LZFIX vs. YAFFX
LZFIX (Lazard Equity Franchise Portfolio) and YAFFX (AMG Yacktman Focused Fund) are both Large Cap Value Equities funds. Over the past 5 years, LZFIX returned 4.56%/yr vs 11.82%/yr for YAFFX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. LZFIX charges 0.99%/yr vs 1.25%/yr for YAFFX.
Performance
LZFIX vs. YAFFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LZFIX achieves a 4.44% return, which is significantly lower than YAFFX's 25.82% 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%
YAFFX
- 1D
- 1.17%
- 1M
- 4.09%
- 6M
- 15.10%
- YTD
- 25.82%
- 1Y
- 43.31%
- 3Y*
- 18.05%
- 5Y*
- 11.82%
- 10Y*
- 13.12%
- ALL TIME*
- 10.51%
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. YAFFX - 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% |
YAFFX AMG Yacktman Focused Fund | 25.82% | 23.70% | 0.63% | 16.53% | -8.20% | 16.48% | 17.22% | 10.17% |
Correlation
The correlation between LZFIX and YAFFX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.70 |
Over the past year, the correlation between LZFIX and YAFFX has dropped to 0.18 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LZFIX vs. YAFFX — Risk / Return Rank
LZFIX
YAFFX
LZFIX vs. YAFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard Equity Franchise Portfolio (LZFIX) and AMG Yacktman Focused Fund (YAFFX). 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 | YAFFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.48 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 4.74 | -4.79 |
| Martin ratioReturn relative to average drawdown | -0.08 | 11.78 | -11.86 |
Loading charts...
Drawdowns
LZFIX vs. YAFFX - Drawdown Comparison
The maximum LZFIX drawdown since its inception was -41.91%, roughly equal to the maximum YAFFX drawdown of -43.80%. Use the drawdown chart below to compare losses from any high point for LZFIX and YAFFX.
Loading charts...
Drawdown Indicators
| LZFIX | YAFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.91% | -43.80% | +1.89% |
Max Drawdown (1Y)Largest decline over 1 year | -19.87% | -8.76% | -11.11% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -15.63% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -21.31% | -0.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.62% | — |
Current DrawdownCurrent decline from peak | -8.06% | -4.24% | -3.82% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -6.09% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.65% | 3.52% | +8.13% |
Volatility
LZFIX vs. YAFFX - Volatility Comparison
Lazard Equity Franchise Portfolio (LZFIX) has a higher volatility of 7.38% compared to AMG Yacktman Focused Fund (YAFFX) at 4.17%. This indicates that LZFIX's price experiences larger fluctuations and is considered to be riskier than YAFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LZFIX | YAFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.38% | 4.17% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 14.27% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 16.23% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.09% | 13.93% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.12% | 14.34% | +6.78% |
LZFIX vs. YAFFX - Expense Ratio Comparison
LZFIX has a 0.99% expense ratio, which is lower than YAFFX's 1.25% expense ratio.
Dividends
LZFIX vs. YAFFX - Dividend Comparison
LZFIX's dividend yield for the trailing twelve months is around 19.99%, more than YAFFX's 14.74% 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% |
YAFFX AMG Yacktman Focused Fund | 14.74% | 18.55% | 10.20% | 4.42% | 7.60% | 4.70% | 11.87% | 15.84% | 22.15% | 11.82% | 11.81% | 24.36% |
Frequently Asked Questions
LZFIX and YAFFX have a correlation of 0.18, 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 YAFFX (4.17%). In terms of maximum drawdown, LZFIX dropped -41.91% vs YAFFX's -43.80%.
YAFFX currently has the higher Sharpe Ratio (2.57 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.
Find the right allocation for LZFIX and YAFFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer