LZUSX vs. VYM
LZUSX (Lazard US Equity Focus Portfolio) and VYM (Vanguard High Dividend Yield ETF) are both funds - LZUSX is a Large Cap Blend Equities fund managed by Lazard, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, LZUSX returned 13.13%/yr vs 11.98%/yr for VYM. Their correlation of 0.88 suggests significant overlap in exposure. LZUSX charges 0.70%/yr vs 0.04%/yr for VYM.
Performance
LZUSX vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, LZUSX achieves a 4.32% return, which is significantly lower than VYM's 11.51% return. Over the past 10 years, LZUSX has outperformed VYM with an annualized return of 13.13%, while VYM has yielded a comparatively lower 11.98% annualized return.
LZUSX
- 1D
- -0.91%
- 1M
- -0.80%
- YTD
- 4.32%
- 6M
- 3.51%
- 1Y
- 18.70%
- 3Y*
- 14.66%
- 5Y*
- 8.53%
- 10Y*
- 13.13%
VYM
- 1D
- -0.16%
- 1M
- 0.26%
- YTD
- 11.51%
- 6M
- 10.83%
- 1Y
- 24.08%
- 3Y*
- 18.41%
- 5Y*
- 11.88%
- 10Y*
- 11.98%
LZUSX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LZUSX Lazard US Equity Focus Portfolio | 4.32% | 15.23% | 14.20% | 19.79% | -16.97% | 27.40% | 17.28% | 31.71% | -3.36% | 18.18% |
VYM Vanguard High Dividend Yield ETF | 11.51% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between LZUSX and VYM is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.88 |
The correlation between LZUSX and VYM shifts across timeframes, from 0.75 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LZUSX vs. VYM — Risk / Return Rank
LZUSX
VYM
LZUSX vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard US Equity Focus Portfolio (LZUSX) and Vanguard High Dividend Yield ETF (VYM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LZUSX | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.61 | -1.65 |
| Martin ratioReturn relative to average drawdown | 7.91 | 13.43 | -5.52 |
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Drawdowns
LZUSX vs. VYM - Drawdown Comparison
The maximum LZUSX drawdown since its inception was -55.40%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for LZUSX and VYM.
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Drawdown Indicators
| LZUSX | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.40% | -56.98% | +1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.07% | -6.69% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.18% | -14.46% | -4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.05% | -15.84% | -7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -35.21% | +0.09% |
Current DrawdownCurrent decline from peak | -1.97% | -1.28% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -7.18% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.80% | +0.69% |
Volatility
LZUSX vs. VYM - Volatility Comparison
Lazard US Equity Focus Portfolio (LZUSX) has a higher volatility of 4.01% compared to Vanguard High Dividend Yield ETF (VYM) at 3.02%. This indicates that LZUSX's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LZUSX | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 3.02% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.64% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 10.39% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 13.93% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 16.32% | +1.40% |
LZUSX vs. VYM - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is higher than VYM's 0.04% expense ratio.
Dividends
LZUSX vs. VYM - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 13.24%, more than VYM's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LZUSX Lazard US Equity Focus Portfolio | 13.24% | 13.81% | 6.61% | 1.09% | 2.77% | 5.78% | 5.28% | 11.94% | 17.57% | 10.34% | 3.41% | 7.83% |
VYM Vanguard High Dividend Yield ETF | 2.30% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
LZUSX and VYM have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LZUSX has higher volatility (4.01%) compared to VYM (3.02%). In terms of maximum drawdown, LZUSX dropped -55.40% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.33 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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