LZIEX vs. LEVIX
Compare and contrast key facts about Lazard International Equity Portfolio (LZIEX) and Lazard US Equity Concentrated Portfolio (LEVIX).
LZIEX is managed by Lazard. It was launched on Oct 29, 1991. LEVIX is managed by Lazard. It was launched on Sep 30, 2005.
Performance
LZIEX vs. LEVIX - Performance Comparison
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LZIEX vs. LEVIX - 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% |
LEVIX Lazard US Equity Concentrated Portfolio | -8.39% | 8.78% | 12.37% | 17.11% | -19.92% | 26.16% | 8.98% | 31.72% | -6.19% | 15.49% |
Returns By Period
In the year-to-date period, LZIEX achieves a -2.03% return, which is significantly higher than LEVIX's -8.39% return. Over the past 10 years, LZIEX has underperformed LEVIX with an annualized return of 7.05%, while LEVIX has yielded a comparatively higher 8.06% 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%
LEVIX
- 1D
- -1.18%
- 1M
- -8.39%
- YTD
- -8.39%
- 6M
- -0.43%
- 1Y
- 14.95%
- 3Y*
- 6.43%
- 5Y*
- 4.00%
- 10Y*
- 8.06%
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LZIEX vs. LEVIX - Expense Ratio Comparison
LZIEX has a 0.82% expense ratio, which is higher than LEVIX's 0.76% expense ratio.
Return for Risk
LZIEX vs. LEVIX — Risk / Return Rank
LZIEX
LEVIX
LZIEX vs. LEVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Portfolio (LZIEX) and Lazard US Equity Concentrated Portfolio (LEVIX). 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 | LEVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.42 | +0.88 |
Sortino ratioReturn per unit of downside risk | 1.70 | 0.79 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.11 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.51 | +1.02 |
Martin ratioReturn relative to average drawdown | 5.86 | 1.72 | +4.13 |
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 | LEVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.42 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.06 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.15 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.20 | +0.17 |
Correlation
The correlation between LZIEX and LEVIX is 0.72, 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. LEVIX - Dividend Comparison
LZIEX's dividend yield for the trailing twelve months is around 12.61%, while LEVIX has not paid dividends to shareholders.
| 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% |
LEVIX Lazard US Equity Concentrated Portfolio | 0.00% | 0.00% | 144.28% | 100.53% | 6.31% | 15.14% | 1.65% | 0.82% | 11.61% | 6.84% | 4.91% | 3.71% |
Drawdowns
LZIEX vs. LEVIX - Drawdown Comparison
The maximum LZIEX drawdown since its inception was -55.35%, smaller than the maximum LEVIX drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for LZIEX and LEVIX.
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Drawdown Indicators
| LZIEX | LEVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -69.24% | +13.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -16.14% | +4.26% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -69.24% | +38.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -69.24% | +34.12% |
Current DrawdownCurrent decline from peak | -11.64% | -58.81% | +47.17% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -12.32% | +1.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 4.96% | -1.85% |
Volatility
LZIEX vs. LEVIX - Volatility Comparison
The current volatility for Lazard International Equity Portfolio (LZIEX) is 6.25%, while Lazard US Equity Concentrated Portfolio (LEVIX) has a volatility of 6.76%. This indicates that LZIEX experiences smaller price fluctuations and is considered to be less risky than LEVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZIEX | LEVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 6.76% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 16.13% | -6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 28.07% | -12.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 72.38% | -56.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 52.92% | -36.88% |