LZISX vs. OAKEX
Compare and contrast key facts about Lazard International Small Cap Equity Portfolio (LZISX) and Oakmark International Small Cap Fund (OAKEX).
LZISX is managed by Lazard. It was launched on Nov 30, 1993. OAKEX is managed by Oakmark. It was launched on Oct 31, 1995.
Performance
LZISX vs. OAKEX - Performance Comparison
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LZISX vs. OAKEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZISX Lazard International Small Cap Equity Portfolio | 5.19% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 13.45% | 25.49% | -24.90% | 36.67% |
OAKEX Oakmark International Small Cap Fund | -8.12% | 29.51% | -3.00% | 19.59% | -14.50% | 17.90% | 5.00% | 31.91% | -23.71% | 26.03% |
Returns By Period
In the year-to-date period, LZISX achieves a 5.19% return, which is significantly higher than OAKEX's -8.12% return. Over the past 10 years, LZISX has underperformed OAKEX with an annualized return of 5.94%, while OAKEX has yielded a comparatively higher 7.23% annualized return.
LZISX
- 1D
- 4.31%
- 1M
- -7.55%
- YTD
- 5.19%
- 6M
- 7.32%
- 1Y
- 36.48%
- 3Y*
- 12.74%
- 5Y*
- 3.89%
- 10Y*
- 5.94%
OAKEX
- 1D
- 2.49%
- 1M
- -8.66%
- YTD
- -8.12%
- 6M
- -6.97%
- 1Y
- 9.88%
- 3Y*
- 9.01%
- 5Y*
- 4.30%
- 10Y*
- 7.23%
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LZISX vs. OAKEX - Expense Ratio Comparison
LZISX has a 1.14% expense ratio, which is lower than OAKEX's 1.34% expense ratio.
Return for Risk
LZISX vs. OAKEX — Risk / Return Rank
LZISX
OAKEX
LZISX vs. OAKEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Small Cap Equity Portfolio (LZISX) and Oakmark International Small Cap Fund (OAKEX). 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.
| LZISX | OAKEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 0.60 | +1.33 |
Sortino ratioReturn per unit of downside risk | 2.45 | 0.91 | +1.54 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.12 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 0.45 | +2.45 |
Martin ratioReturn relative to average drawdown | 11.49 | 1.55 | +9.94 |
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
| LZISX | OAKEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.60 | +1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.25 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.39 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.42 | -0.01 |
Correlation
The correlation between LZISX and OAKEX 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
LZISX vs. OAKEX - Dividend Comparison
LZISX's dividend yield for the trailing twelve months is around 1.82%, less than OAKEX's 5.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZISX Lazard International Small Cap Equity Portfolio | 1.82% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |
OAKEX Oakmark International Small Cap Fund | 5.71% | 5.24% | 6.38% | 1.83% | 1.89% | 0.61% | 1.87% | 0.21% | 8.93% | 3.64% | 3.09% | 5.06% |
Drawdowns
LZISX vs. OAKEX - Drawdown Comparison
The maximum LZISX drawdown since its inception was -65.43%, smaller than the maximum OAKEX drawdown of -70.12%. Use the drawdown chart below to compare losses from any high point for LZISX and OAKEX.
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Drawdown Indicators
| LZISX | OAKEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -70.12% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -17.18% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -42.01% | -38.40% | -3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -44.80% | -49.61% | +4.81% |
Current DrawdownCurrent decline from peak | -8.31% | -12.85% | +4.54% |
Average DrawdownAverage peak-to-trough decline | -14.85% | -13.53% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 4.98% | -1.93% |
Volatility
LZISX vs. OAKEX - Volatility Comparison
Lazard International Small Cap Equity Portfolio (LZISX) has a higher volatility of 8.93% compared to Oakmark International Small Cap Fund (OAKEX) at 6.45%. This indicates that LZISX's price experiences larger fluctuations and is considered to be riskier than OAKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZISX | OAKEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 6.45% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 10.96% | +4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.12% | 16.66% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 17.61% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 18.60% | -1.73% |