PortfoliosLab logoPortfoliosLab logo
LZIEX vs. LZEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LZIEX vs. LZEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard International Equity Portfolio (LZIEX) and Lazard Emerging Markets Equity Portfolio (LZEMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LZIEX vs. LZEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LZEMX
Lazard Emerging Markets Equity Portfolio
5.00%41.35%7.60%22.44%-14.86%5.37%-0.07%18.06%-18.11%28.02%

Returns By Period

In the year-to-date period, LZIEX achieves a -2.03% return, which is significantly lower than LZEMX's 5.00% return. Over the past 10 years, LZIEX has underperformed LZEMX with an annualized return of 7.05%, while LZEMX has yielded a comparatively higher 9.23% 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%

LZEMX

1D
-0.53%
1M
-9.45%
YTD
5.00%
6M
15.58%
1Y
39.76%
3Y*
21.92%
5Y*
10.81%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LZIEX vs. LZEMX - Expense Ratio Comparison

LZIEX has a 0.82% expense ratio, which is lower than LZEMX's 1.06% expense ratio.


Return for Risk

LZIEX vs. LZEMX — Risk / Return Rank

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

LZIEX
LZIEX Risk / Return Rank: 6767
Overall Rank
LZIEX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LZIEX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LZIEX Omega Ratio Rank: 6565
Omega Ratio Rank
LZIEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
LZIEX Martin Ratio Rank: 6161
Martin Ratio Rank

LZEMX
LZEMX Risk / Return Rank: 9696
Overall Rank
LZEMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LZEMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LZEMX Omega Ratio Rank: 9595
Omega Ratio Rank
LZEMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LZEMX Martin Ratio Rank: 9595
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.

LZIEX vs. LZEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Portfolio (LZIEX) and Lazard Emerging Markets Equity Portfolio (LZEMX). 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.


LZIEXLZEMXDifference

Sharpe ratio

Return per unit of total volatility

1.30

2.74

-1.45

Sortino ratio

Return per unit of downside risk

1.70

3.49

-1.79

Omega ratio

Gain probability vs. loss probability

1.25

1.53

-0.28

Calmar ratio

Return relative to maximum drawdown

1.53

3.47

-1.94

Martin ratio

Return relative to average drawdown

5.86

13.04

-7.18

LZIEX vs. LZEMX - Sharpe Ratio Comparison

The current LZIEX Sharpe Ratio is 1.30, which is lower than the LZEMX Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of LZIEX and LZEMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LZIEXLZEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

2.74

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.77

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.57

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.38

-0.01

Correlation

The correlation between LZIEX and LZEMX is 0.68, 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. LZEMX - Dividend Comparison

LZIEX's dividend yield for the trailing twelve months is around 12.61%, more than LZEMX's 1.95% yield.


TTM20252024202320222021202020192018201720162015
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%
LZEMX
Lazard Emerging Markets Equity Portfolio
1.95%2.05%3.11%3.76%5.92%4.89%2.11%2.45%2.10%1.99%1.48%2.14%

Drawdowns

LZIEX vs. LZEMX - Drawdown Comparison

The maximum LZIEX drawdown since its inception was -55.35%, smaller than the maximum LZEMX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for LZIEX and LZEMX.


Loading graphics...

Drawdown Indicators


LZIEXLZEMXDifference

Max Drawdown

Largest peak-to-trough decline

-55.35%

-60.08%

+4.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-10.61%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-30.42%

-30.55%

+0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-44.08%

+8.96%

Current Drawdown

Current decline from peak

-11.64%

-10.42%

-1.22%

Average Drawdown

Average peak-to-trough decline

-11.27%

-16.71%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.83%

+0.28%

Volatility

LZIEX vs. LZEMX - Volatility Comparison

Lazard International Equity Portfolio (LZIEX) has a higher volatility of 6.25% compared to Lazard Emerging Markets Equity Portfolio (LZEMX) at 5.92%. This indicates that LZIEX's price experiences larger fluctuations and is considered to be riskier than LZEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LZIEXLZEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

5.92%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

9.63%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

14.26%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

14.09%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

16.33%

-0.29%