LSVVX vs. LVAZX

Last updated Apr 1, 2026

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

LSVVX is managed by LSV. It was launched on Mar 30, 2007. LVAZX is managed by LSV. It was launched on Jan 16, 2019.

Performance

LSVVX vs. LVAZX - Performance Comparison

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

LSVVX vs. LVAZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LSVVX LSV Conservative Value Equity Fund	0.14%	19.63%	3.97%	12.19%	-4.02%	28.57%	-3.46%	16.65%
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, LSVVX achieves a 0.14% return, which is significantly lower than LVAZX's 4.90% return.

LSVVX

• 1D: -0.35%
• 1M: -5.22%
• YTD: 0.14%
• 6M: 5.99%
• 1Y: 17.18%
• 3Y*: 11.71%
• 5Y*: 8.19%
• 10Y*: 9.52%

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)

LSVVX vs. LVAZX - Expense Ratio Comparison

LSVVX has a 0.35% expense ratio, which is lower than LVAZX's 1.45% expense ratio.

LVAZX

LSV Emerging Markets Equity Fund

LSVVX

LSV Conservative Value Equity Fund

Return for Risk

LSVVX vs. LVAZX — Risk / Return Rank

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

LSVVX

LSVVX Risk / Return Rank: 65
LSVVX Sharpe Ratio Rank: 66
LSVVX Sortino Ratio Rank: 66
LSVVX Omega Ratio Rank: 65
LSVVX Calmar Ratio Rank: 61
LSVVX 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.

LSVVX vs. LVAZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Conservative Value Equity Fund (LSVVX) 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.

	LSVVX	LVAZX	Difference
Sharpe ratio Return per unit of total volatility	1.17	2.50	-1.33
Sortino ratio Return per unit of downside risk	1.68	3.05	-1.37
Omega ratio Gain probability vs. loss probability	1.25	1.48	-0.23
Calmar ratio Return relative to maximum drawdown	1.43	3.15	-1.72
Martin ratio Return relative to average drawdown	6.45	12.27	-5.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LSVVX vs. LVAZX - Sharpe Ratio Comparison

The current LSVVX Sharpe Ratio is 1.17, which is lower than the LVAZX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of LSVVX 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

	LSVVX	LVAZX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	2.50	-1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.86	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.70	-0.40

Correlation

The correlation between LSVVX and LVAZX is 0.51, 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

LSVVX vs. LVAZX - Dividend Comparison

LSVVX's dividend yield for the trailing twelve months is around 13.67%, more than LVAZX's 4.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSVVX LSV Conservative Value Equity Fund	13.67%	13.69%	2.45%	6.57%	5.41%	3.67%	2.40%	21.48%	3.91%	1.98%	2.37%	2.38%
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

LSVVX vs. LVAZX - Drawdown Comparison

The maximum LSVVX drawdown since its inception was -61.62%, which is greater than LVAZX's maximum drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for LSVVX and LVAZX.

Drawdown Indicators

	LSVVX	LVAZX	Difference
Max Drawdown Largest peak-to-trough decline	-61.62%	-37.87%	-23.75%
Max Drawdown (1Y) Largest decline over 1 year	-11.73%	-11.70%	-0.03%
Max Drawdown (5Y) Largest decline over 5 years	-24.61%	-27.07%	+2.46%
Max Drawdown (10Y) Largest decline over 10 years	-40.61%	—	—
Current Drawdown Current decline from peak	-6.23%	-11.44%	+5.21%
Average Drawdown Average peak-to-trough decline	-12.30%	-6.90%	-5.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	3.01%	-0.41%

Volatility

LSVVX vs. LVAZX - Volatility Comparison

The current volatility for LSV Conservative Value Equity Fund (LSVVX) is 3.27%, while LSV Emerging Markets Equity Fund (LVAZX) has a volatility of 7.33%. This indicates that LSVVX 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

	LSVVX	LVAZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	7.33%	-4.06%
Volatility (6M) Calculated over the trailing 6-month period	8.28%	11.49%	-3.21%
Volatility (1Y) Calculated over the trailing 1-year period	15.74%	15.63%	+0.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.94%	13.85%	+2.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.49%	15.71%	+2.78%