LZSIX vs. FINVX
LZSIX (Lazard International Equity Select Portfolio R6) and FINVX (Fidelity Series International Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, LZSIX returned 7.57%/yr vs 11.52%/yr for FINVX. Their correlation of 0.92 suggests significant overlap in exposure. LZSIX charges 0.87%/yr vs 0.01%/yr for FINVX.
Performance
LZSIX vs. FINVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LZSIX achieves a 14.27% return, which is significantly higher than FINVX's 8.01% return. Over the past 10 years, LZSIX has underperformed FINVX with an annualized return of 7.57%, while FINVX has yielded a comparatively higher 11.52% annualized return.
LZSIX
- 1D
- -0.14%
- 1M
- 3.10%
- YTD
- 14.27%
- 6M
- 13.74%
- 1Y
- 26.11%
- 3Y*
- 14.88%
- 5Y*
- 6.27%
- 10Y*
- 7.57%
FINVX
- 1D
- 0.18%
- 1M
- 0.96%
- YTD
- 8.01%
- 6M
- 7.81%
- 1Y
- 26.37%
- 3Y*
- 23.06%
- 5Y*
- 14.32%
- 10Y*
- 11.52%
LZSIX vs. FINVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZSIX Lazard International Equity Select Portfolio R6 | 14.27% | 24.70% | 2.11% | 12.08% | -15.56% | 3.27% | 8.33% | 20.32% | -14.54% | 28.31% |
FINVX Fidelity Series International Value Fund | 8.01% | 45.75% | 6.20% | 20.35% | -7.21% | 16.39% | 4.87% | 19.85% | -16.40% | 20.41% |
Correlation
The correlation between LZSIX and FINVX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2009 | 0.92 |
The correlation between LZSIX and FINVX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LZSIX vs. FINVX — Risk / Return Rank
LZSIX
FINVX
LZSIX vs. FINVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Select Portfolio R6 (LZSIX) and Fidelity Series International Value Fund (FINVX). 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.
| LZSIX | FINVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 2.59 | -0.18 |
| Martin ratioReturn relative to average drawdown | 9.20 | 9.51 | -0.31 |
Loading charts...
Drawdowns
LZSIX vs. FINVX - Drawdown Comparison
The maximum LZSIX drawdown since its inception was -55.86%, which is greater than FINVX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for LZSIX and FINVX.
Loading charts...
Drawdown Indicators
| LZSIX | FINVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.86% | -42.48% | -13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -10.38% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -14.60% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | -27.13% | -0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -36.77% | -42.48% | +5.71% |
Current DrawdownCurrent decline from peak | -0.14% | -0.65% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -11.69% | -9.02% | -2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.82% | +0.13% |
Volatility
LZSIX vs. FINVX - Volatility Comparison
Lazard International Equity Select Portfolio R6 (LZSIX) has a higher volatility of 5.56% compared to Fidelity Series International Value Fund (FINVX) at 4.18%. This indicates that LZSIX's price experiences larger fluctuations and is considered to be riskier than FINVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LZSIX | FINVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 4.18% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 12.33% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 15.11% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.03% | 16.74% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 18.02% | -2.18% |
LZSIX vs. FINVX - Expense Ratio Comparison
LZSIX has a 0.87% expense ratio, which is higher than FINVX's 0.01% expense ratio.
Dividends
LZSIX vs. FINVX - Dividend Comparison
LZSIX's dividend yield for the trailing twelve months is around 2.19%, less than FINVX's 10.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FINVX Fidelity Series International Value Fund | 10.37% | 11.20% | 4.14% | 3.29% | 3.33% | 5.01% | 2.83% | 4.05% | 4.05% | 3.14% | 2.62% | 2.14% |
LZSIX Lazard International Equity Select Portfolio R6 | 2.19% | 2.50% | 1.74% | 1.48% | 2.22% | 3.39% | 0.98% | 2.18% | 3.22% | 0.66% | 1.15% | 1.17% |
Frequently Asked Questions
LZSIX and FINVX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LZSIX has higher volatility (5.56%) compared to FINVX (4.18%). In terms of maximum drawdown, LZSIX dropped -55.86% vs FINVX's -42.48%.
LZSIX currently has the higher Sharpe Ratio (1.84 vs 1.78), 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.
Find the right allocation for LZSIX and FINVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer