LEVIX vs. LZFIX
Compare and contrast key facts about Lazard US Equity Concentrated Portfolio (LEVIX) and Lazard Equity Franchise Portfolio (LZFIX).
LEVIX is managed by Lazard. It was launched on Sep 30, 2005. LZFIX is managed by Lazard. It was launched on Sep 29, 2017.
Performance
LEVIX vs. LZFIX - Performance Comparison
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LEVIX vs. LZFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LEVIX Lazard US Equity Concentrated Portfolio | -8.39% | 8.78% | 12.37% | 17.11% | -19.92% | 26.16% | 8.98% | 14.65% |
LZFIX Lazard Equity Franchise Portfolio | -10.00% | 4.09% | -3.09% | 18.84% | -5.29% | 22.88% | 1.15% | 9.25% |
Returns By Period
In the year-to-date period, LEVIX achieves a -8.39% return, which is significantly higher than LZFIX's -10.00% 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%
LZFIX
- 1D
- 0.93%
- 1M
- -9.50%
- YTD
- -10.00%
- 6M
- -15.90%
- 1Y
- -12.42%
- 3Y*
- -0.05%
- 5Y*
- 3.03%
- 10Y*
- —
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LEVIX vs. LZFIX - Expense Ratio Comparison
LEVIX has a 0.76% expense ratio, which is lower than LZFIX's 0.99% expense ratio.
Return for Risk
LEVIX vs. LZFIX — Risk / Return Rank
LEVIX
LZFIX
LEVIX vs. LZFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Concentrated Portfolio (LEVIX) and Lazard Equity Franchise Portfolio (LZFIX). 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 | LZFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | -0.78 | +1.20 |
Sortino ratioReturn per unit of downside risk | 0.79 | -1.00 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.11 | 0.88 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | -0.58 | +1.09 |
Martin ratioReturn relative to average drawdown | 1.72 | -1.28 | +3.01 |
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 | LZFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | -0.78 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.17 | -0.12 |
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 | 0.23 | -0.03 |
Correlation
The correlation between LEVIX and LZFIX is 0.69, 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
LEVIX vs. LZFIX - Dividend Comparison
LEVIX has not paid dividends to shareholders, while LZFIX's dividend yield for the trailing twelve months is around 23.19%.
| 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% |
LZFIX Lazard Equity Franchise Portfolio | 23.19% | 20.87% | 14.95% | 8.68% | 12.81% | 15.59% | 1.12% | 5.78% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LEVIX vs. LZFIX - Drawdown Comparison
The maximum LEVIX drawdown since its inception was -69.24%, which is greater than LZFIX's maximum drawdown of -41.91%. Use the drawdown chart below to compare losses from any high point for LEVIX and LZFIX.
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Drawdown Indicators
| LEVIX | LZFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -41.91% | -27.33% |
Max Drawdown (1Y)Largest decline over 1 year | -16.14% | -21.51% | +5.37% |
Max Drawdown (5Y)Largest decline over 5 years | -69.24% | -21.69% | -47.55% |
Max Drawdown (10Y)Largest decline over 10 years | -69.24% | — | — |
Current DrawdownCurrent decline from peak | -58.81% | -20.78% | -38.03% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -6.74% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 9.69% | -4.73% |
Volatility
LEVIX vs. LZFIX - Volatility Comparison
Lazard US Equity Concentrated Portfolio (LEVIX) has a higher volatility of 6.76% compared to Lazard Equity Franchise Portfolio (LZFIX) at 3.94%. This indicates that LEVIX's price experiences larger fluctuations and is considered to be riskier than LZFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEVIX | LZFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 3.94% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 16.13% | 10.63% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.07% | 15.86% | +12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.38% | 17.63% | +54.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.92% | 21.22% | +31.70% |