LZSIX vs. PZRIX
Compare and contrast key facts about Lazard International Equity Select Portfolio R6 (LZSIX) and PIMCO RAE Global ex-US Fund (PZRIX).
LZSIX is managed by Lazard. It was launched on May 31, 2001. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
LZSIX vs. PZRIX - Performance Comparison
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LZSIX vs. PZRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZSIX Lazard International Equity Select Portfolio R6 | 0.78% | 24.70% | 2.11% | 12.08% | -15.56% | 3.27% | 8.33% | 20.32% | -14.54% | 28.31% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 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, LZSIX achieves a 0.78% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, LZSIX has underperformed PZRIX with an annualized return of 5.90%, while PZRIX has yielded a comparatively higher 10.15% annualized return.
LZSIX
- 1D
- 2.70%
- 1M
- -7.12%
- YTD
- 0.78%
- 6M
- 1.90%
- 1Y
- 19.77%
- 3Y*
- 10.20%
- 5Y*
- 4.21%
- 10Y*
- 5.90%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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LZSIX vs. PZRIX - Expense Ratio Comparison
LZSIX has a 0.87% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
LZSIX vs. PZRIX — Risk / Return Rank
LZSIX
PZRIX
LZSIX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Equity Select Portfolio R6 (LZSIX) 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.
| LZSIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 2.67 | -1.33 |
Sortino ratioReturn per unit of downside risk | 1.77 | 3.39 | -1.62 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.52 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 3.09 | -1.42 |
Martin ratioReturn relative to average drawdown | 6.27 | 14.29 | -8.02 |
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
| LZSIX | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 2.67 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.69 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.60 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.59 | -0.35 |
Correlation
The correlation between LZSIX 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
LZSIX vs. PZRIX - Dividend Comparison
LZSIX's dividend yield for the trailing twelve months is around 2.48%, less than PZRIX's 5.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZSIX Lazard International Equity Select Portfolio R6 | 2.48% | 2.50% | 1.74% | 1.48% | 2.22% | 3.39% | 0.98% | 2.18% | 3.22% | 0.66% | 1.15% | 1.17% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% | 0.00% |
Drawdowns
LZSIX vs. PZRIX - Drawdown Comparison
The maximum LZSIX drawdown since its inception was -55.86%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for LZSIX and PZRIX.
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Drawdown Indicators
| LZSIX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.86% | -43.53% | -12.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.29% | -10.68% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -28.68% | -30.85% | +2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -36.77% | -43.53% | +6.76% |
Current DrawdownCurrent decline from peak | -8.82% | -5.20% | -3.62% |
Average DrawdownAverage peak-to-trough decline | -11.78% | -9.00% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.45% | +0.56% |
Volatility
LZSIX vs. PZRIX - Volatility Comparison
Lazard International Equity Select Portfolio R6 (LZSIX) has a higher volatility of 6.72% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that LZSIX'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
| LZSIX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 5.45% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 8.92% | +1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.24% | 14.17% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 15.85% | -1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 17.02% | -1.27% |