LZUSX vs. SSSYX
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and State Street Equity 500 Index Fund Class K (SSSYX).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
LZUSX vs. SSSYX - Performance Comparison
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LZUSX vs. SSSYX - 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% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, LZUSX achieves a -7.32% return, which is significantly lower than SSSYX's -4.34% return. Over the past 10 years, LZUSX has underperformed SSSYX with an annualized return of 11.48%, while SSSYX has yielded a comparatively higher 14.02% 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%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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LZUSX vs. SSSYX - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
LZUSX vs. SSSYX — Risk / Return Rank
LZUSX
SSSYX
LZUSX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and State Street Equity 500 Index Fund Class K (SSSYX). 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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.97 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.49 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.52 | -0.78 |
Martin ratioReturn relative to average drawdown | 3.09 | 7.30 | -4.21 |
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 | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.97 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.70 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.11 | +0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.11 | +0.35 |
Correlation
The correlation between LZUSX and SSSYX is 0.95, 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. SSSYX - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 14.90%, more than SSSYX's 1.51% 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% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
LZUSX vs. SSSYX - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -55.40%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for LZUSX and SSSYX.
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Drawdown Indicators
| LZUSX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.40% | -91.48% | +36.08% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -12.10% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -24.49% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -91.48% | +56.36% |
Current DrawdownCurrent decline from peak | -9.60% | -6.22% | -3.38% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -4.20% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.52% | +0.43% |
Volatility
LZUSX vs. SSSYX - Volatility Comparison
The current volatility for Lazard US Equity Focus Portfolio (LZUSX) is 3.67%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that LZUSX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZUSX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 5.34% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 8.58% | 9.53% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 18.29% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 16.89% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 124.43% | -106.75% |