LEVIX vs. LZUSX
Compare and contrast key facts about Lazard US Equity Concentrated Portfolio (LEVIX) and Lazard US Equity Focus Portfolio (LZUSX).
LEVIX is managed by Lazard. It was launched on Sep 30, 2005. LZUSX is managed by Lazard. It was launched on Dec 30, 2004.
Performance
LEVIX vs. LZUSX - Performance Comparison
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LEVIX vs. LZUSX - 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% |
LZUSX Lazard US Equity Focus Portfolio | -7.32% | 15.23% | 14.20% | 19.79% | -16.97% | 27.40% | 17.28% | 31.71% | -3.36% | 18.18% |
Returns By Period
In the year-to-date period, LEVIX achieves a -8.39% return, which is significantly lower than LZUSX's -7.32% return. Over the past 10 years, LEVIX has underperformed LZUSX with an annualized return of 8.06%, while LZUSX has yielded a comparatively higher 11.48% 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%
LZUSX
- 1D
- 0.52%
- 1M
- -7.27%
- YTD
- -7.32%
- 6M
- -3.02%
- 1Y
- 11.11%
- 3Y*
- 11.77%
- 5Y*
- 7.52%
- 10Y*
- 11.48%
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LEVIX vs. LZUSX - Expense Ratio Comparison
LEVIX has a 0.76% expense ratio, which is higher than LZUSX's 0.70% expense ratio.
Return for Risk
LEVIX vs. LZUSX — Risk / Return Rank
LEVIX
LZUSX
LEVIX vs. LZUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Concentrated Portfolio (LEVIX) and Lazard US Equity Focus Portfolio (LZUSX). 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 | LZUSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.42 | 0.65 | -0.23 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.05 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.51 | 0.74 | -0.23 |
Martin ratioReturn relative to average drawdown | 1.72 | 3.09 | -1.36 |
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
| LEVIX | LZUSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.65 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.46 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.65 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.46 | -0.26 |
Correlation
The correlation between LEVIX and LZUSX is 0.93, 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. LZUSX - Dividend Comparison
LEVIX has not paid dividends to shareholders, while LZUSX's dividend yield for the trailing twelve months is around 14.90%.
| 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% |
LZUSX Lazard US Equity Focus Portfolio | 14.90% | 13.81% | 6.61% | 1.09% | 2.77% | 5.78% | 5.28% | 11.94% | 17.57% | 10.34% | 3.41% | 7.83% |
Drawdowns
LEVIX vs. LZUSX - Drawdown Comparison
The maximum LEVIX drawdown since its inception was -69.24%, which is greater than LZUSX's maximum drawdown of -55.40%. Use the drawdown chart below to compare losses from any high point for LEVIX and LZUSX.
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Drawdown Indicators
| LEVIX | LZUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.24% | -55.40% | -13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -16.14% | -12.31% | -3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -69.24% | -23.05% | -46.19% |
Max Drawdown (10Y)Largest decline over 10 years | -69.24% | -35.12% | -34.12% |
Current DrawdownCurrent decline from peak | -58.81% | -9.60% | -49.21% |
Average DrawdownAverage peak-to-trough decline | -12.32% | -7.90% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 2.95% | +2.01% |
Volatility
LEVIX vs. LZUSX - Volatility Comparison
Lazard US Equity Concentrated Portfolio (LEVIX) has a higher volatility of 6.76% compared to Lazard US Equity Focus Portfolio (LZUSX) at 3.67%. This indicates that LEVIX's price experiences larger fluctuations and is considered to be riskier than LZUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEVIX | LZUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 3.67% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 16.13% | 8.58% | +7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.07% | 18.00% | +10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.38% | 16.42% | +55.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.92% | 17.68% | +35.24% |