LZUSX vs. VOO
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Vanguard S&P 500 ETF (VOO).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LZUSX or VOO.
Key characteristics
| LZUSX | VOO | |
|---|---|---|
| YTD Return | 13.40% | 19.06% |
| 1Y Return | 20.36% | 26.65% |
| 3Y Return (Ann) | 5.85% | 9.85% |
| 5Y Return (Ann) | 12.63% | 15.18% |
| 10Y Return (Ann) | 10.74% | 12.95% |
| Sharpe Ratio | 1.80 | 2.18 |
| Daily Std Dev | 11.84% | 12.72% |
| Max Drawdown | -55.78% | -33.99% |
| Current Drawdown | -0.78% | -0.48% |
Correlation
The correlation between LZUSX and VOO is 0.96, 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. VOO - Performance Comparison
In the year-to-date period, LZUSX achieves a 13.40% return, which is significantly lower than VOO's 19.06% return. Over the past 10 years, LZUSX has underperformed VOO with an annualized return of 10.74%, while VOO has yielded a comparatively higher 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VOO - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
LZUSX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 1.14%, less than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZUSX Lazard US Equity Focus Portfolio | 1.14% | 1.09% | 2.77% | 5.78% | 5.28% | 11.94% | 17.56% | 10.34% | 3.39% | 7.79% | 15.48% | 3.83% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
LZUSX vs. VOO - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -55.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LZUSX and VOO. For additional features, visit the drawdowns tool.
Volatility
LZUSX vs. VOO - Volatility Comparison
The current volatility for Lazard US Equity Focus Portfolio (LZUSX) is 3.65%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.25%. This indicates that LZUSX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.