LZFIX vs. LSVVX
LZFIX (Lazard Equity Franchise Portfolio) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 5 years, LZFIX returned 4.56%/yr vs 11.32%/yr for LSVVX. Their correlation of 0.81 means they have usually moved in the same direction. LZFIX charges 0.99%/yr vs 0.35%/yr for LSVVX.
Performance
LZFIX vs. LSVVX - 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 LSVVX's 21.02% 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%
LSVVX
- 1D
- 0.35%
- 1M
- 3.76%
- 6M
- 15.85%
- YTD
- 21.02%
- 1Y
- 39.58%
- 3Y*
- 15.88%
- 5Y*
- 11.32%
- 10Y*
- 11.26%
- ALL TIME*
- 7.19%
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. LSVVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
LZFIX Lazard Equity Franchise Portfolio | 4.44% | 4.09% | -3.09% | 18.84% | -5.29% | 22.88% | 1.15% | 9.25% |
LSVVX LSV Conservative Value Equity Fund | 21.02% | 19.63% | 3.97% | 12.19% | -4.02% | 28.57% | -3.46% | 13.79% |
Correlation
The correlation between LZFIX and LSVVX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.81 |
Over the past year, the correlation between LZFIX and LSVVX has dropped to 0.53 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
LZFIX vs. LSVVX — Risk / Return Rank
LZFIX
LSVVX
LZFIX vs. LSVVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and LSV Conservative Value Equity Fund (LSVVX). 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 | LSVVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -4.78 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.62 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 6.10 | -6.14 |
| Martin ratioReturn relative to average drawdown | -0.08 | 24.16 | -24.24 |
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Drawdowns
LZFIX vs. LSVVX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, smaller than the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for LZFIX and LSVVX.
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Drawdown Indicators
| LZFIX | LSVVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -61.62% | +19.71% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -6.23% | -13.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -24.61% | +3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -24.61% | +2.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.61% | — |
Current DrawdownCurrent decline from peak | -8.06% | -0.41% | -7.65% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -12.10% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.65% | 1.57% | +10.08% |
Volatility
LZFIX vs. LSVVX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 7.38% compared to LSV Conservative Value Equity Fund (LSVVX) at 2.67%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZFIX | LSVVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 2.67% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 8.14% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 11.20% | +5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 15.84% | +2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 18.42% | +2.70% |
LZFIX vs. LSVVX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is higher than LSVVX's 0.35% expense ratio.
Dividends
LZFIX vs. LSVVX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 19.99%, more than LSVVX's 11.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSVVX LSV Conservative Value Equity Fund | 11.31% | 13.69% | 2.45% | 6.57% | 5.41% | 3.67% | 2.40% | 21.48% | 3.91% | 1.98% | 2.37% | 2.38% |
LZFIX Lazard Equity Franchise Portfolio | 19.99% | 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 LSVVX have a correlation of 0.53, 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 LSVVX (2.67%). In terms of maximum drawdown, LZFIX dropped -41.91% vs LSVVX's -61.62%.
LSVVX currently has the higher Sharpe Ratio (3.40 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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