LZUSX vs. VEMRX
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. VEMRX is managed by Vanguard. It was launched on Dec 15, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LZUSX or VEMRX.
Key characteristics
| LZUSX | VEMRX | |
|---|---|---|
| YTD Return | 17.48% | 15.41% |
| 1Y Return | 29.81% | 23.49% |
| 3Y Return (Ann) | 3.43% | 0.30% |
| 5Y Return (Ann) | 8.10% | 4.86% |
| 10Y Return (Ann) | 3.88% | 4.03% |
| Sharpe Ratio | 2.46 | 1.78 |
| Sortino Ratio | 3.30 | 2.52 |
| Omega Ratio | 1.46 | 1.32 |
| Calmar Ratio | 1.91 | 0.92 |
| Martin Ratio | 16.46 | 9.63 |
| Ulcer Index | 1.75% | 2.34% |
| Daily Std Dev | 11.70% | 12.68% |
| Max Drawdown | -62.37% | -36.01% |
| Current Drawdown | 0.00% | -6.78% |
Correlation
The correlation between LZUSX and VEMRX is 0.67, 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.
Performance
LZUSX vs. VEMRX - Performance Comparison
In the year-to-date period, LZUSX achieves a 17.48% return, which is significantly higher than VEMRX's 15.41% return. Both investments have delivered pretty close results over the past 10 years, with LZUSX having a 3.88% annualized return and VEMRX not far ahead at 4.03%. 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. VEMRX - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is higher than VEMRX's 0.08% expense ratio.
Risk-Adjusted Performance
LZUSX vs. VEMRX - 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 Index Fund Institutional Plus Shares (VEMRX). 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. VEMRX - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 0.74%, less than VEMRX's 2.57% 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% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 2.57% | 3.52% | 4.11% | 2.63% | 1.92% | 3.26% | 2.92% | 2.35% | 2.56% | 3.31% | 2.91% | 2.81% |
Drawdowns
LZUSX vs. VEMRX - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -62.37%, which is greater than VEMRX's maximum drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for LZUSX and VEMRX. For additional features, visit the drawdowns tool.
Volatility
LZUSX vs. VEMRX - Volatility Comparison
Lazard US Equity Focus Portfolio (LZUSX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) have volatilities of 4.29% and 4.17%, 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.