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 3.66%/yr vs 11.87%/yr for NEIMX. A 0.69 correlation means they provide meaningful diversification when combined. 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 0.28% return, which is significantly lower than NEIMX's 18.34% return.
LZFIX
- 1D
- 1.40%
- 1M
- 6.02%
- 6M
- 1.40%
- YTD
- 0.28%
- 1Y
- -8.96%
- 3Y*
- 1.10%
- 5Y*
- 3.66%
- 10Y*
- —
NEIMX
- 1D
- -0.34%
- 1M
- 1.14%
- 6M
- 13.56%
- YTD
- 18.34%
- 1Y
- 29.89%
- 3Y*
- 18.85%
- 5Y*
- 11.87%
- 10Y*
- 10.14%
LZFIX vs. NEIMX - 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% |
NEIMX Neiman Large Cap Value Fund | 18.34% | 18.68% | 13.50% | 6.15% | -5.16% | 23.85% | -5.97% | 11.11% |
Correlation
The correlation between LZFIX and NEIMX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.69 |
Over the past year, the correlation between LZFIX and NEIMX has dropped to 0.22 - well below their long-term average of 0.69, 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 | -3.30 | ||
| Sortino ratioReturn per unit of downside risk | -4.46 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.49 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 5.16 | -5.60 |
| Martin ratioReturn relative to average drawdown | -0.74 | 20.56 | -21.30 |
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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 | -20.87% | -5.75% | -15.12% |
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 | -11.73% | -88.89% | +77.16% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -10.87% | +3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.46% | 1.44% | +11.02% |
Volatility
LZFIX vs. NEIMX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 5.33% compared to Neiman Large Cap Value Fund (NEIMX) at 4.01%. 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 | 5.33% | 4.01% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.79% | 8.55% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.50% | 11.00% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 576.53% | -558.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.05% | 407.78% | -386.73% |
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 20.82%, more than NEIMX's 0.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NEIMX Neiman Large Cap Value Fund | 0.71% | 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 0.22, 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 NEIMX (4.01%). In terms of maximum drawdown, LZFIX dropped -41.91% vs NEIMX's -92.94%.
NEIMX currently has the higher Sharpe Ratio (2.70 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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