LZFIX vs. AVLVX
LZFIX (Lazard Equity Franchise Portfolio) and AVLVX (Avantis U.S. Large Cap Value Fund Institutional Class) are both Large Cap Value Equities funds. Over the past 3 years, LZFIX returned 2.84%/yr vs 20.77%/yr for AVLVX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. LZFIX charges 0.99%/yr vs 0.15%/yr for AVLVX.
Performance
LZFIX vs. AVLVX - Performance Comparison
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Returns By Period
In the year-to-date period, LZFIX achieves a 4.44% return, which is significantly lower than AVLVX's 24.91% return.
LZFIX
- 1D
- -0.66%
- 1M
- 6.21%
- 6M
- 6.97%
- YTD
- 4.44%
- 1Y
- -1.03%
- 3Y*
- 2.84%
- 5Y*
- 4.56%
- 10Y*
- —
- ALL TIME*
- 6.82%
AVLVX
- 1D
- 0.20%
- 1M
- 1.86%
- 6M
- 15.49%
- YTD
- 24.91%
- 1Y
- 40.56%
- 3Y*
- 20.77%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LZFIX vs. AVLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LZFIX Lazard Equity Franchise Portfolio | 4.44% | 4.09% | -3.09% | 18.84% | 2.10% |
AVLVX Avantis U.S. Large Cap Value Fund Institutional Class | 24.91% | 15.23% | 16.93% | 16.75% | 8.38% |
Correlation
The correlation between LZFIX and AVLVX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2022 | 0.66 |
Over the past year, the correlation between LZFIX and AVLVX has dropped to 0.32 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
LZFIX vs. AVLVX — Risk / Return Rank
LZFIX
AVLVX
LZFIX vs. AVLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and Avantis U.S. Large Cap Value Fund Institutional Class (AVLVX). 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.
| LZFIX | AVLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -4.21 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.56 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 6.41 | -6.46 |
| Martin ratioReturn relative to average drawdown | -0.08 | 26.28 | -26.35 |
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Drawdowns
LZFIX vs. AVLVX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, which is greater than AVLVX's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for LZFIX and AVLVX.
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Drawdown Indicators
| LZFIX | AVLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -19.51% | -22.40% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -6.01% | -13.86% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -19.51% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | — | — |
Current DrawdownCurrent decline from peak | -8.06% | -0.10% | -7.96% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -3.09% | -4.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.65% | 1.47% | +10.18% |
Volatility
LZFIX vs. AVLVX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 7.38% compared to Avantis U.S. Large Cap Value Fund Institutional Class (AVLVX) at 2.20%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than AVLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZFIX | AVLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 2.20% | +5.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 8.94% | +4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 12.53% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 16.37% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 16.37% | +4.75% |
LZFIX vs. AVLVX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is higher than AVLVX's 0.15% expense ratio.
Dividends
LZFIX vs. AVLVX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 19.99%, more than AVLVX's 2.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVLVX Avantis U.S. Large Cap Value Fund Institutional Class | 2.65% | 3.32% | 1.61% | 1.59% | 1.02% | 0.00% | 0.00% | 0.00% |
LZFIX Lazard Equity Franchise Portfolio | 19.99% | 20.87% | 14.95% | 8.68% | 12.81% | 15.59% | 1.12% | 5.78% |
Frequently Asked Questions
LZFIX and AVLVX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LZFIX has higher volatility (7.38%) compared to AVLVX (2.20%). In terms of maximum drawdown, LZFIX dropped -41.91% vs AVLVX's -19.51%.
AVLVX currently has the higher Sharpe Ratio (3.08 vs -0.06), 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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