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LZEMX vs. DRESX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LZEMX vs. DRESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Emerging Markets Equity Portfolio (LZEMX) and Driehaus Emerging Markets Small Cap Growth Fund (DRESX). The values are adjusted to include any dividend payments, if applicable.

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LZEMX vs. DRESX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LZEMX
Lazard Emerging Markets Equity Portfolio
6.61%41.35%7.60%22.44%-14.86%5.37%-0.07%18.06%-18.11%28.02%
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
6.35%24.08%14.86%10.30%-21.17%15.93%33.56%33.70%-24.00%33.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with LZEMX having a 6.61% return and DRESX slightly lower at 6.35%. Over the past 10 years, LZEMX has underperformed DRESX with an annualized return of 9.39%, while DRESX has yielded a comparatively higher 10.12% annualized return.


LZEMX

1D
1.54%
1M
-7.29%
YTD
6.61%
6M
16.90%
1Y
40.50%
3Y*
22.54%
5Y*
11.01%
10Y*
9.39%

DRESX

1D
1.41%
1M
-8.20%
YTD
6.35%
6M
9.70%
1Y
37.67%
3Y*
17.18%
5Y*
8.06%
10Y*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LZEMX vs. DRESX - Expense Ratio Comparison

LZEMX has a 1.06% expense ratio, which is lower than DRESX's 1.24% expense ratio.


Return for Risk

LZEMX vs. DRESX — Risk / Return Rank

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

LZEMX
LZEMX Risk / Return Rank: 9797
Overall Rank
LZEMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LZEMX Sortino Ratio Rank: 9797
Sortino Ratio Rank
LZEMX Omega Ratio Rank: 9696
Omega Ratio Rank
LZEMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LZEMX Martin Ratio Rank: 9696
Martin Ratio Rank

DRESX
DRESX Risk / Return Rank: 9595
Overall Rank
DRESX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DRESX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DRESX Omega Ratio Rank: 9393
Omega Ratio Rank
DRESX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DRESX Martin Ratio Rank: 9494
Martin Ratio Rank
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.

LZEMX vs. DRESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Emerging Markets Equity Portfolio (LZEMX) and Driehaus Emerging Markets Small Cap Growth Fund (DRESX). 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.


LZEMXDRESXDifference

Sharpe ratio

Return per unit of total volatility

2.95

2.55

+0.40

Sortino ratio

Return per unit of downside risk

3.72

3.34

+0.39

Omega ratio

Gain probability vs. loss probability

1.57

1.47

+0.09

Calmar ratio

Return relative to maximum drawdown

3.86

3.56

+0.31

Martin ratio

Return relative to average drawdown

14.21

12.73

+1.48

LZEMX vs. DRESX - Sharpe Ratio Comparison

The current LZEMX Sharpe Ratio is 2.95, which is comparable to the DRESX Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of LZEMX and DRESX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LZEMXDRESXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

2.55

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.56

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.65

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.54

-0.15

Correlation

The correlation between LZEMX and DRESX is 0.68, 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

LZEMX vs. DRESX - Dividend Comparison

LZEMX's dividend yield for the trailing twelve months is around 1.92%, less than DRESX's 2.11% yield.


TTM20252024202320222021202020192018201720162015
LZEMX
Lazard Emerging Markets Equity Portfolio
1.92%2.05%3.11%3.76%5.92%4.89%2.11%2.45%2.10%1.99%1.48%2.14%
DRESX
Driehaus Emerging Markets Small Cap Growth Fund
2.11%2.25%0.68%1.09%0.00%0.04%0.65%0.41%0.00%0.00%0.00%0.00%

Drawdowns

LZEMX vs. DRESX - Drawdown Comparison

The maximum LZEMX drawdown since its inception was -60.08%, which is greater than DRESX's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for LZEMX and DRESX.


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Drawdown Indicators


LZEMXDRESXDifference

Max Drawdown

Largest peak-to-trough decline

-60.08%

-33.38%

-26.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

-10.16%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-30.55%

-25.88%

-4.67%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

-33.38%

-10.70%

Current Drawdown

Current decline from peak

-9.04%

-8.89%

-0.15%

Average Drawdown

Average peak-to-trough decline

-16.71%

-9.99%

-6.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.84%

+0.05%

Volatility

LZEMX vs. DRESX - Volatility Comparison

The current volatility for Lazard Emerging Markets Equity Portfolio (LZEMX) is 6.23%, while Driehaus Emerging Markets Small Cap Growth Fund (DRESX) has a volatility of 6.89%. This indicates that LZEMX experiences smaller price fluctuations and is considered to be less risky than DRESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LZEMXDRESXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.23%

6.89%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

11.15%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

15.29%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

14.43%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

15.68%

+0.66%