LZUSX vs. RALIX
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Lazard Real Assets Portfolio (RALIX).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. RALIX is managed by Lazard. It was launched on Dec 29, 2016.
Performance
LZUSX vs. RALIX - Performance Comparison
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LZUSX vs. RALIX - 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% | 17.18% |
RALIX Lazard Real Assets Portfolio | 7.89% | 15.60% | 5.91% | 4.43% | -8.99% | 22.32% | 0.61% | 16.07% | -7.59% | 8.60% |
Returns By Period
In the year-to-date period, LZUSX achieves a -7.32% return, which is significantly lower than RALIX's 7.89% 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%
RALIX
- 1D
- 0.44%
- 1M
- -4.28%
- YTD
- 7.89%
- 6M
- 11.43%
- 1Y
- 18.18%
- 3Y*
- 11.26%
- 5Y*
- 8.13%
- 10Y*
- —
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LZUSX vs. RALIX - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is lower than RALIX's 0.80% expense ratio.
Return for Risk
LZUSX vs. RALIX — Risk / Return Rank
LZUSX
RALIX
LZUSX vs. RALIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Lazard Real Assets Portfolio (RALIX). 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 | RALIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 1.69 | -1.04 |
Sortino ratioReturn per unit of downside risk | 1.05 | 2.18 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.35 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.01 | -1.27 |
Martin ratioReturn relative to average drawdown | 3.09 | 10.58 | -7.49 |
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 | RALIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.69 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.70 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.59 | -0.13 |
Correlation
The correlation between LZUSX and RALIX is 0.65, 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. RALIX - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 14.90%, more than RALIX's 8.17% 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% |
RALIX Lazard Real Assets Portfolio | 8.17% | 7.04% | 3.07% | 2.93% | 7.65% | 11.84% | 3.93% | 2.24% | 5.27% | 1.69% | 0.00% | 0.00% |
Drawdowns
LZUSX vs. RALIX - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -55.40%, which is greater than RALIX's maximum drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for LZUSX and RALIX.
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Drawdown Indicators
| LZUSX | RALIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.40% | -24.00% | -31.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -9.39% | -2.92% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -22.03% | -1.02% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | — | — |
Current DrawdownCurrent decline from peak | -9.60% | -4.28% | -5.32% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -5.85% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 1.78% | +1.17% |
Volatility
LZUSX vs. RALIX - Volatility Comparison
Lazard US Equity Focus Portfolio (LZUSX) has a higher volatility of 3.67% compared to Lazard Real Assets Portfolio (RALIX) at 2.88%. This indicates that LZUSX's price experiences larger fluctuations and is considered to be riskier than RALIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZUSX | RALIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.88% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 6.40% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 11.13% | +6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 11.76% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 11.20% | +6.48% |