LISIX vs. PZRIX
Compare and contrast key facts about Lazard International Strategic Equity Portfolio R6 (LISIX) and PIMCO RAE Global ex-US Fund (PZRIX).
LISIX is managed by Lazard. It was launched on Oct 31, 2005. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
LISIX vs. PZRIX - Performance Comparison
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LISIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, LISIX achieves a -4.73% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, LISIX has underperformed PZRIX with an annualized return of 6.03%, while PZRIX has yielded a comparatively higher 9.95% annualized return.
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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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LISIX vs. PZRIX - Expense Ratio Comparison
LISIX has a 0.80% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
LISIX vs. PZRIX — Risk / Return Rank
LISIX
PZRIX
LISIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Strategic Equity Portfolio R6 (LISIX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 2.41 | -1.58 |
Sortino ratioReturn per unit of downside risk | 1.17 | 3.09 | -1.92 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.47 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.70 | -1.76 |
Martin ratioReturn relative to average drawdown | 3.83 | 12.87 | -9.04 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 2.41 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.67 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.59 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.58 | -0.27 |
Correlation
The correlation between LISIX and PZRIX is 0.86, 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
LISIX vs. PZRIX - Dividend Comparison
LISIX's dividend yield for the trailing twelve months is around 30.19%, more than PZRIX's 6.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
LISIX vs. PZRIX - Drawdown Comparison
The maximum LISIX drawdown since its inception was -55.70%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for LISIX and PZRIX.
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Drawdown Indicators
| LISIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -43.53% | -12.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -10.68% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -32.52% | -30.85% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -36.01% | -43.53% | +7.52% |
Current DrawdownCurrent decline from peak | -12.28% | -6.96% | -5.32% |
Average DrawdownAverage peak-to-trough decline | -10.56% | -9.00% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.53% | +0.47% |
Volatility
LISIX vs. PZRIX - Volatility Comparison
Lazard International Strategic Equity Portfolio R6 (LISIX) has a higher volatility of 6.80% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that LISIX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LISIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 5.02% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 8.77% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.29% | 14.09% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 15.83% | +1.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 17.01% | +0.09% |