LZUSX vs. VEMAX
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LZUSX or VEMAX.
Key characteristics
| LZUSX | VEMAX | |
|---|---|---|
| YTD Return | 17.48% | 15.32% |
| 1Y Return | 29.81% | 23.38% |
| 3Y Return (Ann) | 3.43% | 0.23% |
| 5Y Return (Ann) | 8.10% | 4.79% |
| 10Y Return (Ann) | 3.88% | 3.97% |
| Sharpe Ratio | 2.46 | 1.77 |
| Sortino Ratio | 3.30 | 2.51 |
| Omega Ratio | 1.46 | 1.31 |
| Calmar Ratio | 1.91 | 0.91 |
| Martin Ratio | 16.46 | 9.57 |
| Ulcer Index | 1.75% | 2.35% |
| Daily Std Dev | 11.70% | 12.69% |
| Max Drawdown | -62.37% | -66.45% |
| Current Drawdown | 0.00% | -7.00% |
Correlation
The correlation between LZUSX and VEMAX is 0.70, 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.
Performance
LZUSX vs. VEMAX - Performance Comparison
In the year-to-date period, LZUSX achieves a 17.48% return, which is significantly higher than VEMAX's 15.32% return. Both investments have delivered pretty close results over the past 10 years, with LZUSX having a 3.88% annualized return and VEMAX not far ahead at 3.97%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LZUSX vs. VEMAX - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Risk-Adjusted Performance
LZUSX vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.
Dividends
LZUSX vs. VEMAX - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 0.74%, less than VEMAX's 2.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZUSX Lazard US Equity Focus Portfolio | 0.74% | 0.86% | 0.78% | 0.34% | 0.75% | 1.90% | 2.86% | 1.69% | 0.81% | 0.88% | 1.08% | 1.25% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.51% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% | 2.76% |
Drawdowns
LZUSX vs. VEMAX - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -62.37%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for LZUSX and VEMAX. For additional features, visit the drawdowns tool.
Volatility
LZUSX vs. VEMAX - Volatility Comparison
Lazard US Equity Focus Portfolio (LZUSX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) have volatilities of 4.29% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.