LZIEX vs. CAIBX
Compare and contrast key facts about Lazard International Equity Portfolio (LZIEX) and American Funds Capital Income Builder Class A (CAIBX).
LZIEX is managed by Lazard. It was launched on Oct 29, 1991. CAIBX is managed by American Funds. It was launched on Jul 30, 1987.
Performance
LZIEX vs. CAIBX - Performance Comparison
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LZIEX vs. CAIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZIEX Lazard International Equity Portfolio | -2.03% | 34.14% | 5.30% | 16.49% | -15.00% | 6.14% | 8.76% | 21.20% | -13.71% | 22.82% |
CAIBX American Funds Capital Income Builder Class A | 1.65% | 20.39% | 10.24% | 8.95% | -7.14% | 14.99% | 3.20% | 17.23% | -7.28% | 13.99% |
Returns By Period
In the year-to-date period, LZIEX achieves a -2.03% return, which is significantly lower than CAIBX's 1.65% return. Over the past 10 years, LZIEX has underperformed CAIBX with an annualized return of 7.05%, while CAIBX has yielded a comparatively higher 7.54% annualized return.
LZIEX
- 1D
- 0.16%
- 1M
- -11.64%
- YTD
- -2.03%
- 6M
- 1.01%
- 1Y
- 20.81%
- 3Y*
- 14.02%
- 5Y*
- 7.41%
- 10Y*
- 7.05%
CAIBX
- 1D
- 1.50%
- 1M
- -4.13%
- YTD
- 1.65%
- 6M
- 4.25%
- 1Y
- 16.20%
- 3Y*
- 12.93%
- 5Y*
- 8.22%
- 10Y*
- 7.54%
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LZIEX vs. CAIBX - Expense Ratio Comparison
LZIEX has a 0.82% expense ratio, which is higher than CAIBX's 0.59% expense ratio.
Return for Risk
LZIEX vs. CAIBX — Risk / Return Rank
LZIEX
CAIBX
LZIEX vs. CAIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Portfolio (LZIEX) and American Funds Capital Income Builder Class A (CAIBX). 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.
| LZIEX | CAIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.62 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.20 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.33 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.01 | -0.48 |
Martin ratioReturn relative to average drawdown | 5.86 | 9.18 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LZIEX | CAIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.62 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.83 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.70 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.91 | -0.54 |
Correlation
The correlation between LZIEX and CAIBX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
LZIEX vs. CAIBX - Dividend Comparison
LZIEX's dividend yield for the trailing twelve months is around 12.61%, more than CAIBX's 7.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZIEX Lazard International Equity Portfolio | 12.61% | 12.35% | 8.26% | 3.78% | 6.12% | 17.81% | 1.03% | 2.07% | 7.93% | 1.42% | 1.06% | 0.72% |
CAIBX American Funds Capital Income Builder Class A | 7.65% | 7.71% | 5.76% | 3.47% | 3.43% | 3.14% | 3.38% | 4.10% | 3.55% | 4.44% | 3.52% | 3.62% |
Drawdowns
LZIEX vs. CAIBX - Drawdown Comparison
The maximum LZIEX drawdown since its inception was -55.35%, which is greater than CAIBX's maximum drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for LZIEX and CAIBX.
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Drawdown Indicators
| LZIEX | CAIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -43.68% | -11.67% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -8.37% | -3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -17.65% | -12.77% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -25.28% | -9.84% |
Current DrawdownCurrent decline from peak | -11.64% | -4.85% | -6.79% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -3.82% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.83% | +1.28% |
Volatility
LZIEX vs. CAIBX - Volatility Comparison
Lazard International Equity Portfolio (LZIEX) has a higher volatility of 6.25% compared to American Funds Capital Income Builder Class A (CAIBX) at 3.72%. This indicates that LZIEX's price experiences larger fluctuations and is considered to be riskier than CAIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZIEX | CAIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 3.72% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 6.12% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 10.19% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 9.95% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 10.87% | +5.17% |