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LZHYX vs. ICMPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LZHYX vs. ICMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard US Corporate Income Portfolio (LZHYX) and Lazard International Quality Growth Portfolio (ICMPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LZHYX achieves a 1.32% return, which is significantly higher than ICMPX's -4.10% return.


LZHYX

1D
0.00%
1M
0.54%
YTD
1.32%
6M
2.01%
1Y
7.14%
3Y*
7.90%
5Y*
3.48%
10Y*
4.33%

ICMPX

1D
0.24%
1M
-1.38%
YTD
-4.10%
6M
-4.04%
1Y
-0.54%
3Y*
5.29%
5Y*
1.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LZHYX vs. ICMPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LZHYX
Lazard US Corporate Income Portfolio
1.32%10.49%5.34%10.22%-10.18%2.53%4.88%13.11%
ICMPX
Lazard International Quality Growth Portfolio
-4.10%11.70%5.62%17.84%-20.11%10.02%23.95%32.86%

Correlation

The correlation between LZHYX and ICMPX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2019

0.56

The correlation between LZHYX and ICMPX has been stable across timeframes, ranging from 0.55 to 0.58 - a consistent structural relationship.

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Return for Risk

LZHYX vs. ICMPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LZHYX
LZHYX Risk / Return Rank: 8383
Overall Rank
LZHYX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LZHYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
LZHYX Omega Ratio Rank: 8585
Omega Ratio Rank
LZHYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
LZHYX Martin Ratio Rank: 8787
Martin Ratio Rank

ICMPX
ICMPX Risk / Return Rank: 22
Overall Rank
ICMPX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ICMPX Sortino Ratio Rank: 22
Sortino Ratio Rank
ICMPX Omega Ratio Rank: 22
Omega Ratio Rank
ICMPX Calmar Ratio Rank: 22
Calmar Ratio Rank
ICMPX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LZHYX vs. ICMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard US Corporate Income Portfolio (LZHYX) and Lazard International Quality Growth Portfolio (ICMPX). 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.


LZHYXICMPXDifference
Sharpe ratioReturn per unit of total volatility

+2.51

Sortino ratioReturn per unit of downside risk

+4.28

Omega ratioGain probability vs. loss probability

1.53

0.99

+0.54

Calmar ratioReturn relative to maximum drawdown

3.16

-0.12

+3.28

Martin ratioReturn relative to average drawdown

15.25

-0.32

+15.57

LZHYX vs. ICMPX - Sharpe Ratio Comparison

The current LZHYX Sharpe Ratio is 2.38, which is higher than the ICMPX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of LZHYX and ICMPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LZHYX vs. ICMPX - Drawdown Comparison

The maximum LZHYX drawdown since its inception was -32.30%, smaller than the maximum ICMPX drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for LZHYX and ICMPX.


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Drawdown Indicators


LZHYXICMPXDifference

Max Drawdown

Largest peak-to-trough decline

-32.30%

-34.70%

+2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.28%

-15.45%

+13.17%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-15.45%

+11.45%

Max Drawdown (5Y)

Largest decline over 5 years

-14.43%

-34.70%

+20.27%

Max Drawdown (10Y)

Largest decline over 10 years

-17.80%

Current Drawdown

Current decline from peak

-0.27%

-7.98%

+7.71%

Average Drawdown

Average peak-to-trough decline

-4.28%

-8.78%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.47%

5.62%

-5.15%

Volatility

LZHYX vs. ICMPX - Volatility Comparison

The current volatility for Lazard US Corporate Income Portfolio (LZHYX) is 0.84%, while Lazard International Quality Growth Portfolio (ICMPX) has a volatility of 4.08%. This indicates that LZHYX experiences smaller price fluctuations and is considered to be less risky than ICMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LZHYXICMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

4.08%

-3.24%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

11.37%

-9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.04%

14.03%

-10.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.94%

16.42%

-11.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

17.63%

-12.54%

LZHYX vs. ICMPX - Expense Ratio Comparison

LZHYX has a 0.70% expense ratio, which is lower than ICMPX's 0.85% expense ratio.


Dividends

LZHYX vs. ICMPX - Dividend Comparison

LZHYX's dividend yield for the trailing twelve months is around 5.14%, more than ICMPX's 4.54% yield.


PositionTTM20252024202320222021202020192018201720162015
ICMPX
Lazard International Quality Growth Portfolio
4.54%4.35%2.92%0.62%1.07%2.04%0.87%2.47%0.00%0.00%0.00%0.00%
LZHYX
Lazard US Corporate Income Portfolio
5.14%5.49%5.07%3.87%4.19%3.37%3.98%4.42%4.85%4.84%4.70%5.20%

Frequently Asked Questions


LZHYX and ICMPX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICMPX has higher volatility (4.08%) compared to LZHYX (0.84%). In terms of maximum drawdown, LZHYX dropped -32.30% vs ICMPX's -34.70%.

LZHYX currently has the higher Sharpe Ratio (2.38 vs -0.13), 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.

Portfolio Optimizer

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