LZHYX vs. RSIIX
LZHYX (Lazard US Corporate Income Portfolio) and RSIIX (RiverPark Strategic Income Fund) are both High Yield Bonds funds. Over the past 10 years, LZHYX returned 4.10%/yr vs 5.02%/yr for RSIIX. Their 0.37 correlation means their historical movements had little consistent relationship. LZHYX charges 0.70%/yr vs 1.18%/yr for RSIIX.
Performance
LZHYX vs. RSIIX - Performance Comparison
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Returns By Period
In the year-to-date period, LZHYX achieves a 1.17% return, which is significantly lower than RSIIX's 2.32% return. Over the past 10 years, LZHYX has underperformed RSIIX with an annualized return of 4.10%, while RSIIX has yielded a comparatively higher 5.02% annualized return.
LZHYX
- 1D
- 0.16%
- 1M
- -0.54%
- 6M
- 0.64%
- YTD
- 1.17%
- 1Y
- 5.70%
- 3Y*
- 7.44%
- 5Y*
- 3.22%
- 10Y*
- 4.10%
- ALL TIME*
- 4.15%
RSIIX
- 1D
- -0.12%
- 1M
- 0.50%
- 6M
- 1.66%
- YTD
- 2.32%
- 1Y
- 4.31%
- 3Y*
- 6.93%
- 5Y*
- 5.27%
- 10Y*
- 5.02%
- ALL TIME*
- 4.50%
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 |
LZHYX vs. RSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZHYX Lazard US Corporate Income Portfolio | 1.17% | 10.49% | 5.34% | 10.22% | -10.18% | 2.53% | 4.88% | 13.36% | -2.71% | 5.39% |
RSIIX RiverPark Strategic Income Fund | 2.32% | 6.04% | 8.44% | 9.59% | -3.31% | 11.60% | 3.42% | 3.50% | 1.36% | 4.84% |
Correlation
The correlation between LZHYX and RSIIX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.37 |
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Return for Risk
LZHYX vs. RSIIX — Risk / Return Rank
LZHYX
RSIIX
LZHYX vs. RSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Corporate Income Portfolio (LZHYX) and RiverPark Strategic Income Fund (RSIIX). 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.
| LZHYX | RSIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.35 | +0.26 |
| Martin ratioReturn relative to average drawdown | 12.30 | 15.46 | -3.16 |
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Drawdowns
LZHYX vs. RSIIX - Drawdown Comparison
The maximum LZHYX drawdown since its inception was -32.30%, which is greater than RSIIX's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for LZHYX and RSIIX.
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Drawdown Indicators
| LZHYX | RSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.30% | -15.55% | -16.75% |
Max Drawdown (1Y)Largest decline over 1 year | -2.28% | -1.79% | -0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -3.67% | -1.79% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -14.43% | -5.61% | -8.82% |
Max Drawdown (10Y)Largest decline over 10 years | -17.80% | -15.55% | -2.25% |
Current DrawdownCurrent decline from peak | -0.64% | -0.21% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -4.27% | -1.15% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 0.27% | +0.22% |
Volatility
LZHYX vs. RSIIX - Volatility Comparison
Lazard US Corporate Income Portfolio (LZHYX) and RiverPark Strategic Income Fund (RSIIX) have volatilities of 0.56% and 0.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZHYX | RSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.56% | 0.56% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.37% | 2.89% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.05% | 3.12% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.94% | 2.51% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.06% | 2.88% | +2.18% |
LZHYX vs. RSIIX - Expense Ratio Comparison
LZHYX has a 0.70% expense ratio, which is lower than RSIIX's 1.18% expense ratio.
Dividends
LZHYX vs. RSIIX - Dividend Comparison
LZHYX's dividend yield for the trailing twelve months is around 4.75%, less than RSIIX's 6.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZHYX Lazard US Corporate Income Portfolio | 4.75% | 5.49% | 5.07% | 3.87% | 4.19% | 3.37% | 3.98% | 4.42% | 4.85% | 4.84% | 4.70% | 5.20% |
RSIIX RiverPark Strategic Income Fund | 6.63% | 7.75% | 7.67% | 7.61% | 6.58% | 5.12% | 5.77% | 4.84% | 4.59% | 4.98% | 5.10% | 6.57% |
Frequently Asked Questions
LZHYX and RSIIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RSIIX has higher volatility (0.56%) compared to LZHYX (0.56%). In terms of maximum drawdown, LZHYX dropped -32.30% vs RSIIX's -15.55%.
LZHYX currently has the higher Sharpe Ratio (1.96 vs 1.35), 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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