LZFIX vs. VIHAX
LZFIX (Lazard Equity Franchise Portfolio) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both Large Cap Value Equities funds. Over the past 5 years, LZFIX returned 4.56%/yr vs 14.01%/yr for VIHAX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. LZFIX charges 0.99%/yr vs 0.16%/yr for VIHAX.
Performance
LZFIX vs. VIHAX - 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 VIHAX's 17.32% 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%
VIHAX
- 1D
- -0.62%
- 1M
- 4.34%
- 6M
- 10.32%
- YTD
- 17.32%
- 1Y
- 34.48%
- 3Y*
- 21.86%
- 5Y*
- 14.01%
- 10Y*
- 11.24%
- ALL TIME*
- 11.22%
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. VIHAX - 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.32% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 10.92% |
Correlation
The correlation between LZFIX and VIHAX is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.73 |
Over the past year, the correlation between LZFIX and VIHAX has dropped to 0.37 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.
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Return for Risk
LZFIX vs. VIHAX — Risk / Return Rank
LZFIX
VIHAX
LZFIX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -3.91 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.53 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.63 | -3.68 |
| Martin ratioReturn relative to average drawdown | -0.08 | 13.90 | -13.98 |
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Drawdowns
LZFIX vs. VIHAX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for LZFIX and VIHAX.
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Drawdown Indicators
| LZFIX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -38.80% | -3.11% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -9.53% | -10.34% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -12.29% | -9.22% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -23.92% | +2.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.80% | — |
Current DrawdownCurrent decline from peak | -8.06% | -0.62% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -5.94% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.65% | 2.49% | +9.16% |
Volatility
LZFIX vs. VIHAX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 7.38% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.46%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZFIX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 3.46% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 10.28% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 12.13% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 13.76% | +4.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 15.55% | +5.57% |
LZFIX vs. VIHAX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
LZFIX vs. VIHAX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 19.99%, more than VIHAX's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.45% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Frequently Asked Questions
LZFIX and VIHAX have a correlation of 0.37, 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 VIHAX (3.46%). In terms of maximum drawdown, LZFIX dropped -41.91% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.86 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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