LSVEX vs. LVAZX

Last updated Apr 1, 2026

Compare and contrast key facts about LSV Value Equity Fund (LSVEX) and LSV Emerging Markets Equity Fund (LVAZX).

LSVEX is managed by LSV. It was launched on Mar 31, 1999. LVAZX is managed by LSV. It was launched on Jan 16, 2019.

Performance

LSVEX vs. LVAZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Value Equity Fund (LSVEX) and LSV Emerging Markets Equity Fund (LVAZX). The values are adjusted to include any dividend payments, if applicable.

LSVEX vs. LVAZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LSVEX LSV Value Equity Fund	0.97%	17.51%	7.20%	12.42%	-5.84%	28.57%	-1.59%	14.77%
LVAZX LSV Emerging Markets Equity Fund	4.90%	39.90%	7.26%	21.26%	-13.03%	13.77%	5.03%	5.91%

Returns By Period

In the year-to-date period, LSVEX achieves a 0.97% return, which is significantly lower than LVAZX's 4.90% return.

LSVEX

• 1D: -0.27%
• 1M: -4.58%
• YTD: 0.97%
• 6M: 4.88%
• 1Y: 18.87%
• 3Y*: 12.29%
• 5Y*: 8.02%
• 10Y*: 9.69%

LVAZX

• 1D: -0.91%
• 1M: -11.10%
• YTD: 4.90%
• 6M: 12.29%
• 1Y: 39.69%
• 3Y*: 21.91%
• 5Y*: 11.91%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LSVEX vs. LVAZX - Expense Ratio Comparison

LSVEX has a 0.66% expense ratio, which is lower than LVAZX's 1.45% expense ratio.

LVAZX

LSV Emerging Markets Equity Fund

LSVEX

LSV Value Equity Fund

Return for Risk

LSVEX vs. LVAZX — Risk / Return Rank

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

LSVEX

LSVEX Risk / Return Rank: 65
LSVEX Sharpe Ratio Rank: 65
LSVEX Sortino Ratio Rank: 67
LSVEX Omega Ratio Rank: 65
LSVEX Calmar Ratio Rank: 61
LSVEX Martin Ratio Rank: 68

LVAZX

LVAZX Risk / Return Rank: 95
LVAZX Sharpe Ratio Rank: 97
LVAZX Sortino Ratio Rank: 94
LVAZX Omega Ratio Rank: 94
LVAZX Calmar Ratio Rank: 94
LVAZX Martin Ratio Rank: 94

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.

LSVEX vs. LVAZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Value Equity Fund (LSVEX) and LSV Emerging Markets Equity Fund (LVAZX). 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.

	LSVEX	LVAZX	Difference
Sharpe ratio Return per unit of total volatility	1.15	2.50	-1.35
Sortino ratio Return per unit of downside risk	1.67	3.05	-1.38
Omega ratio Gain probability vs. loss probability	1.24	1.48	-0.24
Calmar ratio Return relative to maximum drawdown	1.42	3.15	-1.74
Martin ratio Return relative to average drawdown	6.42	12.27	-5.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSVEX vs. LVAZX - Sharpe Ratio Comparison

The current LSVEX Sharpe Ratio is 1.15, which is lower than the LVAZX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of LSVEX and LVAZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LSVEX	LVAZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	2.50	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.86	-0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.70	-0.28

Correlation

The correlation between LSVEX and LVAZX is 0.50, 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

LSVEX vs. LVAZX - Dividend Comparison

LSVEX's dividend yield for the trailing twelve months is around 19.20%, more than LVAZX's 4.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSVEX LSV Value Equity Fund	19.20%	19.38%	2.16%	7.54%	14.50%	13.00%	5.51%	4.93%	7.27%	6.84%	2.63%	1.83%
LVAZX LSV Emerging Markets Equity Fund	4.88%	5.12%	1.39%	4.58%	3.14%	8.50%	2.54%	2.99%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LSVEX vs. LVAZX - Drawdown Comparison

The maximum LSVEX drawdown since its inception was -63.29%, which is greater than LVAZX's maximum drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for LSVEX and LVAZX.

Drawdown Indicators

	LSVEX	LVAZX	Difference
Max Drawdown Largest peak-to-trough decline	-63.29%	-37.87%	-25.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-11.70%	-1.05%
Max Drawdown (5Y) Largest decline over 5 years	-23.06%	-27.07%	+4.01%
Max Drawdown (10Y) Largest decline over 10 years	-41.98%	—	—
Current Drawdown Current decline from peak	-5.82%	-11.44%	+5.62%
Average Drawdown Average peak-to-trough decline	-10.41%	-6.90%	-3.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	3.01%	-0.20%

Volatility

LSVEX vs. LVAZX - Volatility Comparison

The current volatility for LSV Value Equity Fund (LSVEX) is 3.17%, while LSV Emerging Markets Equity Fund (LVAZX) has a volatility of 7.33%. This indicates that LSVEX experiences smaller price fluctuations and is considered to be less risky than LVAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSVEX	LVAZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	7.33%	-4.16%
Volatility (6M) Calculated over the trailing 6-month period	8.78%	11.49%	-2.71%
Volatility (1Y) Calculated over the trailing 1-year period	17.26%	15.63%	+1.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.87%	13.85%	+3.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.45%	15.71%	+3.74%