PortfoliosLab logoPortfoliosLab logo
LZUSX vs. UMNIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LZUSX vs. UMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard US Equity Focus Portfolio (LZUSX) and Lazard US Short Duration Fixed Income Portfolio (UMNIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LZUSX vs. UMNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LZUSX
Lazard US Equity Focus Portfolio
-5.22%15.23%14.20%19.79%-16.97%27.40%17.28%31.71%-3.36%18.18%
UMNIX
Lazard US Short Duration Fixed Income Portfolio
0.15%5.02%3.88%3.53%-2.72%-0.44%2.47%3.26%1.09%0.82%

Returns By Period

In the year-to-date period, LZUSX achieves a -5.22% return, which is significantly lower than UMNIX's 0.15% return. Over the past 10 years, LZUSX has outperformed UMNIX with an annualized return of 11.73%, while UMNIX has yielded a comparatively lower 1.74% annualized return.


LZUSX

1D
2.27%
1M
-4.99%
YTD
-5.22%
6M
-1.37%
1Y
13.42%
3Y*
12.61%
5Y*
7.75%
10Y*
11.73%

UMNIX

1D
0.10%
1M
-0.52%
YTD
0.15%
6M
1.03%
1Y
3.21%
3Y*
3.76%
5Y*
1.84%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LZUSX vs. UMNIX - Expense Ratio Comparison

LZUSX has a 0.70% expense ratio, which is higher than UMNIX's 0.40% expense ratio.


Return for Risk

LZUSX vs. UMNIX — Risk / Return Rank

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

LZUSX
LZUSX Risk / Return Rank: 3535
Overall Rank
LZUSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
LZUSX Sortino Ratio Rank: 3232
Sortino Ratio Rank
LZUSX Omega Ratio Rank: 3434
Omega Ratio Rank
LZUSX Calmar Ratio Rank: 3939
Calmar Ratio Rank
LZUSX Martin Ratio Rank: 4242
Martin Ratio Rank

UMNIX
UMNIX Risk / Return Rank: 9090
Overall Rank
UMNIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UMNIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
UMNIX Omega Ratio Rank: 8787
Omega Ratio Rank
UMNIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
UMNIX Martin Ratio Rank: 9090
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. UMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Lazard US Short Duration Fixed Income Portfolio (UMNIX). 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.


LZUSXUMNIXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.71

-0.95

Sortino ratio

Return per unit of downside risk

1.20

2.91

-1.71

Omega ratio

Gain probability vs. loss probability

1.18

1.39

-0.21

Calmar ratio

Return relative to maximum drawdown

1.15

3.42

-2.26

Martin ratio

Return relative to average drawdown

4.75

10.72

-5.97

LZUSX vs. UMNIX - Sharpe Ratio Comparison

The current LZUSX Sharpe Ratio is 0.76, which is lower than the UMNIX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of LZUSX and UMNIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LZUSXUMNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.71

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.95

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

1.14

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.02

-0.56

Correlation

The correlation between LZUSX and UMNIX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LZUSX vs. UMNIX - Dividend Comparison

LZUSX's dividend yield for the trailing twelve months is around 14.57%, more than UMNIX's 3.27% yield.


TTM20252024202320222021202020192018201720162015
LZUSX
Lazard US Equity Focus Portfolio
14.57%13.81%6.61%1.09%2.77%5.78%5.28%11.94%17.57%10.34%3.41%7.83%
UMNIX
Lazard US Short Duration Fixed Income Portfolio
3.27%3.94%3.48%2.70%1.30%0.16%1.22%2.48%2.00%1.53%1.30%1.06%

Drawdowns

LZUSX vs. UMNIX - Drawdown Comparison

The maximum LZUSX drawdown since its inception was -55.40%, which is greater than UMNIX's maximum drawdown of -4.13%. Use the drawdown chart below to compare losses from any high point for LZUSX and UMNIX.


Loading graphics...

Drawdown Indicators


LZUSXUMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.40%

-4.13%

-51.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-1.04%

-11.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

-4.06%

-18.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-4.13%

-30.99%

Current Drawdown

Current decline from peak

-7.55%

-0.72%

-6.83%

Average Drawdown

Average peak-to-trough decline

-7.90%

-0.85%

-7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

0.33%

+2.66%

Volatility

LZUSX vs. UMNIX - Volatility Comparison

Lazard US Equity Focus Portfolio (LZUSX) has a higher volatility of 4.50% compared to Lazard US Short Duration Fixed Income Portfolio (UMNIX) at 0.50%. This indicates that LZUSX's price experiences larger fluctuations and is considered to be riskier than UMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LZUSXUMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

0.50%

+4.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

1.22%

+7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

1.91%

+16.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

1.94%

+14.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

1.53%

+16.17%