LGI vs. LISIX
Compare and contrast key facts about Lazard Global Total Return and Income Fund (LGI) and Lazard International Strategic Equity Portfolio R6 (LISIX).
LGI is managed by Lazard. It was launched on Apr 28, 2004. LISIX is managed by Lazard. It was launched on Oct 31, 2005.
Performance
LGI vs. LISIX - Performance Comparison
Loading graphics...
LGI vs. LISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGI Lazard Global Total Return and Income Fund | -5.39% | 21.36% | 14.00% | 12.89% | -20.57% | 25.28% | 17.04% | 30.25% | -10.51% | 39.37% |
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, LGI achieves a -5.39% return, which is significantly lower than LISIX's -4.73% return. Over the past 10 years, LGI has outperformed LISIX with an annualized return of 12.55%, while LISIX has yielded a comparatively lower 6.03% annualized return.
LGI
- 1D
- 3.81%
- 1M
- -16.95%
- YTD
- -5.39%
- 6M
- -2.20%
- 1Y
- 15.87%
- 3Y*
- 11.24%
- 5Y*
- 5.89%
- 10Y*
- 12.55%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LGI vs. LISIX - Expense Ratio Comparison
LGI has a 0.02% expense ratio, which is lower than LISIX's 0.80% expense ratio.
Return for Risk
LGI vs. LISIX — Risk / Return Rank
LGI
LISIX
LGI vs. LISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Global Total Return and Income Fund (LGI) 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.
| LGI | LISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.83 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.16 | 1.17 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.16 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.93 | -0.19 |
Martin ratioReturn relative to average drawdown | 3.73 | 3.83 | -0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| LGI | LISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.83 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.20 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.35 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.31 | +0.05 |
Correlation
The correlation between LGI and LISIX is 0.67, 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
LGI vs. LISIX - Dividend Comparison
LGI's dividend yield for the trailing twelve months is around 11.06%, less than LISIX's 30.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LGI Lazard Global Total Return and Income Fund | 11.06% | 10.08% | 9.19% | 7.32% | 10.22% | 9.77% | 7.17% | 6.44% | 19.88% | 5.46% | 6.94% | 8.52% |
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
LGI vs. LISIX - Drawdown Comparison
The maximum LGI drawdown since its inception was -63.34%, which is greater than LISIX's maximum drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for LGI and LISIX.
Loading graphics...
Drawdown Indicators
| LGI | LISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.34% | -55.70% | -7.64% |
Max Drawdown (1Y)Largest decline over 1 year | -21.25% | -12.28% | -8.97% |
Max Drawdown (5Y)Largest decline over 5 years | -32.84% | -32.52% | -0.32% |
Max Drawdown (10Y)Largest decline over 10 years | -42.94% | -36.01% | -6.93% |
Current DrawdownCurrent decline from peak | -18.25% | -12.28% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -10.56% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 3.00% | +1.21% |
Volatility
LGI vs. LISIX - Volatility Comparison
Lazard Global Total Return and Income Fund (LGI) has a higher volatility of 10.00% compared to Lazard International Strategic Equity Portfolio R6 (LISIX) at 6.80%. This indicates that LGI's price experiences larger fluctuations and is considered to be riskier than LISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LGI | LISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 6.80% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.77% | 10.08% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.92% | 15.29% | +4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 17.22% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.06% | 17.10% | +2.96% |