LZIEX vs. PZRIX
Compare and contrast key facts about Lazard International Equity Portfolio (LZIEX) and PIMCO RAE Global ex-US Fund (PZRIX).
LZIEX is managed by Lazard. It was launched on Oct 29, 1991. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
LZIEX vs. PZRIX - Performance Comparison
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LZIEX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, LZIEX achieves a -2.03% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, LZIEX has underperformed PZRIX with an annualized return of 7.05%, while PZRIX has yielded a comparatively higher 9.95% 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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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LZIEX vs. PZRIX - Expense Ratio Comparison
LZIEX has a 0.82% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
LZIEX vs. PZRIX — Risk / Return Rank
LZIEX
PZRIX
LZIEX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Portfolio (LZIEX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 2.41 | -1.12 |
Sortino ratioReturn per unit of downside risk | 1.70 | 3.09 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.47 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.70 | -1.17 |
Martin ratioReturn relative to average drawdown | 5.86 | 12.87 | -7.01 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.41 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.67 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.59 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.58 | -0.21 |
Correlation
The correlation between LZIEX and PZRIX is 0.89, 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. PZRIX - Dividend Comparison
LZIEX's dividend yield for the trailing twelve months is around 12.61%, more than PZRIX's 6.08% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
LZIEX vs. PZRIX - Drawdown Comparison
The maximum LZIEX drawdown since its inception was -55.35%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for LZIEX and PZRIX.
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Drawdown Indicators
| LZIEX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.35% | -43.53% | -11.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.88% | -10.68% | -1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -30.42% | -30.85% | +0.43% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -43.53% | +8.41% |
Current DrawdownCurrent decline from peak | -11.64% | -6.96% | -4.68% |
Average DrawdownAverage peak-to-trough decline | -11.27% | -9.00% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.53% | +0.58% |
Volatility
LZIEX vs. PZRIX - Volatility Comparison
Lazard International Equity Portfolio (LZIEX) has a higher volatility of 6.25% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that LZIEX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZIEX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 5.02% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 8.77% | +1.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 14.09% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 15.83% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 17.01% | -0.97% |