LZUSX vs. GLFOX
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. GLFOX is managed by Lazard. It was launched on Dec 31, 2009.
Performance
LZUSX vs. GLFOX - Performance Comparison
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LZUSX vs. GLFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZUSX Lazard US Equity Focus Portfolio | -7.32% | 15.23% | 14.20% | 19.79% | -16.97% | 27.40% | 17.28% | 31.71% | -3.36% | 18.18% |
GLFOX Lazard Global Listed Infrastructure Portfolio Open Shares | 5.88% | 23.53% | 6.43% | 10.59% | -1.59% | 19.67% | -4.71% | 21.95% | -4.06% | 20.44% |
Returns By Period
In the year-to-date period, LZUSX achieves a -7.32% return, which is significantly lower than GLFOX's 5.88% return. Over the past 10 years, LZUSX has outperformed GLFOX with an annualized return of 11.48%, while GLFOX has yielded a comparatively lower 9.65% annualized return.
LZUSX
- 1D
- 0.52%
- 1M
- -7.27%
- YTD
- -7.32%
- 6M
- -3.02%
- 1Y
- 11.11%
- 3Y*
- 11.77%
- 5Y*
- 7.52%
- 10Y*
- 11.48%
GLFOX
- 1D
- 1.38%
- 1M
- -7.06%
- YTD
- 5.88%
- 6M
- 11.00%
- 1Y
- 22.84%
- 3Y*
- 13.81%
- 5Y*
- 11.85%
- 10Y*
- 9.65%
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LZUSX vs. GLFOX - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is lower than GLFOX's 1.22% expense ratio.
Return for Risk
LZUSX vs. GLFOX — Risk / Return Rank
LZUSX
GLFOX
LZUSX vs. GLFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX). 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.
| LZUSX | GLFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 2.20 | -1.55 |
Sortino ratioReturn per unit of downside risk | 1.05 | 2.79 | -1.74 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.42 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.71 | -1.97 |
Martin ratioReturn relative to average drawdown | 3.09 | 11.32 | -8.23 |
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
| LZUSX | GLFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 2.20 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.11 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.73 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.83 | -0.37 |
Correlation
The correlation between LZUSX and GLFOX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LZUSX vs. GLFOX - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 14.90%, more than GLFOX's 6.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZUSX Lazard US Equity Focus Portfolio | 14.90% | 13.81% | 6.61% | 1.09% | 2.77% | 5.78% | 5.28% | 11.94% | 17.57% | 10.34% | 3.41% | 7.83% |
GLFOX Lazard Global Listed Infrastructure Portfolio Open Shares | 6.18% | 6.03% | 4.00% | 2.69% | 14.50% | 6.02% | 2.39% | 4.20% | 13.99% | 6.82% | 2.07% | 11.01% |
Drawdowns
LZUSX vs. GLFOX - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -55.40%, which is greater than GLFOX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for LZUSX and GLFOX.
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Drawdown Indicators
| LZUSX | GLFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.40% | -29.65% | -25.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -9.01% | -3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -17.14% | -5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -29.65% | -5.47% |
Current DrawdownCurrent decline from peak | -9.60% | -7.06% | -2.54% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -3.41% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.16% | +0.79% |
Volatility
LZUSX vs. GLFOX - Volatility Comparison
The current volatility for Lazard US Equity Focus Portfolio (LZUSX) is 3.67%, while Lazard Global Listed Infrastructure Portfolio Open Shares (GLFOX) has a volatility of 4.59%. This indicates that LZUSX experiences smaller price fluctuations and is considered to be less risky than GLFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZUSX | GLFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 4.59% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 7.39% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 10.76% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 10.71% | +5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 13.27% | +4.41% |