PortfoliosLab logoPortfoliosLab logo
LISIX vs. SCHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LISIX vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard International Strategic Equity Portfolio R6 (LISIX) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LISIX vs. SCHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCHF
Schwab International Equity ETF
2.95%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%

Returns By Period

In the year-to-date period, LISIX achieves a -4.73% return, which is significantly lower than SCHF's 2.95% return. Over the past 10 years, LISIX has underperformed SCHF with an annualized return of 6.03%, while SCHF has yielded a comparatively higher 9.42% 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%

SCHF

1D
3.25%
1M
-8.44%
YTD
2.95%
6M
9.36%
1Y
29.56%
3Y*
16.15%
5Y*
8.69%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LISIX vs. SCHF - Expense Ratio Comparison

LISIX has a 0.80% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Return for Risk

LISIX vs. SCHF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LISIX
LISIX Risk / Return Rank: 3636
Overall Rank
LISIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LISIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
LISIX Omega Ratio Rank: 3333
Omega Ratio Rank
LISIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LISIX Martin Ratio Rank: 3636
Martin Ratio Rank

SCHF
SCHF Risk / Return Rank: 8787
Overall Rank
SCHF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCHF Omega Ratio Rank: 8787
Omega Ratio Rank
SCHF Calmar Ratio Rank: 8686
Calmar Ratio Rank
SCHF Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LISIX vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard International Strategic Equity Portfolio R6 (LISIX) and Schwab International Equity ETF (SCHF). 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.


LISIXSCHFDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.68

-0.85

Sortino ratio

Return per unit of downside risk

1.17

2.30

-1.13

Omega ratio

Gain probability vs. loss probability

1.16

1.34

-0.17

Calmar ratio

Return relative to maximum drawdown

0.93

2.47

-1.54

Martin ratio

Return relative to average drawdown

3.83

9.63

-5.80

LISIX vs. SCHF - Sharpe Ratio Comparison

The current LISIX Sharpe Ratio is 0.83, which is lower than the SCHF Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of LISIX and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LISIXSCHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.68

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.54

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.55

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.40

-0.09

Correlation

The correlation between LISIX and SCHF is 0.92, 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. SCHF - Dividend Comparison

LISIX's dividend yield for the trailing twelve months is around 30.19%, more than SCHF's 3.32% yield.


TTM20252024202320222021202020192018201720162015
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%
SCHF
Schwab International Equity ETF
3.32%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Drawdowns

LISIX vs. SCHF - Drawdown Comparison

The maximum LISIX drawdown since its inception was -55.70%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for LISIX and SCHF.


Loading graphics...

Drawdown Indicators


LISIXSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-34.87%

-20.83%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-11.48%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.52%

-29.14%

-3.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

-34.87%

-1.14%

Current Drawdown

Current decline from peak

-12.28%

-8.60%

-3.68%

Average Drawdown

Average peak-to-trough decline

-10.56%

-7.44%

-3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.95%

+0.05%

Volatility

LISIX vs. SCHF - Volatility Comparison

The current volatility for Lazard International Strategic Equity Portfolio R6 (LISIX) is 6.80%, while Schwab International Equity ETF (SCHF) has a volatility of 8.47%. This indicates that LISIX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LISIXSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

8.47%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

11.70%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

17.72%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

16.14%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

17.09%

+0.01%