LISIX vs. LGI
Compare and contrast key facts about Lazard International Strategic Equity Portfolio R6 (LISIX) and Lazard Global Total Return and Income Fund (LGI).
LISIX is managed by Lazard. It was launched on Oct 31, 2005. LGI is managed by Lazard. It was launched on Apr 28, 2004.
Performance
LISIX vs. LGI - Performance Comparison
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LISIX vs. LGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LISIX Lazard International Strategic Equity Portfolio R6 | -2.06% | 25.70% | -1.42% | 17.08% | -16.89% | 6.07% | 10.58% | 21.56% | -10.48% | 27.87% |
LGI Lazard Global Total Return and Income Fund | -2.51% | 21.36% | 14.00% | 12.89% | -20.57% | 25.28% | 17.04% | 30.25% | -10.51% | 39.37% |
Returns By Period
In the year-to-date period, LISIX achieves a -2.06% return, which is significantly higher than LGI's -2.51% return. Over the past 10 years, LISIX has underperformed LGI with an annualized return of 6.33%, while LGI has yielded a comparatively higher 12.88% annualized return.
LISIX
- 1D
- 2.80%
- 1M
- -7.75%
- YTD
- -2.06%
- 6M
- -1.93%
- 1Y
- 16.86%
- 3Y*
- 9.63%
- 5Y*
- 3.82%
- 10Y*
- 6.33%
LGI
- 1D
- 3.05%
- 1M
- -13.45%
- YTD
- -2.51%
- 6M
- -0.03%
- 1Y
- 19.09%
- 3Y*
- 12.36%
- 5Y*
- 6.53%
- 10Y*
- 12.88%
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LISIX vs. LGI - Expense Ratio Comparison
LISIX has a 0.80% expense ratio, which is higher than LGI's 0.02% expense ratio.
Return for Risk
LISIX vs. LGI — Risk / Return Rank
LISIX
LGI
LISIX vs. LGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Strategic Equity Portfolio R6 (LISIX) and Lazard Global Total Return and Income Fund (LGI). 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.
| LISIX | LGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.95 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.35 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.91 | +0.37 |
Martin ratioReturn relative to average drawdown | 5.24 | 4.48 | +0.75 |
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
| LISIX | LGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.95 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.34 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.64 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.37 | -0.05 |
Correlation
The correlation between LISIX and LGI 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
LISIX vs. LGI - Dividend Comparison
LISIX's dividend yield for the trailing twelve months is around 29.37%, more than LGI's 10.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LISIX Lazard International Strategic Equity Portfolio R6 | 29.37% | 28.77% | 13.47% | 1.46% | 1.39% | 8.82% | 1.01% | 1.85% | 9.01% | 1.30% | 1.60% | 1.16% |
LGI Lazard Global Total Return and Income Fund | 10.73% | 10.08% | 9.19% | 7.32% | 10.22% | 9.77% | 7.17% | 6.44% | 19.88% | 5.46% | 6.94% | 8.52% |
Drawdowns
LISIX vs. LGI - Drawdown Comparison
The maximum LISIX drawdown since its inception was -55.70%, smaller than the maximum LGI drawdown of -63.34%. Use the drawdown chart below to compare losses from any high point for LISIX and LGI.
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Drawdown Indicators
| LISIX | LGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -63.34% | +7.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -21.25% | +8.97% |
Max Drawdown (5Y)Largest decline over 5 years | -32.52% | -32.84% | +0.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.01% | -42.94% | +6.93% |
Current DrawdownCurrent decline from peak | -9.82% | -15.76% | +5.94% |
Average DrawdownAverage peak-to-trough decline | -10.56% | -10.96% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 4.33% | -1.31% |
Volatility
LISIX vs. LGI - Volatility Comparison
The current volatility for Lazard International Strategic Equity Portfolio R6 (LISIX) is 7.48%, while Lazard Global Total Return and Income Fund (LGI) has a volatility of 10.63%. This indicates that LISIX experiences smaller price fluctuations and is considered to be less risky than LGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LISIX | LGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 10.63% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 14.09% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 20.14% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 19.22% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 20.08% | -2.96% |