LYRIX vs. LYRNX

Last updated Jun 23, 2026

LYRIX (Lyrical U.S. Value Equity Fund) and LYRNX (Lyrical International Value Equity Fund) are both mutual funds - LYRIX is a Mid Cap Value Equities fund managed by Lyrical, while LYRNX is a Foreign Large Cap Equities fund managed by Lyrical. Over the past 5 years, LYRIX returned 11.69%/yr vs 7.87%/yr for LYRNX. A 0.79 correlation means they provide meaningful diversification when combined. LYRIX charges 1.01%/yr vs 1.24%/yr for LYRNX.

Performance

LYRIX vs. LYRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyrical U.S. Value Equity Fund (LYRIX) and Lyrical International Value Equity Fund (LYRNX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with LYRIX having a 11.85% return and LYRNX slightly lower at 11.77%.

LYRIX

• 1D: 0.81%
• 1M: 2.84%
• YTD: 11.85%
• 6M: 10.48%
• 1Y: 21.82%
• 3Y*: 20.44%
• 5Y*: 11.69%
• 10Y*: 11.79%

LYRNX

• 1D: 1.53%
• 1M: 4.11%
• YTD: 11.77%
• 6M: 12.14%
• 1Y: 23.24%
• 3Y*: 14.63%
• 5Y*: 7.87%
• 10Y*: —

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

LYRIX vs. LYRNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
LYRIX Lyrical U.S. Value Equity Fund	11.85%	17.86%	13.12%	27.62%	-17.33%	30.11%	23.79%
LYRNX Lyrical International Value Equity Fund	11.77%	35.45%	-2.53%	12.96%	-12.90%	15.23%	20.44%

Correlation

The correlation between LYRIX and LYRNX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Mar 5, 2020	0.79

The correlation between LYRIX and LYRNX shifts across timeframes, from 0.68 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LYRIX vs. LYRNX — Risk / Return Rank

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

LYRIX

LYRIX Risk / Return Rank: 26
LYRIX Sharpe Ratio Rank: 24
LYRIX Sortino Ratio Rank: 23
LYRIX Omega Ratio Rank: 23
LYRIX Calmar Ratio Rank: 27
LYRIX Martin Ratio Rank: 30

LYRNX

LYRNX Risk / Return Rank: 25
LYRNX Sharpe Ratio Rank: 23
LYRNX Sortino Ratio Rank: 24
LYRNX Omega Ratio Rank: 24
LYRNX Calmar Ratio Rank: 23
LYRNX Martin Ratio Rank: 29

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.

LYRIX vs. LYRNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyrical U.S. Value Equity Fund (LYRIX) and Lyrical International Value Equity Fund (LYRNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LYRIX	LYRNX	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.29	+0.02
Sortino ratio: Return per unit of downside risk	1.86	1.90	-0.03
Omega ratio: Gain probability vs. loss probability	1.24	1.24	0.00
Calmar ratio: Return relative to maximum drawdown	1.81	1.66	+0.14
Martin ratio: Return relative to average drawdown	6.53	6.31	+0.22

LYRIX vs. LYRNX - Sharpe Ratio Comparison

The current LYRIX Sharpe Ratio is 1.31, which is comparable to the LYRNX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of LYRIX and LYRNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LYRIX vs. LYRNX - Drawdown Comparison

The maximum LYRIX drawdown since its inception was -53.90%, which is greater than LYRNX's maximum drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for LYRIX and LYRNX.

Drawdown Indicators

	LYRIX	LYRNX	Difference
Max Drawdown Largest peak-to-trough decline	-53.90%	-33.02%	-20.88%
Max Drawdown (1Y) Largest decline over 1 year	-12.20%	-13.38%	+1.18%
Max Drawdown (3Y) Largest decline over 3 years	-19.60%	-16.12%	-3.48%
Max Drawdown (5Y) Largest decline over 5 years	-27.51%	-31.07%	+3.56%
Max Drawdown (10Y) Largest decline over 10 years	-53.90%	—	—
Current Drawdown Current decline from peak	-1.97%	0.00%	-1.97%
Average Drawdown Average peak-to-trough decline	-7.79%	-7.39%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	3.52%	-0.15%

Volatility

LYRIX vs. LYRNX - Volatility Comparison

The current volatility for Lyrical U.S. Value Equity Fund (LYRIX) is 5.58%, while Lyrical International Value Equity Fund (LYRNX) has a volatility of 6.54%. This indicates that LYRIX experiences smaller price fluctuations and is considered to be less risky than LYRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYRIX	LYRNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.58%	6.54%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	13.37%	14.58%	-1.21%
Volatility (1Y) Calculated over the trailing 1-year period	16.87%	17.30%	-0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.29%	17.86%	+2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.13%	21.09%	+3.04%

LYRIX vs. LYRNX - Expense Ratio Comparison

LYRIX has a 1.01% expense ratio, which is lower than LYRNX's 1.24% expense ratio.

Dividends

LYRIX vs. LYRNX - Dividend Comparison

LYRIX's dividend yield for the trailing twelve months is around 4.76%, less than LYRNX's 5.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYRIX Lyrical U.S. Value Equity Fund	4.76%	5.32%	0.43%	0.44%	5.60%	0.13%	0.77%	5.22%	10.50%	6.98%	3.00%	2.78%
LYRNX Lyrical International Value Equity Fund	5.18%	5.79%	3.25%	1.11%	2.96%	5.46%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LYRIX and LYRNX in my portfolio?

LYRIX and LYRNX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LYRIX or LYRNX?

LYRNX has higher volatility (6.54%) compared to LYRIX (5.58%). In terms of maximum drawdown, LYRIX dropped -53.90% vs LYRNX's -33.02%.

Which has better risk-adjusted returns?

LYRIX currently has the higher Sharpe Ratio (1.31 vs 1.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.