LISIX vs. VWO
Compare and contrast key facts about Lazard International Strategic Equity Portfolio R6 (LISIX) and Vanguard FTSE Emerging Markets ETF (VWO).
LISIX is managed by Lazard. It was launched on Oct 31, 2005. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LISIX or VWO.
Key characteristics
| LISIX | VWO | |
|---|---|---|
| YTD Return | 0.61% | 11.54% |
| 1Y Return | 8.61% | 16.00% |
| 3Y Return (Ann) | -3.08% | -1.40% |
| 5Y Return (Ann) | 2.78% | 4.44% |
| 10Y Return (Ann) | 2.48% | 3.59% |
| Sharpe Ratio | 0.84 | 1.25 |
| Sortino Ratio | 1.25 | 1.83 |
| Omega Ratio | 1.15 | 1.23 |
| Calmar Ratio | 0.60 | 0.79 |
| Martin Ratio | 3.71 | 6.82 |
| Ulcer Index | 2.96% | 2.74% |
| Daily Std Dev | 13.07% | 14.96% |
| Max Drawdown | -58.85% | -67.68% |
| Current Drawdown | -11.27% | -10.21% |
Correlation
The correlation between LISIX and VWO is 0.76, 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.
Performance
LISIX vs. VWO - Performance Comparison
In the year-to-date period, LISIX achieves a 0.61% return, which is significantly lower than VWO's 11.54% return. Over the past 10 years, LISIX has underperformed VWO with an annualized return of 2.48%, while VWO has yielded a comparatively higher 3.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LISIX vs. VWO - Expense Ratio Comparison
LISIX has a 0.80% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
LISIX vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Strategic Equity Portfolio R6 (LISIX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
Dividends
LISIX vs. VWO - Dividend Comparison
LISIX's dividend yield for the trailing twelve months is around 1.52%, less than VWO's 2.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LISIX Lazard International Strategic Equity Portfolio R6 | 1.52% | 1.46% | 1.39% | 5.71% | 1.01% | 1.85% | 1.60% | 1.30% | 1.60% | 1.06% | 1.13% | 0.67% |
VWO Vanguard FTSE Emerging Markets ETF | 2.66% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
LISIX vs. VWO - Drawdown Comparison
The maximum LISIX drawdown since its inception was -58.85%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for LISIX and VWO. For additional features, visit the drawdowns tool.
Volatility
LISIX vs. VWO - Volatility Comparison
The current volatility for Lazard International Strategic Equity Portfolio R6 (LISIX) is 3.56%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.73%. This indicates that LISIX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.