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LZUSX vs. LISIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LZUSX vs. LISIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard US Equity Focus Portfolio (LZUSX) and Lazard International Strategic Equity Portfolio R6 (LISIX). The values are adjusted to include any dividend payments, if applicable.

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LZUSX vs. LISIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LISIX
Lazard International Strategic Equity Portfolio R6
-4.73%25.70%-1.42%17.08%-16.89%6.07%10.58%21.56%-10.48%27.87%

Returns By Period

In the year-to-date period, LZUSX achieves a -7.32% return, which is significantly lower than LISIX's -4.73% return. Over the past 10 years, LZUSX has outperformed LISIX with an annualized return of 11.48%, while LISIX has yielded a comparatively lower 6.03% 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%

LISIX

1D
-0.48%
1M
-11.72%
YTD
-4.73%
6M
-3.79%
1Y
13.92%
3Y*
8.63%
5Y*
3.46%
10Y*
6.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LZUSX vs. LISIX - Expense Ratio Comparison

LZUSX has a 0.70% expense ratio, which is lower than LISIX's 0.80% expense ratio.


Return for Risk

LZUSX vs. LISIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LZUSX
LZUSX Risk / Return Rank: 2828
Overall Rank
LZUSX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LZUSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
LZUSX Omega Ratio Rank: 3030
Omega Ratio Rank
LZUSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
LZUSX Martin Ratio Rank: 2828
Martin Ratio Rank

LISIX
LISIX Risk / Return Rank: 3636
Overall Rank
LISIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LISIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
LISIX Omega Ratio Rank: 3333
Omega Ratio Rank
LISIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LISIX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LZUSX vs. LISIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Lazard International Strategic Equity Portfolio R6 (LISIX). 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.


LZUSXLISIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.83

-0.18

Sortino ratio

Return per unit of downside risk

1.05

1.17

-0.12

Omega ratio

Gain probability vs. loss probability

1.16

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

0.74

0.93

-0.19

Martin ratio

Return relative to average drawdown

3.09

3.83

-0.74

LZUSX vs. LISIX - Sharpe Ratio Comparison

The current LZUSX Sharpe Ratio is 0.65, which is comparable to the LISIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of LZUSX and LISIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LZUSXLISIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.83

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.20

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.35

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.31

+0.15

Correlation

The correlation between LZUSX and LISIX is 0.74, 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. LISIX - Dividend Comparison

LZUSX's dividend yield for the trailing twelve months is around 14.90%, less than LISIX's 30.19% yield.


TTM20252024202320222021202020192018201720162015
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%
LISIX
Lazard International Strategic Equity Portfolio R6
30.19%28.77%13.47%1.46%1.39%8.82%1.01%1.85%9.01%1.30%1.60%1.16%

Drawdowns

LZUSX vs. LISIX - Drawdown Comparison

The maximum LZUSX drawdown since its inception was -55.40%, roughly equal to the maximum LISIX drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for LZUSX and LISIX.


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Drawdown Indicators


LZUSXLISIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.40%

-55.70%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-12.28%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

-32.52%

+9.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-36.01%

+0.89%

Current Drawdown

Current decline from peak

-9.60%

-12.28%

+2.68%

Average Drawdown

Average peak-to-trough decline

-7.90%

-10.56%

+2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.00%

-0.05%

Volatility

LZUSX vs. LISIX - Volatility Comparison

The current volatility for Lazard US Equity Focus Portfolio (LZUSX) is 3.67%, while Lazard International Strategic Equity Portfolio R6 (LISIX) has a volatility of 6.80%. This indicates that LZUSX experiences smaller price fluctuations and is considered to be less risky than LISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LZUSXLISIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

6.80%

-3.13%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

10.08%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.00%

15.29%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

17.22%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.68%

17.10%

+0.58%