Lazard US Equity Concentrated Portfolio	-8.39%	28.11%
FGJEX Fidelity Advisor Growth & Income Fund Class Z	-2.99%	24.15%

Returns By Period

In the year-to-date period, LEVIX achieves a -8.39% return, which is significantly lower than FGJEX's -2.99% return.

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%

FGJEX

• 1D: -0.41%
• 1M: -7.13%
• YTD: -2.99%
• 6M: 0.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LEVIX vs. FGJEX - Expense Ratio Comparison

LEVIX has a 0.76% expense ratio, which is higher than FGJEX's 0.46% expense ratio.

LEVIX

Lazard US Equity Concentrated Portfolio

FGJEX

Fidelity Advisor Growth & Income Fund Class Z

Return for Risk

LEVIX vs. FGJEX — Risk / Return Rank

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

LEVIX

LEVIX Risk / Return Rank: 17
LEVIX Sharpe Ratio Rank: 16
LEVIX Sortino Ratio Rank: 19
LEVIX Omega Ratio Rank: 18
LEVIX Calmar Ratio Rank: 18
LEVIX Martin Ratio Rank: 17

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.

LEVIX vs. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Concentrated Portfolio (LEVIX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). 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.

	LEVIX	FGJEX	Difference
Sharpe ratio Return per unit of total volatility	0.42	—	—
Sortino ratio Return per unit of downside risk	0.79	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.51	—	—
Martin ratio Return relative to average drawdown	1.72	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LEVIX	FGJEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	2.09	-1.89

Correlation

The correlation between LEVIX and FGJEX is 0.74, 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

LEVIX vs. FGJEX - Dividend Comparison

LEVIX has not paid dividends to shareholders, while FGJEX's dividend yield for the trailing twelve months is around 9.88%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
FGJEX Fidelity Advisor Growth & Income Fund Class Z	9.88%	9.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LEVIX vs. FGJEX - Drawdown Comparison

The maximum LEVIX drawdown since its inception was -69.24%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for LEVIX and FGJEX.

Drawdown Indicators

	LEVIX	FGJEX	Difference
Max Drawdown Largest peak-to-trough decline	-69.24%	-8.32%	-60.92%
Max Drawdown (1Y) Largest decline over 1 year	-16.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-69.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-69.24%	—	—
Current Drawdown Current decline from peak	-58.81%	-8.32%	-50.49%
Average Drawdown Average peak-to-trough decline	-12.32%	-1.05%	-11.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.96%	—	—

Volatility

Volatility by Period

	LEVIX	FGJEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.07%	10.78%	+17.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.38%	10.78%	+61.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.92%	10.78%	+42.14%