LVAZX vs. LSVVX

Last updated Apr 1, 2026

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

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

Performance

LVAZX vs. LSVVX - Performance Comparison

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

LVAZX vs. LSVVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LVAZX LSV Emerging Markets Equity Fund	4.90%	39.90%	7.26%	21.26%	-13.03%	13.77%	5.03%	5.91%
LSVVX LSV Conservative Value Equity Fund	0.14%	19.63%	3.97%	12.19%	-4.02%	28.57%	-3.46%	16.65%

Returns By Period

In the year-to-date period, LVAZX achieves a 4.90% return, which is significantly higher than LSVVX's 0.14% return.

LVAZX

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

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%

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

LVAZX vs. LSVVX - Expense Ratio Comparison

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

LVAZX

LSV Emerging Markets Equity Fund

LSVVX

LSV Conservative Value Equity Fund

Return for Risk

LVAZX vs. LSVVX — Risk / Return Rank

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

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

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

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.

LVAZX vs. LSVVX - Risk-Adjusted Trends Comparison

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

	LVAZX	LSVVX	Difference
Sharpe ratio Return per unit of total volatility	2.50	1.17	+1.33
Sortino ratio Return per unit of downside risk	3.05	1.68	+1.37
Omega ratio Gain probability vs. loss probability	1.48	1.25	+0.23
Calmar ratio Return relative to maximum drawdown	3.15	1.43	+1.72
Martin ratio Return relative to average drawdown	12.27	6.45	+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.

LVAZX vs. LSVVX - Sharpe Ratio Comparison

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

	LVAZX	LSVVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	1.17	+1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.52	+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	0.70	0.30	+0.40

Correlation

The correlation between LVAZX and LSVVX 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

LVAZX vs. LSVVX - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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%

Drawdowns

LVAZX vs. LSVVX - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

LVAZX vs. LSVVX - Volatility Comparison

LSV Emerging Markets Equity Fund (LVAZX) has a higher volatility of 7.33% compared to LSV Conservative Value Equity Fund (LSVVX) at 3.27%. This indicates that LVAZX's price experiences larger fluctuations and is considered to be riskier than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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