LZIEX vs. LGI
Compare and contrast key facts about Lazard International Equity Portfolio (LZIEX) and Lazard Global Total Return and Income Fund (LGI).
LZIEX is managed by Lazard. It was launched on Oct 29, 1991. LGI is managed by Lazard. It was launched on Apr 28, 2004.
Performance
LZIEX vs. LGI - Performance Comparison
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LZIEX vs. LGI - 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% |
LGI Lazard Global Total Return and Income Fund | -5.39% | 21.36% | 14.00% | 12.89% | -20.57% | 25.28% | 17.04% | 30.25% | -10.51% | 39.37% |
Returns By Period
In the year-to-date period, LZIEX achieves a -2.03% return, which is significantly higher than LGI's -5.39% return. Over the past 10 years, LZIEX has underperformed LGI with an annualized return of 7.05%, while LGI has yielded a comparatively higher 12.55% 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%
LGI
- 1D
- 3.81%
- 1M
- -16.95%
- YTD
- -5.39%
- 6M
- -2.20%
- 1Y
- 15.87%
- 3Y*
- 11.24%
- 5Y*
- 5.89%
- 10Y*
- 12.55%
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LZIEX vs. LGI - Expense Ratio Comparison
LZIEX has a 0.82% expense ratio, which is higher than LGI's 0.02% expense ratio.
Return for Risk
LZIEX vs. LGI — Risk / Return Rank
LZIEX
LGI
LZIEX vs. LGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Portfolio (LZIEX) and Lazard Global Total Return and Income Fund (LGI). 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 | LGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 0.80 | +0.50 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.16 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 0.74 | +0.79 |
Martin ratioReturn relative to average drawdown | 5.86 | 3.73 | +2.12 |
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 | LGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 0.80 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.31 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.63 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.36 | +0.01 |
Correlation
The correlation between LZIEX and LGI is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LZIEX vs. LGI - Dividend Comparison
LZIEX's dividend yield for the trailing twelve months is around 12.61%, more than LGI's 11.06% 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% |
LGI Lazard Global Total Return and Income Fund | 11.06% | 10.08% | 9.19% | 7.32% | 10.22% | 9.77% | 7.17% | 6.44% | 19.88% | 5.46% | 6.94% | 8.52% |
Drawdowns
LZIEX vs. LGI - Drawdown Comparison
The maximum LZIEX drawdown since its inception was -55.35%, smaller than the maximum LGI drawdown of -63.34%. Use the drawdown chart below to compare losses from any high point for LZIEX and LGI.
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Drawdown Indicators
| LZIEX | LGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -63.34% | +7.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -21.25% | +9.37% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -32.84% | +2.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -42.94% | +7.82% |
Current DrawdownCurrent decline from peak | -11.64% | -18.25% | +6.61% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -10.96% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 4.21% | -1.10% |
Volatility
LZIEX vs. LGI - Volatility Comparison
The current volatility for Lazard International Equity Portfolio (LZIEX) is 6.25%, while Lazard Global Total Return and Income Fund (LGI) has a volatility of 10.00%. This indicates that LZIEX experiences smaller price fluctuations and is considered to be less risky than LGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZIEX | LGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 10.00% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 13.77% | -3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 19.92% | -4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 19.17% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 20.06% | -4.02% |