LZFIX vs. GQHPX
LZFIX (Lazard Equity Franchise Portfolio) and GQHPX (GQG Partners US Quality Dividend Income Fund) are both mutual funds - LZFIX is a Large Cap Value Equities fund managed by Lazard, while GQHPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, LZFIX returned 4.56%/yr vs 10.77%/yr for GQHPX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. LZFIX charges 0.99%/yr vs 0.57%/yr for GQHPX.
Performance
LZFIX vs. GQHPX - 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 GQHPX's 13.55% 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%
GQHPX
- 1D
- 0.00%
- 1M
- 2.68%
- 6M
- 7.61%
- YTD
- 13.55%
- 1Y
- 16.78%
- 3Y*
- 11.72%
- 5Y*
- 10.77%
- 10Y*
- —
- ALL TIME*
- 10.80%
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. GQHPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LZFIX Lazard Equity Franchise Portfolio | 4.44% | 4.09% | -3.09% | 18.84% | -5.29% | 5.11% |
GQHPX GQG Partners US Quality Dividend Income Fund | 13.55% | 7.53% | 12.69% | 3.94% | 6.73% | 10.34% |
Correlation
The correlation between LZFIX and GQHPX is 0.26, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.26 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.57 |
Over the past year, the correlation between LZFIX and GQHPX has dropped to 0.26 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
LZFIX vs. GQHPX — Risk / Return Rank
LZFIX
GQHPX
LZFIX vs. GQHPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and GQG Partners US Quality Dividend Income Fund (GQHPX). 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 | GQHPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.60 | -2.65 |
| Martin ratioReturn relative to average drawdown | -0.08 | 6.94 | -7.02 |
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Drawdowns
LZFIX vs. GQHPX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, which is greater than GQHPX's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for LZFIX and GQHPX.
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Drawdown Indicators
| LZFIX | GQHPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -17.26% | -24.65% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -6.50% | -13.37% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -8.71% | -12.80% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -17.26% | -4.43% |
Current DrawdownCurrent decline from peak | -8.06% | -1.02% | -7.04% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -3.34% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.65% | 2.43% | +9.22% |
Volatility
LZFIX vs. GQHPX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 7.38% compared to GQG Partners US Quality Dividend Income Fund (GQHPX) at 4.31%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than GQHPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZFIX | GQHPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 4.31% | +3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 9.14% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 11.03% | +5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 12.73% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 12.74% | +8.38% |
LZFIX vs. GQHPX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is higher than GQHPX's 0.57% expense ratio.
Dividends
LZFIX vs. GQHPX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 19.99%, more than GQHPX's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
GQHPX GQG Partners US Quality Dividend Income Fund | 3.66% | 2.98% | 3.14% | 2.64% | 3.24% | 0.77% | 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 GQHPX have a correlation of 0.26, 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 GQHPX (4.31%). In terms of maximum drawdown, LZFIX dropped -41.91% vs GQHPX's -17.26%.
GQHPX currently has the higher Sharpe Ratio (1.54 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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