LZUSX vs. VYM
Compare and contrast key facts about Lazard US Equity Focus Portfolio (LZUSX) and Vanguard High Dividend Yield ETF (VYM).
LZUSX is managed by Lazard. It was launched on Dec 30, 2004. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019.
Performance
LZUSX vs. VYM - Performance Comparison
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LZUSX vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, LZUSX achieves a -5.22% return, which is significantly lower than VYM's 3.69% return. Both investments have delivered pretty close results over the past 10 years, with LZUSX having a 11.73% annualized return and VYM not far behind at 11.22%.
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%
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
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LZUSX vs. VYM - Expense Ratio Comparison
LZUSX has a 0.70% expense ratio, which is higher than VYM's 0.04% expense ratio.
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.
| LZUSX | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.19 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.70 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.26 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.56 | -0.40 |
Martin ratioReturn relative to average drawdown | 4.75 | 6.86 | -2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LZUSX | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.19 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.79 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.69 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.49 | -0.02 |
Correlation
The correlation between LZUSX and VYM is 0.89, 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.
Dividends
LZUSX vs. VYM - Dividend Comparison
LZUSX's dividend yield for the trailing twelve months is around 14.57%, more than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
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 | -12.31% | -11.32% | -0.99% |
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 | -7.55% | -4.91% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -7.25% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.57% | +0.42% |
Volatility
LZUSX vs. VYM - Volatility Comparison
Lazard US Equity Focus Portfolio (LZUSX) has a higher volatility of 4.50% compared to Vanguard High Dividend Yield ETF (VYM) at 3.60%. 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 | 4.50% | 3.60% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.96% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 15.14% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 13.97% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.70% | 16.33% | +1.37% |