LZFIX vs. SWLVX
LZFIX (Lazard Equity Franchise Portfolio) and SWLVX (Schwab U.S. Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, LZFIX returned 4.56%/yr vs 11.79%/yr for SWLVX. Their correlation of 0.80 means they have usually moved in the same direction. LZFIX charges 0.99%/yr vs 0.04%/yr for SWLVX.
Performance
LZFIX vs. SWLVX - 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 SWLVX's 20.60% 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%
SWLVX
- 1D
- 0.46%
- 1M
- 1.92%
- 6M
- 14.48%
- YTD
- 20.60%
- 1Y
- 32.80%
- 3Y*
- 17.98%
- 5Y*
- 11.79%
- 10Y*
- —
- ALL TIME*
- 11.00%
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. SWLVX - 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% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 20.60% | 15.87% | 14.36% | 11.45% | -7.61% | 25.15% | 2.64% | 13.66% |
Correlation
The correlation between LZFIX and SWLVX is 0.49, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.49 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.80 |
Over the past year, the correlation between LZFIX and SWLVX has dropped to 0.49 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
LZFIX vs. SWLVX — Risk / Return Rank
LZFIX
SWLVX
LZFIX vs. SWLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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 | SWLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.81 | ||
| Sortino ratioReturn per unit of downside risk | -3.80 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.50 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 4.58 | -4.63 |
| Martin ratioReturn relative to average drawdown | -0.08 | 19.70 | -19.78 |
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Drawdowns
LZFIX vs. SWLVX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, which is greater than SWLVX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for LZFIX and SWLVX.
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Drawdown Indicators
| LZFIX | SWLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -38.34% | -3.57% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -6.82% | -13.05% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -15.61% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -19.05% | -2.64% |
Current DrawdownCurrent decline from peak | -8.06% | -0.10% | -7.96% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -4.76% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.65% | 1.59% | +10.06% |
Volatility
LZFIX vs. SWLVX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 7.38% compared to Schwab U.S. Large-Cap Value Index Fund (SWLVX) at 2.93%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than SWLVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZFIX | SWLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 2.93% | +4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 8.77% | +4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 11.41% | +5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 14.86% | +3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 18.46% | +2.66% |
LZFIX vs. SWLVX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is higher than SWLVX's 0.04% expense ratio.
Dividends
LZFIX vs. SWLVX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 19.99%, more than SWLVX's 1.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LZFIX Lazard Equity Franchise Portfolio | 19.99% | 20.87% | 14.95% | 8.68% | 12.81% | 15.59% | 1.12% | 5.78% | 0.00% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.68% | 2.02% | 2.75% | 2.56% | 2.29% | 4.86% | 2.00% | 4.35% | 1.87% |
Frequently Asked Questions
LZFIX and SWLVX have a correlation of 0.49, 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 SWLVX (2.93%). In terms of maximum drawdown, LZFIX dropped -41.91% vs SWLVX's -38.34%.
SWLVX currently has the higher Sharpe Ratio (2.75 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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