LISIX vs. TIVFX
Compare and contrast key facts about Lazard International Strategic Equity Portfolio R6 (LISIX) and American Beacon Tocqueville International Value Fund (TIVFX).
LISIX is managed by Lazard. It was launched on Oct 31, 2005. TIVFX is managed by American Beacon. It was launched on Aug 1, 1994.
Performance
LISIX vs. TIVFX - Performance Comparison
Loading graphics...
LISIX vs. TIVFX - 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% |
TIVFX American Beacon Tocqueville International Value Fund | 10.36% | 36.15% | 3.73% | 15.43% | -20.57% | 7.53% | 12.61% | 19.38% | -19.87% | 24.18% |
Returns By Period
In the year-to-date period, LISIX achieves a -4.73% return, which is significantly lower than TIVFX's 10.36% return. Over the past 10 years, LISIX has underperformed TIVFX with an annualized return of 6.03%, while TIVFX has yielded a comparatively higher 7.91% 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%
TIVFX
- 1D
- -0.23%
- 1M
- -11.69%
- YTD
- 10.36%
- 6M
- 14.86%
- 1Y
- 58.24%
- 3Y*
- 18.41%
- 5Y*
- 8.01%
- 10Y*
- 7.91%
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. TIVFX - Expense Ratio Comparison
LISIX has a 0.80% expense ratio, which is lower than TIVFX's 1.20% expense ratio.
Return for Risk
LISIX vs. TIVFX — Risk / Return Rank
LISIX
TIVFX
LISIX vs. TIVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Strategic Equity Portfolio R6 (LISIX) and American Beacon Tocqueville International Value Fund (TIVFX). 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 | TIVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 2.87 | -2.04 |
Sortino ratioReturn per unit of downside risk | 1.17 | 3.32 | -2.15 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.51 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 4.00 | -3.07 |
Martin ratioReturn relative to average drawdown | 3.83 | 16.63 | -12.80 |
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
| LISIX | TIVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 2.87 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.44 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.46 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.37 | -0.05 |
Correlation
The correlation between LISIX and TIVFX 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. TIVFX - Dividend Comparison
LISIX's dividend yield for the trailing twelve months is around 30.19%, more than TIVFX's 7.99% 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% |
TIVFX American Beacon Tocqueville International Value Fund | 7.99% | 8.82% | 10.23% | 1.66% | 1.39% | 3.65% | 0.34% | 1.69% | 1.37% | 1.28% | 1.57% | 3.01% |
Drawdowns
LISIX vs. TIVFX - Drawdown Comparison
The maximum LISIX drawdown since its inception was -55.70%, roughly equal to the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for LISIX and TIVFX.
Loading graphics...
Drawdown Indicators
| LISIX | TIVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -54.21% | -1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -13.21% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -32.52% | -36.31% | +3.79% |
Max Drawdown (10Y)Largest decline over 10 years | -36.01% | -41.51% | +5.50% |
Current DrawdownCurrent decline from peak | -12.28% | -11.69% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -10.56% | -13.45% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.22% | -0.22% |
Volatility
LISIX vs. TIVFX - Volatility Comparison
The current volatility for Lazard International Strategic Equity Portfolio R6 (LISIX) is 6.80%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 7.61%. This indicates that LISIX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| LISIX | TIVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 7.61% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 14.01% | -3.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.29% | 19.67% | -4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 18.20% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 17.39% | -0.29% |