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LZFIX vs. LZIEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LZFIX vs. LZIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Equity Franchise Portfolio (LZFIX) and Lazard International Equity Portfolio (LZIEX). The values are adjusted to include any dividend payments, if applicable.

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LZFIX vs. LZIEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LZFIX
Lazard Equity Franchise Portfolio
-10.00%4.09%-3.09%18.84%-5.29%22.88%1.15%9.25%
LZIEX
Lazard International Equity Portfolio
-2.03%34.14%5.30%16.49%-15.00%6.14%8.76%9.92%

Returns By Period

In the year-to-date period, LZFIX achieves a -10.00% return, which is significantly lower than LZIEX's -2.03% return.


LZFIX

1D
0.93%
1M
-9.50%
YTD
-10.00%
6M
-15.90%
1Y
-12.42%
3Y*
-0.05%
5Y*
3.03%
10Y*

LZIEX

1D
0.16%
1M
-11.64%
YTD
-2.03%
6M
1.01%
1Y
20.81%
3Y*
14.02%
5Y*
7.41%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LZFIX vs. LZIEX - Expense Ratio Comparison

LZFIX has a 0.99% expense ratio, which is higher than LZIEX's 0.82% expense ratio.


Return for Risk

LZFIX vs. LZIEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LZFIX
LZFIX Risk / Return Rank: 11
Overall Rank
LZFIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
LZFIX Sortino Ratio Rank: 11
Sortino Ratio Rank
LZFIX Omega Ratio Rank: 11
Omega Ratio Rank
LZFIX Calmar Ratio Rank: 11
Calmar Ratio Rank
LZFIX Martin Ratio Rank: 22
Martin Ratio Rank

LZIEX
LZIEX Risk / Return Rank: 6767
Overall Rank
LZIEX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LZIEX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LZIEX Omega Ratio Rank: 6565
Omega Ratio Rank
LZIEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
LZIEX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LZFIX vs. LZIEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and Lazard International Equity Portfolio (LZIEX). 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.


LZFIXLZIEXDifference

Sharpe ratio

Return per unit of total volatility

-0.78

1.30

-2.08

Sortino ratio

Return per unit of downside risk

-1.00

1.70

-2.70

Omega ratio

Gain probability vs. loss probability

0.88

1.25

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.58

1.53

-2.11

Martin ratio

Return relative to average drawdown

-1.28

5.86

-7.14

LZFIX vs. LZIEX - Sharpe Ratio Comparison

The current LZFIX Sharpe Ratio is -0.78, which is lower than the LZIEX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of LZFIX and LZIEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LZFIXLZIEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.78

1.30

-2.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.48

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.37

-0.14

Correlation

The correlation between LZFIX and LZIEX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LZFIX vs. LZIEX - Dividend Comparison

LZFIX's dividend yield for the trailing twelve months is around 23.19%, more than LZIEX's 12.61% yield.


TTM20252024202320222021202020192018201720162015
LZFIX
Lazard Equity Franchise Portfolio
23.19%20.87%14.95%8.68%12.81%15.59%1.12%5.78%0.00%0.00%0.00%0.00%
LZIEX
Lazard International Equity Portfolio
12.61%12.35%8.26%3.78%6.12%17.81%1.03%2.07%7.93%1.42%1.06%0.72%

Drawdowns

LZFIX vs. LZIEX - Drawdown Comparison

The maximum LZFIX drawdown since its inception was -41.91%, smaller than the maximum LZIEX drawdown of -55.35%. Use the drawdown chart below to compare losses from any high point for LZFIX and LZIEX.


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Drawdown Indicators


LZFIXLZIEXDifference

Max Drawdown

Largest peak-to-trough decline

-41.91%

-55.35%

+13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-21.51%

-11.88%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

-30.42%

+8.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-20.78%

-11.64%

-9.14%

Average Drawdown

Average peak-to-trough decline

-6.74%

-11.27%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.69%

3.11%

+6.58%

Volatility

LZFIX vs. LZIEX - Volatility Comparison

The current volatility for Lazard Equity Franchise Portfolio (LZFIX) is 3.94%, while Lazard International Equity Portfolio (LZIEX) has a volatility of 6.25%. This indicates that LZFIX experiences smaller price fluctuations and is considered to be less risky than LZIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LZFIXLZIEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

6.25%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

9.86%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

15.08%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

15.54%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.22%

16.04%

+5.18%