LZUSX vs. LEVIX
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Lazard US Equity Concentrated Portfolio (LEVIX).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. LEVIX is managed by Lazard. It was launched on Sep 30, 2005.
Performance
LZUSX vs. LEVIX - Performance Comparison
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LZUSX vs. LEVIX - 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% |
LEVIX Lazard US Equity Concentrated Portfolio | -8.39% | 8.78% | 12.37% | 17.11% | -19.92% | 26.16% | 8.98% | 31.72% | -6.19% | 15.49% |
Returns By Period
In the year-to-date period, LZUSX achieves a -7.32% return, which is significantly higher than LEVIX's -8.39% return. Over the past 10 years, LZUSX has outperformed LEVIX with an annualized return of 11.48%, while LEVIX has yielded a comparatively lower 8.06% 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%
LEVIX
- 1D
- -1.18%
- 1M
- -8.39%
- YTD
- -8.39%
- 6M
- -0.43%
- 1Y
- 14.95%
- 3Y*
- 6.43%
- 5Y*
- 4.00%
- 10Y*
- 8.06%
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LZUSX vs. LEVIX - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is lower than LEVIX's 0.76% expense ratio.
Return for Risk
LZUSX vs. LEVIX — Risk / Return Rank
LZUSX
LEVIX
LZUSX vs. LEVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Lazard US Equity Concentrated Portfolio (LEVIX). 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 | LEVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.42 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.05 | 0.79 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.11 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 0.51 | +0.23 |
Martin ratioReturn relative to average drawdown | 3.09 | 1.72 | +1.36 |
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 | LEVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.42 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.06 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.15 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.20 | +0.26 |
Correlation
The correlation between LZUSX and LEVIX is 0.93, 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
LZUSX vs. LEVIX - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 14.90%, while LEVIX has not paid dividends to shareholders.
| 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% |
LEVIX Lazard US Equity Concentrated Portfolio | 0.00% | 0.00% | 144.28% | 100.53% | 6.31% | 15.14% | 1.65% | 0.82% | 11.61% | 6.84% | 4.91% | 3.71% |
Drawdowns
LZUSX vs. LEVIX - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -55.40%, smaller than the maximum LEVIX drawdown of -69.24%. Use the drawdown chart below to compare losses from any high point for LZUSX and LEVIX.
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Drawdown Indicators
| LZUSX | LEVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.40% | -69.24% | +13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -16.14% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -69.24% | +46.19% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -69.24% | +34.12% |
Current DrawdownCurrent decline from peak | -9.60% | -58.81% | +49.21% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -12.32% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 4.96% | -2.01% |
Volatility
LZUSX vs. LEVIX - Volatility Comparison
The current volatility for Lazard US Equity Focus Portfolio (LZUSX) is 3.67%, while Lazard US Equity Concentrated Portfolio (LEVIX) has a volatility of 6.76%. This indicates that LZUSX experiences smaller price fluctuations and is considered to be less risky than LEVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZUSX | LEVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 6.76% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 16.13% | -7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 28.07% | -10.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 72.38% | -55.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 52.92% | -35.24% |