LZFIX vs. NEIMX
LZFIX (Lazard Equity Franchise Portfolio) and NEIMX (Neiman Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, LZFIX returned 4.56%/yr vs 11.97%/yr for NEIMX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. LZFIX charges 0.99%/yr vs 1.46%/yr for NEIMX.
Performance
LZFIX vs. NEIMX - 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 NEIMX's 19.26% 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%
NEIMX
- 1D
- 0.14%
- 1M
- 2.24%
- 6M
- 10.96%
- YTD
- 19.26%
- 1Y
- 32.48%
- 3Y*
- 17.98%
- 5Y*
- 11.97%
- 10Y*
- 10.39%
- ALL TIME*
- 7.92%
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. NEIMX - 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% |
NEIMX Neiman Large Cap Value Fund | 19.26% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 11.11% |
Correlation
The correlation between LZFIX and NEIMX is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.68 |
Over the past year, the correlation between LZFIX and NEIMX has dropped to 0.16 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
LZFIX vs. NEIMX — Risk / Return Rank
LZFIX
NEIMX
LZFIX vs. NEIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and Neiman Large Cap Value Fund (NEIMX). 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 | NEIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.87 | ||
| Sortino ratioReturn per unit of downside risk | -3.82 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.51 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 5.45 | -5.50 |
| Martin ratioReturn relative to average drawdown | -0.08 | 21.71 | -21.79 |
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Drawdowns
LZFIX vs. NEIMX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, smaller than the maximum NEIMX drawdown of -92.94%. Use the drawdown chart below to compare losses from any high point for LZFIX and NEIMX.
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Drawdown Indicators
| LZFIX | NEIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -92.94% | +51.03% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -5.75% | -14.12% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -92.94% | +71.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -92.94% | +71.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -92.94% | — |
Current DrawdownCurrent decline from peak | -8.06% | -88.80% | +80.74% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -11.06% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.65% | 1.44% | +10.21% |
Volatility
LZFIX vs. NEIMX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 7.38% compared to Neiman Large Cap Value Fund (NEIMX) at 2.67%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than NEIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZFIX | NEIMX | 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% | 8.51% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 11.17% | +5.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 576.30% | -558.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 407.62% | -386.50% |
LZFIX vs. NEIMX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is lower than NEIMX's 1.46% expense ratio.
Dividends
LZFIX vs. NEIMX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 19.99%, more than NEIMX's 0.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEIMX Neiman Large Cap Value Fund | 0.70% | 0.76% | 1.10% | 1.36% | 3.60% | 17.65% | 1.20% | 2.26% | 1.20% | 6.64% | 10.20% | 4.19% |
Frequently Asked Questions
LZFIX and NEIMX have a correlation of 0.16, 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 NEIMX (2.67%). In terms of maximum drawdown, LZFIX dropped -41.91% vs NEIMX's -92.94%.
NEIMX currently has the higher Sharpe Ratio (2.81 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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