LZISX vs. UMNIX
Compare and contrast key facts about Lazard International Small Cap Equity Portfolio (LZISX) and Lazard US Short Duration Fixed Income Portfolio (UMNIX).
LZISX is managed by Lazard. It was launched on Nov 30, 1993. UMNIX is managed by Lazard. It was launched on Feb 28, 2011.
Performance
LZISX vs. UMNIX - Performance Comparison
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LZISX vs. UMNIX - 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% |
UMNIX Lazard US Short Duration Fixed Income Portfolio | 0.15% | 5.02% | 3.88% | 3.53% | -2.72% | -0.44% | 2.47% | 3.26% | 1.09% | 0.82% |
Returns By Period
In the year-to-date period, LZISX achieves a 5.19% return, which is significantly higher than UMNIX's 0.15% return. Over the past 10 years, LZISX has outperformed UMNIX with an annualized return of 5.94%, while UMNIX has yielded a comparatively lower 1.74% 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%
UMNIX
- 1D
- 0.10%
- 1M
- -0.52%
- YTD
- 0.15%
- 6M
- 1.03%
- 1Y
- 3.21%
- 3Y*
- 3.76%
- 5Y*
- 1.84%
- 10Y*
- 1.74%
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LZISX vs. UMNIX - Expense Ratio Comparison
LZISX has a 1.14% expense ratio, which is higher than UMNIX's 0.40% expense ratio.
Return for Risk
LZISX vs. UMNIX — Risk / Return Rank
LZISX
UMNIX
LZISX vs. UMNIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Small Cap Equity Portfolio (LZISX) and Lazard US Short Duration Fixed Income Portfolio (UMNIX). 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 | UMNIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.71 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.45 | 2.91 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 3.42 | -0.52 |
Martin ratioReturn relative to average drawdown | 11.49 | 10.72 | +0.77 |
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 | UMNIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.71 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.95 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 1.14 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.02 | -0.62 |
Correlation
The correlation between LZISX and UMNIX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LZISX vs. UMNIX - Dividend Comparison
LZISX's dividend yield for the trailing twelve months is around 1.82%, less than UMNIX's 3.27% 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% |
UMNIX Lazard US Short Duration Fixed Income Portfolio | 3.27% | 3.94% | 3.48% | 2.70% | 1.30% | 0.16% | 1.22% | 2.48% | 2.00% | 1.53% | 1.30% | 1.06% |
Drawdowns
LZISX vs. UMNIX - Drawdown Comparison
The maximum LZISX drawdown since its inception was -65.43%, which is greater than UMNIX's maximum drawdown of -4.13%. Use the drawdown chart below to compare losses from any high point for LZISX and UMNIX.
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Drawdown Indicators
| LZISX | UMNIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.43% | -4.13% | -61.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.10% | -1.04% | -11.06% |
Max Drawdown (5Y)Largest decline over 5 years | -42.01% | -4.06% | -37.95% |
Max Drawdown (10Y)Largest decline over 10 years | -44.80% | -4.13% | -40.67% |
Current DrawdownCurrent decline from peak | -8.31% | -0.72% | -7.59% |
Average DrawdownAverage peak-to-trough decline | -14.85% | -0.85% | -14.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 0.33% | +2.72% |
Volatility
LZISX vs. UMNIX - Volatility Comparison
Lazard International Small Cap Equity Portfolio (LZISX) has a higher volatility of 8.93% compared to Lazard US Short Duration Fixed Income Portfolio (UMNIX) at 0.50%. This indicates that LZISX's price experiences larger fluctuations and is considered to be riskier than UMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZISX | UMNIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.93% | 0.50% | +8.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 1.22% | +14.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.12% | 1.91% | +17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 1.94% | +15.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 1.53% | +15.34% |