LZFIX vs. AVERX
LZFIX (Lazard Equity Franchise Portfolio) and AVERX (Ave Maria Value Focused Fund) are both Large Cap Value Equities funds. Over the past year, LZFIX returned -12.90% vs 16.66% for AVERX. At a 0.36 correlation, their price movements are largely independent. LZFIX charges 0.99%/yr vs 1.26%/yr for AVERX.
Performance
LZFIX vs. AVERX - Performance Comparison
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Returns By Period
In the year-to-date period, LZFIX achieves a -5.28% return, which is significantly lower than AVERX's 17.13% return.
LZFIX
- 1D
- -1.73%
- 1M
- -0.87%
- YTD
- -5.28%
- 6M
- -3.34%
- 1Y
- -12.90%
- 3Y*
- 1.22%
- 5Y*
- 1.95%
- 10Y*
- —
AVERX
- 1D
- 0.60%
- 1M
- -2.04%
- YTD
- 17.13%
- 6M
- 16.12%
- 1Y
- 16.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LZFIX vs. AVERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LZFIX Lazard Equity Franchise Portfolio | -5.28% | -4.61% |
AVERX Ave Maria Value Focused Fund | 17.13% | 0.37% |
Correlation
The correlation between LZFIX and AVERX is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.36 |
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Return for Risk
LZFIX vs. AVERX — Risk / Return Rank
LZFIX
AVERX
LZFIX vs. AVERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and Ave Maria Value Focused Fund (AVERX). 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.
| LZFIX | AVERX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.17 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 1.72 | -2.34 |
| Martin ratioReturn relative to average drawdown | -1.12 | 4.09 | -5.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LZFIX | AVERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.89 | 0.93 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.85 | -0.59 |
Drawdowns
LZFIX vs. AVERX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, which is greater than AVERX's maximum drawdown of -11.33%. Use the drawdown chart below to compare losses from any high point for LZFIX and AVERX.
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Drawdown Indicators
| LZFIX | AVERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -11.33% | -30.58% |
Max Drawdown (1Y)Largest decline over 1 year | -21.51% | -10.27% | -11.24% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | — | — |
Current DrawdownCurrent decline from peak | -16.62% | -8.88% | -7.74% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -5.73% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.91% | 4.32% | +7.59% |
Volatility
LZFIX vs. AVERX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 5.01% compared to Ave Maria Value Focused Fund (AVERX) at 4.32%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than AVERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZFIX | AVERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 4.32% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 14.70% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 19.00% | -4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.78% | 18.86% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 18.86% | +2.24% |
LZFIX vs. AVERX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is lower than AVERX's 1.26% expense ratio.
Dividends
LZFIX vs. AVERX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 22.04%, more than AVERX's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVERX Ave Maria Value Focused Fund | 0.35% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LZFIX Lazard Equity Franchise Portfolio | 22.04% | 20.87% | 14.95% | 8.68% | 12.81% | 15.59% | 1.12% | 5.78% |
Frequently Asked Questions
LZFIX and AVERX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LZFIX has higher volatility (5.01%) compared to AVERX (4.32%). In terms of maximum drawdown, LZFIX dropped -41.91% vs AVERX's -11.33%.
AVERX currently has the higher Sharpe Ratio (0.93 vs -0.89), 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.
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