LZFIX vs. BBISX
LZFIX (Lazard Equity Franchise Portfolio) and BBISX (Sterling Capital Behavioral Large Cap Value Equity Fund) are both Large Cap Value Equities funds. Over the past 5 years, LZFIX returned 3.66%/yr vs 15.60%/yr for BBISX. A 0.76 correlation means they provide meaningful diversification when combined. LZFIX charges 0.99%/yr vs 0.77%/yr for BBISX.
Performance
LZFIX vs. BBISX - Performance Comparison
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Returns By Period
In the year-to-date period, LZFIX achieves a 0.28% return, which is significantly lower than BBISX's 20.77% return.
LZFIX
- 1D
- 1.40%
- 1M
- 6.02%
- 6M
- 1.40%
- YTD
- 0.28%
- 1Y
- -8.96%
- 3Y*
- 1.10%
- 5Y*
- 3.66%
- 10Y*
- —
BBISX
- 1D
- 0.32%
- 1M
- 1.86%
- 6M
- 16.78%
- YTD
- 20.77%
- 1Y
- 33.50%
- 3Y*
- 24.47%
- 5Y*
- 15.60%
- 10Y*
- 13.26%
LZFIX vs. BBISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LZFIX Lazard Equity Franchise Portfolio | 0.28% | 4.09% | -3.09% | 18.84% | -5.29% | 22.88% | 1.15% | 9.25% |
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 20.77% | 23.54% | 20.93% | 12.49% | -5.96% | 31.07% | -1.57% | 16.38% |
Correlation
The correlation between LZFIX and BBISX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.76 |
Over the past year, the correlation between LZFIX and BBISX has dropped to 0.44 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
LZFIX vs. BBISX — Risk / Return Rank
LZFIX
BBISX
LZFIX vs. BBISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX). 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 | BBISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.58 | ||
| Sortino ratioReturn per unit of downside risk | -4.85 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.53 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 5.64 | -6.08 |
| Martin ratioReturn relative to average drawdown | -0.74 | 21.58 | -22.31 |
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Drawdowns
LZFIX vs. BBISX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, smaller than the maximum BBISX drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for LZFIX and BBISX.
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Drawdown Indicators
| LZFIX | BBISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -59.31% | +17.40% |
Max Drawdown (1Y)Largest decline over 1 year | -20.87% | -6.10% | -14.77% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -14.71% | -6.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -19.45% | -2.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.37% | — |
Current DrawdownCurrent decline from peak | -11.73% | 0.00% | -11.73% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -10.12% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.46% | 1.59% | +10.87% |
Volatility
LZFIX vs. BBISX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 5.33% compared to Sterling Capital Behavioral Large Cap Value Equity Fund (BBISX) at 3.18%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than BBISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZFIX | BBISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 3.18% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.79% | 8.69% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.50% | 11.54% | +3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 15.26% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.05% | 17.59% | +3.46% |
LZFIX vs. BBISX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is higher than BBISX's 0.77% expense ratio.
Dividends
LZFIX vs. BBISX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 20.82%, more than BBISX's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBISX Sterling Capital Behavioral Large Cap Value Equity Fund | 1.28% | 1.53% | 1.88% | 1.73% | 1.56% | 0.43% | 3.22% | 8.20% | 11.93% | 2.86% | 1.90% | 1.68% |
LZFIX Lazard Equity Franchise Portfolio | 20.82% | 20.87% | 14.95% | 8.68% | 12.81% | 15.59% | 1.12% | 5.78% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LZFIX and BBISX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LZFIX has higher volatility (5.33%) compared to BBISX (3.18%). In terms of maximum drawdown, LZFIX dropped -41.91% vs BBISX's -59.31%.
BBISX currently has the higher Sharpe Ratio (2.99 vs -0.59), 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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