LZISX vs. TISVX
LZISX (Lazard International Small Cap Equity Portfolio) and TISVX (Transamerica International Small Cap Value) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, LZISX returned 8.14%/yr vs 9.74%/yr for TISVX. Their correlation of 0.86 suggests significant overlap in exposure. LZISX charges 1.14%/yr vs 1.01%/yr for TISVX.
Performance
LZISX vs. TISVX - Performance Comparison
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Returns By Period
In the year-to-date period, LZISX achieves a 30.03% return, which is significantly higher than TISVX's 11.74% return. Over the past 10 years, LZISX has underperformed TISVX with an annualized return of 8.14%, while TISVX has yielded a comparatively higher 9.74% annualized return.
LZISX
- 1D
- 1.85%
- 1M
- 4.24%
- YTD
- 30.03%
- 6M
- 27.97%
- 1Y
- 46.05%
- 3Y*
- 19.98%
- 5Y*
- 7.21%
- 10Y*
- 8.14%
TISVX
- 1D
- 0.77%
- 1M
- 1.03%
- YTD
- 11.74%
- 6M
- 12.70%
- 1Y
- 19.68%
- 3Y*
- 16.90%
- 5Y*
- 8.81%
- 10Y*
- 9.74%
LZISX vs. TISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZISX Lazard International Small Cap Equity Portfolio | 30.03% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 13.45% | 25.49% | -24.90% | 36.67% |
TISVX Transamerica International Small Cap Value | 11.74% | 30.68% | 5.53% | 17.39% | -17.32% | 12.40% | 8.91% | 25.49% | -16.32% | 30.46% |
Correlation
The correlation between LZISX and TISVX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.86 |
The correlation between LZISX and TISVX shifts across timeframes, from 0.74 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LZISX vs. TISVX — Risk / Return Rank
LZISX
TISVX
LZISX vs. TISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Small Cap Equity Portfolio (LZISX) and Transamerica International Small Cap Value (TISVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LZISX | TISVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 1.77 | +2.00 |
| Martin ratioReturn relative to average drawdown | 14.57 | 5.82 | +8.75 |
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Drawdowns
LZISX vs. TISVX - Drawdown Comparison
The maximum LZISX drawdown since its inception was -65.43%, which is greater than TISVX's maximum drawdown of -38.08%. Use the drawdown chart below to compare losses from any high point for LZISX and TISVX.
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Drawdown Indicators
| LZISX | TISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -38.08% | -27.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -10.94% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -14.00% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -42.01% | -36.52% | -5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -44.80% | -38.08% | -6.72% |
Current DrawdownCurrent decline from peak | 0.00% | -0.31% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -8.27% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.33% | -0.20% |
Volatility
LZISX vs. TISVX - Volatility Comparison
Lazard International Small Cap Equity Portfolio (LZISX) has a higher volatility of 7.46% compared to Transamerica International Small Cap Value (TISVX) at 4.83%. This indicates that LZISX's price experiences larger fluctuations and is considered to be riskier than TISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZISX | TISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 4.83% | +2.63% |
Volatility (6M)Calculated over the trailing 6-month period | 16.44% | 11.77% | +4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.04% | 14.47% | +5.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 16.90% | +0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 16.88% | +0.26% |
LZISX vs. TISVX - Expense Ratio Comparison
LZISX has a 1.14% expense ratio, which is higher than TISVX's 1.01% expense ratio.
Dividends
LZISX vs. TISVX - Dividend Comparison
LZISX's dividend yield for the trailing twelve months is around 1.47%, less than TISVX's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZISX Lazard International Small Cap Equity Portfolio | 1.47% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |
TISVX Transamerica International Small Cap Value | 4.00% | 4.47% | 6.04% | 3.00% | 3.62% | 3.78% | 1.01% | 2.11% | 8.34% | 3.01% | 2.86% | 6.15% |
Frequently Asked Questions
LZISX and TISVX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LZISX has higher volatility (7.46%) compared to TISVX (4.83%). In terms of maximum drawdown, LZISX dropped -65.43% vs TISVX's -38.08%.
LZISX currently has the higher Sharpe Ratio (2.28 vs 1.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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