LEVIX vs. LISIX
Compare and contrast key facts about Lazard US Equity Concentrated Portfolio (LEVIX) and Lazard International Strategic Equity Portfolio R6 (LISIX).
LEVIX is managed by Lazard. It was launched on Sep 30, 2005. LISIX is managed by Lazard. It was launched on Oct 31, 2005.
Performance
LEVIX vs. LISIX - Performance Comparison
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LEVIX vs. LISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LISIX Lazard International Strategic Equity Portfolio R6 | -4.73% | 25.70% | -1.42% | 17.08% | -16.89% | 6.07% | 10.58% | 21.56% | -10.48% | 27.87% |
Returns By Period
In the year-to-date period, LEVIX achieves a -8.39% return, which is significantly lower than LISIX's -4.73% return. Over the past 10 years, LEVIX has outperformed LISIX with an annualized return of 8.06%, while LISIX has yielded a comparatively lower 6.03% annualized 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%
LISIX
- 1D
- -0.48%
- 1M
- -11.72%
- YTD
- -4.73%
- 6M
- -3.79%
- 1Y
- 13.92%
- 3Y*
- 8.63%
- 5Y*
- 3.46%
- 10Y*
- 6.03%
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LEVIX vs. LISIX - Expense Ratio Comparison
LEVIX has a 0.76% expense ratio, which is lower than LISIX's 0.80% expense ratio.
Return for Risk
LEVIX vs. LISIX — Risk / Return Rank
LEVIX
LISIX
LEVIX vs. LISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Concentrated Portfolio (LEVIX) and Lazard International Strategic Equity Portfolio R6 (LISIX). 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 | LISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.83 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.17 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 0.93 | -0.42 |
Martin ratioReturn relative to average drawdown | 1.72 | 3.83 | -2.11 |
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
| LEVIX | LISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.83 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.20 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.35 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.31 | -0.11 |
Correlation
The correlation between LEVIX and LISIX is 0.72, 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. LISIX - Dividend Comparison
LEVIX has not paid dividends to shareholders, while LISIX's dividend yield for the trailing twelve months is around 30.19%.
| 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% |
LISIX Lazard International Strategic Equity Portfolio R6 | 30.19% | 28.77% | 13.47% | 1.46% | 1.39% | 8.82% | 1.01% | 1.85% | 9.01% | 1.30% | 1.60% | 1.16% |
Drawdowns
LEVIX vs. LISIX - Drawdown Comparison
The maximum LEVIX drawdown since its inception was -69.24%, which is greater than LISIX's maximum drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for LEVIX and LISIX.
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Drawdown Indicators
| LEVIX | LISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -55.70% | -13.54% |
Max Drawdown (1Y)Largest decline over 1 year | -16.14% | -12.28% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -69.24% | -32.52% | -36.72% |
Max Drawdown (10Y)Largest decline over 10 years | -69.24% | -36.01% | -33.23% |
Current DrawdownCurrent decline from peak | -58.81% | -12.28% | -46.53% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -10.56% | -1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 3.00% | +1.96% |
Volatility
LEVIX vs. LISIX - Volatility Comparison
Lazard US Equity Concentrated Portfolio (LEVIX) and Lazard International Strategic Equity Portfolio R6 (LISIX) have volatilities of 6.76% and 6.80%, 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
| LEVIX | LISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 6.80% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 16.13% | 10.08% | +6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.07% | 15.29% | +12.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.38% | 17.22% | +55.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.92% | 17.10% | +35.82% |